Listagem Produção Intelectual em Bases Externas por Assunto "Risco"
Itens para a visualização no momento 1-3 of 3
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Identifying volatility risk premia from fixed income Asian options
2009-04Fixed income options are frequently adopted by companies to hedge interest rate risk. Their payoff dependence on the cumulative short-term rate makes them particularly informative about interest rate volatility risk. Based ... -
Metodologia de rating em cooperativas agropecuárias: um estudo de caso
2009A partir do início da década de 90, ocorreram diversas mudanças no ambiente institucional do cooperativismo brasileiro, em função dos problemas macroeconômicos que elevaram a alavancagem e a necessidade de as cooperativas ... -
Systemic risk, dollarization, and interest rates in emerging markets: a panel-based approach
2009This study investigates the impact of systemic risks and financial dollarization on real interest rates in emerging economies. Higher systemic risks induce both higher real interest rates and increased dollarization. Using ...
