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Denisard Cneio de Oliveira Alves,Joe Akira Yoshino,Paula Carvalho Pereda,Carla Jucá Amrein
Pág. 167 - 187
Hedonic modeling has become a benchmark for pricing real assets with several intrinsic characteristics. This work tests also others dimensions for asset pricing: the quality of life in the housing neighborhood and macroeconomic variables. The data is abo...
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Joe Akira Yoshino,Silvio Ricardo Micheloto
Pág. pp. 137 - 157
This work verifies the uncovered interest rates parity (UIP) in the FX (foreign exchange) emerging markets by using the panel cointegration technique. The data involves several developing countries that compose the EMBI+ Global Index. We compare the resu...
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Marcelo Nóbrega da Costa,Joe Akira Yoshino
Pág. pp. 23 - 46
Despite the relatively recent advance in the derivative industry, the European FX option market uses simple models such as Black (1976) or Garman and Kohlhagen (1983). This widespread practice hides very important quantitative effects that could be bette...
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