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Details about Osvaldo Candido

E-mail:
Workplace:Economia, Universidade Católica de Brasilia (Catholic University of Brasilia), (more information at EDIRC)

Access statistics for papers by Osvaldo Candido.

Last updated 2020-10-12. Update your information in the RePEc Author Service.

Short-id: pca1430


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Working Papers

2016

  1. Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
    See also Journal Article in Journal of Time Series Econometrics (2019)

2005

  1. TRANSMISSÃO DE PREÇOS NO MERCADO INTERNACIONAL DA SOJA: UMA ABORDAGEM PELOS MODELOS ARMAX E VAR
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads

Journal Articles

2020

  1. Assessing Brazilian electric power transmission auctions: A copula-based sample selection model
    Journal of Economic Studies, 2020, 47, (1), 182-199 Downloads
  2. Measuring the neutral real interest rate in Brazil: a semi-structural open economy framework
    Empirical Economics, 2020, 58, (2), 651-667 Downloads View citations (2)

2019

  1. Accuracy of policy function approximations for strongly concave recursive problems
    International Journal of Economic Theory, 2019, 15, (3), 249-267 Downloads
  2. Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)
    Journal of Time Series Econometrics, 2019, 11, (2), 34 Downloads
    See also Working Paper (2016)
  3. Marginal Effect of Direct Tax on Profits: A Study on the Taxation of the Finance Industry in Brazil
    International Journal of Economics and Finance, 2019, 11, (3), 1-11 Downloads

2017

  1. A Comparison Study of Copula Models for Europea Financial Index Returns
    International Journal of Economics and Finance, 2017, 9, (10), 155-178 Downloads
  2. Assessing the Human Capital Emergence, Performance and Effectiveness in a Brazilian Retail Bank
    International Journal of Economics and Finance, 2017, 9, (12), 134-152 Downloads
  3. Goodness-of-Fit versus Significance: A CAPM Selection with Dynamic Betas Applied to the Brazilian Stock Market
    International Journal of Financial Studies, 2017, 5, (4), 1-21 Downloads View citations (2)
  4. Inflation, interest rate and output gap in the US economy: a vine copula modeling
    Journal of Economic Studies, 2017, 44, (3), 412-430 Downloads
  5. Modeling stochastic frontier based on vine copulas
    Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 595-609 Downloads View citations (1)

2015

  1. Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model
    Brazilian Review of Finance, 2015, 13, (2), 251-287 Downloads

2014

  1. Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)
    Quantitative Finance, 2014, 14, (12), 2155-2170 Downloads View citations (10)
  2. Assessing some stylized facts about financial market indexes: a Markov copula approach
    Journal of Economic Studies, 2014, 41, (2), 253-271 Downloads View citations (2)

2012

  1. A dynamic model of education level choice: Application to brazilian states
    Revista Brasileira de Economia - RBE, 2012, 66, (2) Downloads
  2. Modeling dependence dynamics through copulas with regime switching
    Insurance: Mathematics and Economics, 2012, 50, (3), 346-356 Downloads View citations (34)

2009

  1. Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks
    Brazilian Review of Finance, 2009, 7, (1), 73-106 Downloads
 
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