Listagem Produção Intelectual em Bases Externas por Assunto "Risco financeiro"

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    • Fundamentals or market sentiment: what causes country risk? 

      Teles, Vladimir Kuhl; Leme, Maria Carolina da Silva
      2010
      The country risk indicator, as measured by the JP Morgan's EMBI or grades of rating agencies such as Standard Poor's (SP's) or Moody's, does not seem to truly reflect the fundamentals of an economy. Countries that pursue ...

    • Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy 

      Almeida, Caio Ibsen Rodrigues de; Ardison, Kym Marcel Martins; Garcia, René; Vicente, José
      2017
      The discussions focus on different aspects of the paper and are quite complementary. Dobrev and Schaumburg look closely at our implementation choices and analyse the sensitivity of the measure to these choices. Camponovo, ...