Listagem Documentos indexados pela Scopus por Título "An empirical model of the Brazilian country risk - An extension of the beta country risk model"

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An empirical model of the Brazilian country risk - An extension of the beta country risk model

Andrade, Joaquim Pinto de; Teles, Vladimir Kuhl
2006

This paper develops a statistical model to study the Brazilian country risk using a country beta model in the spirit of Harvey and Zhou (1993), Erb et al. (1996a, b) and Gangemi et al . (2000). Specifically, the impact of ...