Listagem FGV EESP - Textos para Discussão / Working Paper Series por data do documento
Itens para a visualização no momento 161-180 of 537
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Crime, violência e castigo
2008-10-16 -
National development strategy: the key growth institution
2008-10-16O Crescimento Econômico é Quase que Invariavelmente o Resultado de uma Estratégia Nacional De Desenvolvimento. o Efetivo Desenvolvimento Econômico Ocorre Historicamente Quando a Nação é Uma Nação Forte, e as Diferentes ... -
O décimo primeiro plano de estabilização
2008-10-16 -
Crises financeira nos anos 1990 e poupança externa
2008-12-23Differently of what says conventional economic analysis, the cause of the 1990s financial crises in Mexico, Asia, Brazil and Argentina was not primarily fiscal, but the decision of governments to grow with foreign savings, ... -
Comparação de carteiras otimizadas segundo o critério média-variância formadas através de estimativas robustas de risco e retorno
2009-01-26This paper investigated the properties of equity portfolios under mean-variance framework and built on statistically robust estimates of risk and return. The motivation for this approach is that financial data contains ... -
Análise do desempenho de regras da análise técnica aplicada ao mercado intradiário do contrato futuro do índice Ibovespa
2009-01-26Este artigo tem como objetivo verificar a robustez do contéudo preditivo de regras da análise técnica, usando informações intradiárias do mercado futuro do índice de ações da Bolsa de Valores de São Paulo (Ibovespa Futuro). ... -
Testing the hypothesis of contagion using multivariate volatility models
2009-01-26The aim of this paper is to test whether or not there was evidence of contagion across the various financial crises that assailed some countries in the 1990s. Data on sovereign debt bonds for Brazil, Mexico, Russia and ... -
Ombro-cabeça-ombro: testando a lucratividade do padrão gráfico de análise técnica no mercado de ações brasileiro
2009-01-26Starting from an adapted version of Osler and Chang (1995) methodology, this article empirically evaluates the profitability of investment strategies based on identification of the Head and Shoulders chart pattern in the ... -
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
2009-01-26This article investigates the existence of contagion between countries on the basis of an analysis of returns for stock indices over the period 1994-2003. The economic methodology used is that of multivariate GARCH family ... -
Cópulas: uma alternativa para a estimação de modelos de risco multivariados
2009-01-26The biggest challenge in portfolio’s risk measures is to find the best way to aggregate risks. This aggregation should be done in the way where we can identify the diversification effect recognized in either asset position ... -
Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
2009-01-26This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number ... -
Predictability of equity models
2009-01-27In this study, we verify the existence of predictability in the Brazilian equity market. Unlike other studies in the same sense, which evaluate original series for each stock, we evaluate synthetic series created on the ... -
A descoberta da inflação inercial
2009-03-10This paper contains my version of the history of inertial inflation. The first complete formulation of the theory is in a 1983 paper by myself and Nakano; and the first paper that proposed a price shock combined with a ... -
Os efeitos da poupança pública sobre o crescimento econômico: análise para um painel de países
2009-03-18This article analyzed the relations between public savings and economic growth. Initially, theoretician-descriptive analysis of these relations showed that the public savings is a more complete pointer of fiscal sustainability ... -
O estado necessário para a democracia possível na América latina
2009-04-13A consolidate democracy supposes a capable state, and both require strong nation and active civil society. Several democracies in Latin America fail to attain such requirements because they did not complete their capitalist ... -
A tendência à sobreapreciação da taxa de câmbio
2009-04-13In developing countries there is a tendency to the overvaluation of the exchange rate. It has two structural causes: the Dutch disease and the attraction that higher profit and interest rates usually prevailing in developing ... -
From the national-bourgeois to the associated dependency interpretation of latin America
2009-04-13In the 1960s and 1970s Latin America was the setting of modernizing military coups and of the transition of their intellectuals from nationalism to associated dependency. In the 1950s two groups of public intellectuals, ... -
Assalto ao estado e ao mercado, neoliberalismo e teoria econômica
2009-05-13State and market are complementary institutions. The state is the major institution coordinating modern societies; it is the constitutional system and the organizations guaranteeing it; it is the main instrument through ... -
Basiléia II e exigência de capital para risco de crédito dos bancos no Brasil
2009-05-13With the implementation of Basel II Accord in Brazil, the largest banks will be allowed to use the so-called IRB (Internal Ratings Based) model to compute the credit risk capital requirement. The aim of this work is to ... -
Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil
2009-05-13This paper examines how monetary policy decisions in Brazil, regarding short term interest rates, have affected the term structure of interest rate. We apply an event study methodology in two distinct periods: between ...
