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Barbara Alemanni and Pierpaolo Uberti
The aim of financial institutions and regulators is to find an effective way to measure the risk profile of different segments of investors. Both economists and psychologists developed several methodologies to elicit and assess individual risk attitude, ...
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Luiz Guilherme Carpizo,Márcio Gomes Pinto Garcia
Pág. 33 - 55
Despite the fall in the interest rate observed in Brazil in recent decades, and specific regulations on the private pension segment that encourage long-term risk taking, institutions in this segment appear to be considerably sensitive to short-term ...
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Nader Naifar
This study investigates the impact of commodity price volatility (including soft commodities, precious metals, industrial metals, and energy) on the dynamics of corporate sukuk returns. Using a sample of sukuk indices from Gulf Cooperation Council (GCC) ...
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Bruno Ferman,Maurício Silveira Lersch,Claudia Emiko Yoshinaga
Pág. 7 - 24
This article analyzes the portfolio allocation of investors in their employer's shares in order to verify whether it exists a version of home bias. Our sample comprises investors of a Brazilian broker. The proportion of allocation on the shares of their ...
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Mariem Talbi,Adel Boubaker,Saber Sebai
Pág. 387 - 407
The paper aims to test the existence of financial contagion between foreign stock markets of several emerging and developed countries during the U.S subprime crisis. It empirically attests for contagion through a DCC MGARCH (1.1) and an adjuste...
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