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Meldina Kokorovic Jukan
Pág. Page:1 - 10Abstract
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Verônica de Fátima Santana,Alex Augusto Timm Rathke
Pág. 545 - 572
This research aims to compare the performance of a statistical factor asset pricing model with the Fama-French-Carhart 4-factor model. We perform a Principal Component Analysis (PCA) to extract latent risk factors using data of stocks listed on B3 from 2...
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Brett Christophers
Pág. Finance an - 22
This article develops a basic typological framework for understanding and analyzing financial risk from a political economy perspective. It is motivated by growing awareness of the contemporary significance of financial risk and by the fact that the poli...
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Marcelo Ganem,Tara Keshar Nanda Baidya
Pág. 277 - 301
The risk premium in the Brazilian term structure of interest rates is partially driven by some specific defensive behavior following past monetary decisions. Until 2008, the Brazilian Central Bank has primarily dealt with domestic and external crises by ...
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Jennifer Bender , Remy Briand , Frank Nielsen , and Dan Stefek
Pág. 17 - 25
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