IBMEC RJ Economics Discussion Papers

from Economics Research Group, IBMEC Business School - Rio de Janeiro
Contact information at EDIRC.
Series data maintained by Alexandre B. Cunha ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2008-02: Symmetry and Time Changed Brownian Motions

Jose Santiago Fajardo Barbachan and Ernesto Mordecki

2008-01: Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation

Jose Santiago Fajardo Barbachan and Aquiles Farias

2006-05: Existence of Equilibrium in Common Agency Games with Adverse Selection

Guilherme Carmona and Jose Santiago Fajardo Barbachan

2006-04: Skewness Premium with Lévy Processes

Jose Santiago Fajardo Barbachan and Ernesto Mordecki

2006-03: Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes

Alexandre Barros da Cunha

2006-02: The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period

João Victor Issler, Afonso Franco and Osmani Teixeira de Carvalho Guillén

2006-01: Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study

Osmani Teixeira de Carvalho Guillén, João Victor Issler and George Athanasopoulos

2005-14: Demanda de Derivativos de Câmbio no Brasil: Hedge ou Especulação

Walter Novaes and Fernando de Oliveira

2005-13: The Market of Foreign Exchange Hedge in Brazil: Reactions of Financial Institutions to Interventions of the Central Bank

Fernando de Oliveira and Walter Novaes

2005-12: Duality and Derivative Pricing with Time-Changed Lévy Processes

Jose Santiago Fajardo Barbachan and Ernesto Mordecki

2005-11: The Evolution of International Output Differences (1960-2000): From Factors to Productivity

Pedro Ferreira, Samuel Pessôa and Fernando Veloso

2005-10: On The Tyranny of Numbers: East Asian Miracles in World Perspective

Pedro C. Ferreira, Samuel Pessôa and Fernando Veloso

2005-09: Ownership Structure and the Market for Corporate Control

Daniel Ferreira, Emanuel Ornelas and V John Lovick Turner

2005-08: Trust-Based Trade

Luis Araujo and Emanuel Ornelas

2005-07: Equivalent Martingale Measures and Lévy Processes

Jose Santiago Fajardo Barbachan

2005-06: The Optimality of the Friedman Rule When Some Distorting Taxes Are Exogenous

Alexandre Barros da Cunha

2005-05: Brazilian Business Cycles and Growth from 1850 to 2000

Eurilton Araújo, Luciane Carpena and Alexandre Barros da Cunha

2005-04: Do Options Contain Information About Excess Bond Returns?

Caio Almeida, Jeremy Graveline and Scott Joslin

2005-03: Skinning the Cat: Education Distribution, Changes in the School Premium and Earnings Inequality

Sergio Ferreira

2005-02: Pension Reform in Brazil: Transitional Issues in a Model with Endogenous Labor Supply

Sergio Ferreira

2005-01: Duality and Derivative Pricing with Lévy Processes

Jose Santiago Fajardo Barbachan and Ernesto Mordecki