Details about Eduardo José Araújo Lima

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

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 View citations (1)

2007

2. Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
3. The Stability-Concentration Relationship in the Brazilian Banking System
   Working Papers Series, Central Bank of Brazil, Research Department View citations (7)
   See also Journal Article The stability-concentration relationship in the Brazilian banking system, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (24) (2008)

2006

4. Forecasting Interest Rates: an application for Brazil
   Working Papers Series, Central Bank of Brazil, Research Department View citations (17)

2002

5. Causality and Cointegration in Stock Markets: The Case of Latin America
   Working Papers Series, Central Bank of Brazil, Research Department View citations (24)
6. The Effects of the Brazilian ADRs Program on Domestic Market Efficiency
   Working Papers Series, Central Bank of Brazil, Research Department 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 View citations (18)
2. Tests of Random Walk: A Comparison of Bootstrap Approaches
   Computational Economics, 2009, 34, (4), 365-382 View citations (2)

2008

3. The stability-concentration relationship in the Brazilian banking system
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 388-397 View citations (24)
   See also Working Paper The Stability-Concentration Relationship in the Brazilian Banking System, Working Papers Series (2007) View citations (7) (2007)

2004

4. Testing for predictability in emerging equity markets
   Emerging Markets Review, 2004, 5, (3), 295-316 View citations (43)