Listagem Produção Intelectual em Bases Externas por Assunto "Finanças - Modelos matemáticos"

Itens para a visualização no momento 1-2 of 2

Empirical test of conditional CAPM using expected returns of Brazilian, Argentinean, German and United States of American portfolio

Tambosi Filho, Elmo; Garcia, Fábio Gallo; Imoniana, Joshua Onome
2009

In the last decades, CAPM model has been of great interest in the scientific scene. Despite all the criticism, the improvement of the static CAPM, which has generated new dynamic models, provided investors with stronger ...
The high frequency impact of macroeconomic announcements in the Brazilian futures markets

Santos, Francisco Luna; Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.
2016-11-01

The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 ...