Browsing FGV EESP - CDEE: Teses, Doutorado em Economia de Empresas by Subject "Liquidez (Economia)"
Now showing items 1-4 of 4
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Essays on illiquidity premium
2014-05-23This dissertation is composed of three related essays on the relationship between illiquidity and returns. Chapter 1 describes the time-series properties of the relationship between market illiquidity and market return ... -
Flexible information acquisition and optimal Tobin tax in tractable dynamic global games
2016-05-17My dissertation focuses on dynamic aspects of coordination processes such as reversibility of early actions, option to delay decisions, and learning of the environment from the observation of other people’s actions. This ... -
Mercado secundário de títulos públicos: microestrutura, liquidez e spread de compra e venda para o mercado de LTNs no Brasil
2007-08-30This work comprises two parts. First part, it discusses and compares liquidity and market microstructure aspects from government securities in some countries as Brazil, Chile, Mexico, Korea, Poland and United States. The ... -
Três ensaios sobre liquidez do mercado secundário de títulos públicos no Brasil
2011-07-01A tese tem como objetivo discutir a liquidez do mercado secundário de títulos da dívida pública no Brasil. Em três ensaios, defende que problemas de organização do mercado prejudicam a ampliação da liquidez e que a formação ...




