All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC

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