Browsing Congressos / RP by Issue Date
Now showing items 1-20 of 131
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Capital cities, conflict, and misgovernance: theory and evidence
2014We investigate the links between capital cities, conflict, and the quality of governance, starting from the assumption that incumbent elites are constrained by the threat of insurrection, and that this threat is rendered ... -
Option pricing under multiscale stochastic volatility
2015The stochastic volatility model proposed by Fouque, Papanicolaou, and Sircar (2000) explores a fast and a slow time-scale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility ... -
A regulação pela informação no mercado de valores mobiliários
2015The capital market within the financial system is considered to be an instrument capable of defining and raising the efficiency of the allocation of goods and funds between savers and investors in a society. Nevertheless, ... -
Functional itô calculus, path-dependence and the computation of greeks
2015Dupire’s functional Itˆo calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we ... -
The Limits of political compromise: debt ceilings and political competition
2015We study the desirability of limits on the public debt and of political competition in an economy where political parties alternate in office. Due to rent-seeking motives, incumbents have an incentive to set public ... -
Global stabilizing feedback law for a problem of biological control of mosquito-borne diseases
2015The control of the spread of dengue fever by introduction of the intracellular parasitic bacterium Wolbachia in populations of the vector Aedes aegypti, is presently one of the most promising tools for eliminating dengue, ... -
Decisão sob ignorância e disclosure de produto implicações na compra de seguros
2015O tema da escolha sob risco tem sido estudado a partir da premissa de que os tomadores de decisão são plenamente informados. Contudo, em situações da vida real, frequentemente os indivíduos necessitam fazer escolhas sem ... -
The dilemmas of the developmental state: democracy and economic development in Brazil
2015Is it possible to reconcile one of the institutional strategies to promote development, known in the literature as 'the developmental state', with contemporary democratic systems of government? If so, what are the challenges, ... -
Justiça restaurativa: um modelo democrático de reforma institucional?
2015This article aims to reflect on restorative justice as a possible paradigm of institutional reform in the Brazilian context, given the numerous structural problems in its prison system. Initially, a diagnosis of the current ... -
Comparative analysis of resilience by supply network structure
2015This research applies Kim, et al.’s (2015) supply network structure archetypes to case data related to two disruptions in three industries in Brazil. A total of seven supply networks were studied, through in-depth interviews ... -
Redes sociais e democracia deliberativa
2015This paper intends to connect general aspects of deliberative democracy theories to specific mechanisms available to social network users. We demonstrate which social network tools foster the constitution of a public sphere ... -
Financial incentives and loan officer behavior: multitasking and allocation of effort under an incomplete contract
2015We investigate the implications of providing loan officers with a compensation structure that rewards loan volume and penalizes poor performance. Using a unique data set provided by a large international commercial bank, ... -
How green is sugarcane ethanol?
2015Biofuels offer one approach for reducing carbon emissions in transportation. However, the agricultural expansion needed to produce biofuels may endanger tropical forests and thus offset the benefits of fossil fuel substitution. ... -
Cyclicality of SME lending and government involvement in banks
2015Recent regulatory efforts aim at lowering the cyclicality of bank lending because of its potential detrimental effects on financial stability and the real economy. We investigate the cyclicality of SME lending by local ... -
Problemas na abordagem das variedades de capitalismo nas economias da América Latina
2015The Varieties of Capitalism (VoC) approach has been a powerful and influential analytical instrument of the older literature on comparative capitalism. Initially designed for immediate application in developed capitalist ... -
Antropologia dos militares no Brasil: problemas, limites e perspectivas
2015XI Reunión de Antropología del MERCOSUR (XI RAM), evento en la ciudad de Montevideo, Uruguay, del 30 de noviembre al 4 de diciembre de 2015. La Reunión de Antropología del MERCOSUR se viene llevando a cabo de forma bianual ... -
Why banks want to be complex
2015We investigate whether and how bank complexity affects performance and systemic risk. We base the analysis on a complexity measure that captures diversification and diversity, controlling for size and other bank characteristics. ...
