Agent-Based Modelling is an approach for complex systems used to search for answers beginning with the analisis and construction of small components and their interactions. The observed results of the simulations are ...

This thesis is a collection of essays in empirical finance mainly focused on term structure models. In the first three chapters, we developed methods to extract the yield curve from government and corporate bonds. We measure ...

I study the asset-pricing implications in an cnviromncnt with feedback traders and rational arbitrageurs. Feedback traders are defined as possible naive investors who buy after a raise in prices and sell after a drop in ...

Essa tese é composta por dois capítulos. No primeiro, desenvolvo um modelo para quantificar o papel da heterogeneidade setorial, em relação ao acesso a crédito, na determinação dos efeitos da integração financeira. Fricções ...

In this paper, we show substantial empirical evidence that house prices are more sensitive to shocks to percapita income, in countries where housing finance is more developed. This result is consistent with the theoretical ...

Professor William Eid Jr. indica livros de finanças

Ainda que não conheça ou não goste da área, o empreendedor precisa fazer mais do que apenas delegar a gestão financeira para outra pessoa.