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Details about Eduardo José Araújo Lima

E-mail:
Workplace:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Eduardo José Araújo Lima.

Last updated 2012-09-18. Update your information in the RePEc Author Service.

Short-id: pli352


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Working Papers

2008

  1. Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)

2007

  1. Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  2. The Stability-Concentration Relationship in the Brazilian Banking System
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (7)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)

2006

  1. Forecasting Interest Rates: an application for Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (16)

2002

  1. Causality and Cointegration in Stock Markets: The Case of Latin America
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (24)
  2. The Effects of the Brazilian ADRs Program on Domestic Market Efficiency
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (25)

Journal Articles

2009

  1. Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
    European Journal of Operational Research, 2009, 194, (3), 814-820 Downloads View citations (16)
  2. Tests of Random Walk: A Comparison of Bootstrap Approaches
    Computational Economics, 2009, 34, (4), 365-382 Downloads View citations (2)

2008

  1. The stability-concentration relationship in the Brazilian banking system
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 388-397 Downloads View citations (22)
    See also Working Paper (2007)

2004

  1. Testing for predictability in emerging equity markets
    Emerging Markets Review, 2004, 5, (3), 295-316 Downloads View citations (41)
 
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