Listagem por Assunto "Liquidez (Economia)"
Itens para a visualização no momento 81-88 of 88
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Sistema de gerenciamento de liquidez sob a ótica da teoria das restrições: uma adaptação da metodologia Fleuriet
1998-09-16The Theory of Constraints (TOC) states that the goal of any company is to make money today and forever. Every system (like a profit-searching company) always has at least one constraint, otherwise it would have unlimited ... -
Stochastic supply curves and liquidity costs: estimation for brazilian equities
2018-06-26Market Liquidity is characterized by the easiness and freedom to trade assets at desired volumes and for prices perceived as representative of their values. When there is a scarcity of bid and ask offers at those terms, ... -
Stochastic volatility and option pricing in the Brazilian stock market: an empirical investigation
2005The stochastic volatility model (SVPS) proposed by Fouque et al. (2000a) explores a rapid timescale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility smile implied by close ... -
Transmissão assimétrica de um choque de liquidez bancário para o crédito no Brasil: evidências sobre impacto às empresas durante a crise financeira de 2008/2009
2014-02-13Esta dissertação estuda o impacto do choque de liquidez no sistema financeiro nacional (SFN) sobre o crédito às empresas após a quebra do Lehman Brothers, em setembro/2008. O choque ocorreu de forma diferenciada aos players ... -
Três ensaios sobre liquidez do mercado secundário de títulos públicos no Brasil
2011-07-01A tese tem como objetivo discutir a liquidez do mercado secundário de títulos da dívida pública no Brasil. Em três ensaios, defende que problemas de organização do mercado prejudicam a ampliação da liquidez e que a formação ... -
Voting premium in the Brazilian equity market
2014-03-26This study aims to estimate the control premium in the Brazilian stock market, based on the dual-class price differential. We first show that the average control premium is positive from July 2003 to June 2013. This is ... -
Why designate market makers? affirmative obligations and market quality
2006-09-29We study why most financiaI markets designate one or more agents who precommit to provide more liquidity than they would endogenously choose, and identify two reasons that such affirmative obligations can improve welfare. ...
