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Nov 19 2017 |
Paulo Sergio Ceretta and Alexandre Silva Da costa |
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The Gap Effect on the Brazilian Exchange |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Sep 16 2014 |
Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta |
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Decomposing the bid-ask spread in the Brazilian market: an intraday framework |
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Abstract Contact Information Citation Full Text - Note |
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Dec 23 2013 |
Bruno Milani and Paulo Sergio Ceretta |
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Do Brazilian REITs depend on Real Estate sector companies or Overall Market? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 27 2013 |
Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller |
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A 10 min tick volatility analysis between the Ibovespa and the S&P500 |
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Abstract Contact Information Citation Full Text - Note |
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Oct 14 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Extreme values dependence of risk in Latin American markets |
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Abstract Contact Information Citation Full Text - Note |
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Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
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Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
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Abstract Contact Information Citation Full Text - Note |
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