Browsing Documentos Indexados pela Web of Science by Author "Schiozer, Rafael Felipe"

Now showing items 1-4 of 4

    • Asymmetric transmission of a bank liquidity shock 

      Schiozer, Rafael Felipe; Oliveira, Raquel de Freitas
      2016-08
      We investigate whether banks that receive a positive liquidity shock make up for the reduction in the amount of credit supplied by banks that suffer a negative liquidity shock. For identification, we use the exogenous shock ...

    • Depositors' perception of 'too-big-to-fail' 

      Oliveira, Raquel de Freitas; Schiozer, Rafael Felipe; Barros, Lucas A. B. de C.
      2015-03
      We exploit the exogenous shock to the Brazilian banking system caused by the international turmoil of 2008 and find evidence that the run to systemically important banks is better explained by the perception of a too-big-to-fail ...

    • The determinants of currency risk management in Latin American nonfinancial firms 

      Schiozer, Rafael Felipe; Saito, Richard
      2009-02
      This paper investigates the determinants of currency risk management in nonfinancial firms in Argentina, Brazil, Chile, and Mexico, based on a panel data sample of firms that list as American depositary receipts from 2001 ...

    • How to select the best portfolio of oil and gas projects? 

      Lima, G. A. Costa; Suslick, Saul Barisnick; Schiozer, Rafael Felipe; Repsold, H.; Nepomuceno Filho, F.
      2008-05
      The traditional analytical tool for selecting portfolios of financial assets is Markowitz's mean-variance model. The final product of this model is the efficient frontier. Markowitz's approach comes up with an infinite set ...