7 articles in this issue
Carlos Enrique Carrasco-Gutierrez,Wagner Piazza Gaglianone
In this paper a methodology to compare the performance of different stochastic discount factor (SDF) models is suggested. The starting point is the estimation of several factor models in which the choice of the fundamental factors comes from different pro... see more
Roberto Frota Decourt,Jairo Laser Procianoy
The purpose of this paper is to present the results of a survey with Brazilian listed companies CFOs` trying to identify how these companies determine and manage their payout policy. It was identified that the final decision about dividends is taken by th... see more
Patrick Behr
This paper investigates the relationship between opaqueness and bank risk taking. Using a sample of 199 banks from 38 countries over the period January 1996 to December 2006, I analyze whether more opaque banks are riskier than less opaque banks. I find s... see more
Marcelo Brutti Righi,Paulo Sergio Ceretta
In this paper we estimate a dynamic portfolio composed by the U.S., German, British, Brazilian, Hong Kong and Australian markets, the period considered started on September 2001 and finished in September 2011. We ran the Copula-DCC-GARCH model on the dail... see more
Aléssio Tony Cavalcanti de Almeida,Bruno Ferreira Frascaroli,Danilo Regis da Cunha
The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture ... see more
Ricardo Pereira Câmara Leal
List of individuals that reviewed articles for the Brazilian Review of Finance during the 2012 calendar year.
Index by author name, article title, and article theme to volume 10 (2012) of the Brazilian Review of Finance.