Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Investimentos

Government policy and private investment in Brazil (1955/82)

Ronci, Marcio Valerio
1987-06

The questlon of the crowding-out of private !nvestment by public expenditure, public investment in particular , ln the Brazilian economy has been discussed more in ideological terrns than on empirical grounds. The present ...

Improving mutual fund market timing measures: a markov switching approach

Mazali, Rogério
2001-07-31

Market timing performance of mutual funds is usually evaluated with linear models with dummy variables which allow for the beta coefficient of CAPM to vary across two regimes: bullish and bearish market excess returns. ...