Revista Brasileira de Finanças  

Ricardo Pereira Câmara Leal

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Denisard Cneio de Oliveira Alves,Joe Akira Yoshino,Paula Carvalho Pereda,Carla Jucá Amrein

Hedonic modeling has become a benchmark for pricing real assets with several intrinsic characteristics. This work tests also others dimensions for asset pricing: the quality of life in the housing neighborhood and macroeconomic variables. The data is abou... see more

Eduardo Madureira Rodrigues Siqueira,Antonio Gledson de Carvalho,Humberto Gallucci Netto

This paper investigates the determinants of performance of the investments of private equity and venture capital (PEVC) funds in Brazil. We use two unique databases: the First Brazilian Private Equity and Venture Capital Census and the Guia-GVcepe Endeavo... see more

Paulo Sérgio Ceretta,Fernanda Galvão de Barba,Kelmara Mendes Vieira,Fernando Casarin

Volatility forecasting has been of great interest both in academic and professional fields all over the world. However, there is no agreement about the best model to estimatevolatility. New models include measures of skewness, changes of regimes and diffe... see more

Walter Gonçalves Junior,Fábio Gallo Garcia,William Eid Junior,Luciana Ribeiro Chalela

Investors constantly look for significant predictors and accurate models to forecast future results, whose occasional efficacy end up being neutralized by market efficiency. Regardless, such predictors are widely used for seeking better (and more unique)... see more

Thiago Bergmann de Queiroz,Otávio Ribeiro de Medeiros,José Carneiro da Cunha Oliveira Neto

The existence of bubbles in asset prices is a matter of great importance to governments and investors due to possible serious effects they may have on economies. In the case of shares, the presence of a price bubble can be seen by comparing prices and di... see more

Marcelo Ganem,Tara Keshar Nanda Baidya

The risk premium in the Brazilian term structure of interest rates is partially driven by some specific defensive behavior following past monetary decisions. Until 2008, the Brazilian Central Bank has primarily dealt with domestic and external crises by r... see more