2018 | Artigos em Periódicos

Tipo de publicação
Artigos em Periódicos
  1. Gonçalves, Adalto Barbaceia; Schiozer, Rafael F & Sheng, Hsia Hua. Trade credit and product market power during a financial crisis. JOURNAL OF CORPORATE FINANCE, v. 49, p. 308-323, 2018. (doi)
  2. Fernandes, Marcelo & Scherrer, Cristina M. Price discovery in dual-class shares across multiple markets. Journal of Futures Markets, v. 38 (1), p. 129-155, 2018. (doi)
  3. Fernandes, Marcelo; Igan, Deniz & Pinheiro, Marcelo. March madness in Wall Street: (What) does the market learn from stress tests?. Journal of Banking & Finance, 2018. (doi)
  4. Marçal, E. F.; Merlin, G. ; Zimmermann, B. & Prince, D. . Does Mixed Frequency Vector Error Correction Model Add Relevant Information to Exchange Misalignment Calculus? Evidence for United States. THE EMPIRICAL ECONOMICS LETTERS, v. 17, p. 00-00, 2018. (link)

  5. Cerqueira, Daniel; Coelho, Danilo; Fernandes, Marcelo & Junior Pinto, Jony. Guns and Suicides. Journal The American Statistician, 2018. (doi)

  6. Matos, Amaro João & Mergulhão, João. Debt, information asymmetry and bankers on board. The Journal of Network Theory in Finance, v.4, p. 39-63, March 2018. (doi)

  7. Oliveira Barbosa, André & Valls Pereira, P.L. Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching. Brazilian Review of Econometrics, v.38 (1), p. 97-127, May 2018. (doi)

  8. Santos, E. S. ; Silva, F. A. M. ; Sheng, H. H. & LoraMayra Ivanoff . Compliance with IFRS required disclosure and analysts? Forecast Errors: Evidence from Brazil. Contabilidade Vista & Revista, v. 29, p. 77-100, 2018. (link)

  9. GALA, PAULO; ROCHA, I. & MAGACHO, G. . The Structuralist Revenge: economic complexity as an important dimension to evaluate growth and development. REVISTA DE ECONOMIA POLÍTICA, v. 38, p. 219-236, 2018. (pdf)

  10. MARÇAL, E. F.; CUNHA, R.; SIMOES, O. & MERLIN, G. The Aftermath of 2008 Turmoil on Brazilian Economy: Tsunami or 'Marolinha’? THE EMPIRICAL ECONOMICS LETTERS, v. 17, p. 137-147, 2018. (link)

  11. Carvalho, Carlos.; Masini, Ricardo. & Medeiros, Marcelo C. ArCo: Na artificial counterfactual approach for high-dimensional panel time-series data. JOURNAL OF ECONOMETRICS, v. 207, p. 352-380, 2018. (doi)

  12. Orefice, M. C & Valls Pereira, Pedro L. Portfolio Pumping no Mercado Acionário Brasileiro. Revista Brasileira de Finanças: RBFIN=RBFIN: Brazilian Finance Review, v.16, p. 389-428, 2018. (link)
  13. Marçal, Emerson; Zimmermann, Beatrice; de Prince, Diogo & Merlin, Giovanni. "Assessing interdependence among countries' fundamentals and its implications for exchange rate misalignment estimates: An empirical exercise based on GVAR". Revista Brasileira de Economia, v.72, n.4, 2018. (pdf)