Browsing FGV EPGE - Seminários de Pesquisa Econômica by Subject "Títulos (Finanças)"

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    • Asset float and speculative bubbles 

      Hong, Harrison
      2003-12-18
      We model the relationship between ftoat (the tradeable shares of an asset) and stock price bubbles. Investors trade a stock that initiaUy has a limited ftoat because of insider lock-up restrictions but the tradeable shares ...

    • A pricing model for sovereign bond 

      Varga, Gyorgy
      1998-07-16
      Similar to the modeling used to evaluate ccnporate boncls, where it is a put optioo. 011 corporate assets, we modeled sovereign bonds. Instead of company's assets as underlining assets, we used foreign excbange reserves. ...