Itens para a visualização no momento 1-5 of 5

    • CAPM estendido para momentos superiores : um teste empírico 

      Guedes, Ricardo Brito
      2011
      The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. ...
    • Essays on housing markets: evidences from Brazil 

      Guedes, Ricardo Brito
      2020-04-03
      Esta tese está dividida em 3 capítulos. Cada um deles consiste em um artigo desenvolvido durante meu doutorado na EPGE Escola Brasileira de Economia e Finanças. Todos os artigos discutem temas relacionados aos mercados ...
    • Housing supply in the presence of informality 

      Sant'Anna, Marcelo Castello Branco; Iachan, Felipe Saraiva; Guedes, Ricardo Brito
      We study housing supply in markets where informal housing is common. Using a combination of census and satellite data, we estimate housing supply for more than 90 metropolitan areas in Brazil. We find that widespread ...
    • Real Estate Market in Developing Countries: Slums and Housing Supply 

      Guedes, Ricardo Brito; Iachan, Felipe Saraiva; Sant'Anna, Marcelo
      2020-06
      We study real estate markets where squatting is tolerated by authorities and a dual (formal and informal) housing market emerge. We develop a housing supply model in which geographical constraints and squatting play distinct ...
    • Real Estate Market in Developing Countries: Slums and Housing Supply: Relatório de Divulgação 

      Guedes, Ricardo Brito; Iachan, Felipe Saraiva; Sant'Anna, Marcelo
      2020-06
      As despesas com aluguel representam uma parcela média de mais de 15 % do consumo total das famílias no Brasil, sendo que essa razão ultrapassa os 20% para famílias com renda inferior a dois salários mínimos (IBGE, 2019 ) ...