Emerging And Developed Markets
Mostrando 1-12 de 16 artigos, teses e dissertações.
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1. Black Swan Event and The Stock Market Volatility Response to Shocks in Developed, Emerging, Frontier and the BRIC Markets: Lessons from the COVID-19 Pandemic
RESUMO Estuda-se o impacto dos choques (fluxo de notícias) na volatilidade do mercado de ações nas diferentes regiões econômicas, nomeadamente os mercados de ações desenvolvidos, emergentes, de fronteira e BRIC durante a pandemia de COVID-19, um ‘Evento Cisne Negro’. Os retornos diários dos índices MSCI relevantes a partir de 30 de janeiro 2020
BBR. Brazilian Business Review. Publicado em: 2022
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2. Dados, vícios e concorrência: repensando o jogo das economias digitais
resumo O presente ensaio identifica e discute dois problemas emergentes relacionados aos poderes das grandes empresas de tecnologia que atuam na camada de aplicações de internet e que se dedicam, direta ou indiretamente, à exploração de dados pessoais. O primeiro é o modo como dispositivos e funcionalidades são construídos para gerar adição e maxim
Estud. av.. Publicado em: 12/08/2019
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3. Matriz de Competitividade e o papel dos mercados emergentes nas exportações argentinas e brasileiras
Resumo O objetivo deste trabalho é analisar a evolução da estrutura de exportações da Argentina e do Brasil entre 1985 e 2010 a partir da matriz de competitividade desenvolvida originalmente por Fajnzylber e Mandeng. Especificamente, pretende-se analisar a relação existente entre o formato da matriz de competitividade e a evolução dos mercados de de
Econ. soc.. Publicado em: 29/04/2019
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4. The determinants of credit rating: brazilian evidence
This study attempts to identify the determinant factors of credit rating in Brazil. The relevance of this proposal is based on the importance of the subject as well as the uniqueness of the Brazilian market. As for originality, the great majority of previous studies regarding credit rating have been developed in the US, UK and Australia; therefore the effect
BAR, Braz. Adm. Rev.. Publicado em: 2014-06
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5. The Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?
Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that a
Escola de Pós-Graduação em Economia da FGV. Publicado em: 24/04/2012
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6. Arbitrage pricing theory in international markets / Teoria de apreçamento arbitragem aplicada a mercados internacionais
This dissertation studies the impact of multiple pre-specified sources of risk in the return of three non-overlapping groups of countries, through an Arbitrage Pricing Theory (APT) model. The groups are composed of emerging and developed markets. Emerging markets have become important players in the world economy, especially as capital receptors, but they we
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 05/09/2011
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7. RELAÇÃO ENTRE AS DEZ PRINCIPAIS BOLSAS DE VALORES DO MUNDO E SUAS CO-INTEGRAÇÕES / RELATION AMONG THE TOP TEN STOCK MARKETS IN THE WORLD AND THEIR CO-INTEGRATIONS
A internacionalização somada à abertura dos mercados financeiros transformou as economias antes fechadas em economias abertas, provocou um intercâmbio entre as economias mundiais por meio das bolsas de valores. O objetivo deste estudo é examinar a relação entre os dez principais índices econômicos do mundo, sendo eles: Nova York (DJIA, S&P500 e Nasd
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/08/2011
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8. O padrão de inserção internacional da indústria automobiliística do Mercosul na década de 2000 / The international insertion pattern of the MERCOSUR automotive industry during the 2000s
Over the last decades, changes in the World Economy point to the growing importance of three phenomena. First, the increasing dynamism of emerging economies as opposed to stagnation in developed markets. Second, the deepening integration of markets, from the commercial and productive point of view, making competition grow between corporations that operate in
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/08/2011
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9. Stock market development: an analysis from a multilevel and multi-country perspective
Stock markets have been rapidly developed around the world during the last 20 years. Accordingly, there is sincere academic interest in understanding the determinants of this phenomenon. Most studies advocate that the development of a stock market is influenced by a few individual country variables such as the origin of its legal system, enforcement of law,
BAR - Brazilian Administration Review. Publicado em: 2011-12
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10. Essays on regulatory risk issues
Most studies around that try to verify the existence of regulatory risk look mainly at developed countries. Looking at regulatory risk in emerging market regulated sectors is no less important to improving and increasing investment in those markets. This thesis comprises three papers comprising regulatory risk issues. In the first Paper I check whether CAPM
Publicado em: 06/07/2010
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11. A relação entre orientação para o mercado, desempenho organizacional e a percepção externa de sucesso ou insucesso corporativo: uma análise sobre as instituições de pesquisas tecnológicas brasileiras
Market orientation has attracted significant investigative and editorial interest in recent decades and occupied a central position in the theory and practice of marketing strategy. Although the literature features a variety of empirical studies on market orientation, a review of it suggests that the majority of these studies have focused on industrialized c
Publicado em: 2010
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12. Evidências empíricas do modelo de Ohlson (1995) para o Brasil
This study aims at empirically testing whether the equity valuation model as proposed by Ohlson in 1995 fits the data from the major Brazilian companies listed on Sao Paulo Stock Exchange (Bovespa), in the period 2002-2005. It has been highlighted that the empirical application of all the premises of this model is still relatively rare and controvert for eme
Publicado em: 2008