Browsing FGV EESP - Escola de Economia de São Paulo by Title "Cointegração e price discovery do risco soberano brasileiro"

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    • Cointegração e price discovery do risco soberano brasileiro 

      Delfino, Denísio Augusto Liberato
      2007-04-20
      The law of one price states that all identical assets, traded in different markets, must have only one price. In this dissertation, we aim to examine whether the Brazilian sovereign credit risk, traded in the international ...