Details about Caio Vigo Pereira

Access statistics for papers by Caio Vigo Pereira.

Last updated 2022-11-16. Update your information in the RePEc Author Service.

Short-id: pvi458

Working Papers

2020

1. Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
2. Portfolio Efficiency with High-Dimensional Data as Conditioning Information
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   See also Journal Article in International Review of Financial Analysis (2021)

Journal Articles

2021

1. Portfolio efficiency with high-dimensional data as conditioning information
   International Review of Financial Analysis, 2021, 77, (C)
   See also Working Paper (2020)

Books

2020

1. Exchange Rates in South America's Emerging Markets
   Cambridge Books, Cambridge University Press