IDEAS home Printed from https://ideas.repec.org/a/fgv/epgrbe/v60y2006i1a986.html
   My bibliography  Save this article

Demands for Short-Run Assets and Liabilities in Brazil: a Portfolio Approach

Author

Listed:
  • Silva, Evandro
  • Resende, Marcelo

Abstract

No abstract is available for this item.

Suggested Citation

  • Silva, Evandro & Resende, Marcelo, 2006. "Demands for Short-Run Assets and Liabilities in Brazil: a Portfolio Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(1), January.
    • Handle: RePEc:fgv:epgrbe:v:60:y:2006:i:1:a:986
    as

    Download full text from publisher

    File URL: https://periodicos.fgv.br/rbe/article/view/986
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Courakis, Anthony S, 1988. "Modelling Portfolio Selection," Economic Journal, Royal Economic Society, vol. 98(392), pages 619-642, September.
    2. Hay, Donald A & Louri, Helen, 1991. "Modelling Smaller UK Corporations: A Portfolio Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(4), pages 425-449, November.
    3. A. S. Courakis, 1975. "Testing Theories of Discount House Portfolio Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 42(4), pages 643-648.
    4. Hay, Donald A & Louri, Helen, 1989. "Firms as Portfolios: A Mean-Variance Analysis of Unquoted UK Companies," Journal of Industrial Economics, Wiley Blackwell, vol. 38(2), pages 141-165, December.
    5. Courakis, Anthony S, 1989. "Does Constant Relative Risk Aversion Imply Asset Demands That Are Linear in Expected Returns?," Oxford Economic Papers, Oxford University Press, vol. 41(3), pages 553-566, July.
    6. Courakis, A., 1989. "Does Constant Relative Risk Aversion Imply Asset Demands?," Economics Series Working Papers 9978, University of Oxford, Department of Economics.
    7. Courakis, A S, 1974. "Clearing Bank Asset Choice Behaviour: A Mean Variance Treatment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 36(3), pages 173-201, August.
    8. Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
    9. M. Parkin, 1970. "Discount House Portfolio and Debt Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 469-497.
    10. Mauricio Mesquita Moreira & Paulo Guilherme Correa, 1997. "Abertura comercial e indústria: o que se pode esperar e o que se vem obtendo," Brazilian Journal of Political Economy, Center of Political Economy, vol. 17(2), pages 61-91.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dimelis, Sophia P. & Lyriotaki, Maria-Niki, 2007. "Inventory investment and foreign ownership in Greek manufacturing firms," International Journal of Production Economics, Elsevier, vol. 108(1-2), pages 8-14, July.
    2. Alho, Kari, . "Analysis of Financial Markets and Central Bank Policy in the Flow-of-Funds Framework. An Application to the Case of Finland," ETLA A, The Research Institute of the Finnish Economy, number 12.
    3. Dombrecht, M. & Wouters, R., 1997. "Interest rates and household absorption in Belgium," Journal of Policy Modeling, Elsevier, vol. 19(2), pages 129-152, April.
    4. V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
    5. Lafrance, Robert, 1983. "Évaluation de l’hypothèse de la moyenne-variance : une application au portefeuille des banques canadiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(1), pages 20-37, mars.
    6. T. J. Valentine, 1986. "A Further Comment on the Zero Row‐Sum Property of Mean‐Variance Portfolio Allocation Models," The Economic Record, The Economic Society of Australia, vol. 62(1), pages 49-51, March.
    7. Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015. "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 312-323.
    8. Keith R. McLaren, 2009. "A New Example of a Closed Form Mean-Variance Representation," Monash Econometrics and Business Statistics Working Papers 1/09, Monash University, Department of Econometrics and Business Statistics.
    9. Jean-Michel Courtault, 1993. "Substitution et complémentarité des actifs financiers: le cas Moyenne-Variance," CEPN Working Papers halshs-00447527, HAL.
    10. Assaf Razin & Efraim Sadka & Chi-Wa Yuen, 1999. "An Information-Based Model of Foreign Direct Investment: The Gains from Trade Revisited," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 6(4), pages 579-596, November.
    11. Janvier D. Nkurunziza, 2005. "Reputation and Credit without Collateral in Africa`s Formal Banking," Economics Series Working Papers WPS/2005-02, University of Oxford, Department of Economics.
    12. Cowling, Marc, 2010. "The role of loan guarantee schemes in alleviating credit rationing in the UK," Journal of Financial Stability, Elsevier, vol. 6(1), pages 36-44, April.
    13. Weill, Laurent, 2011. "How corruption affects bank lending in Russia," Economic Systems, Elsevier, vol. 35(2), pages 230-243, June.
    14. Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2017. "Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 117-140.
    15. Jiao Wang & Lima Zhao & Arnd Huchzermeier, 2021. "Operations‐Finance Interface in Risk Management: Research Evolution and Opportunities," Production and Operations Management, Production and Operations Management Society, vol. 30(2), pages 355-389, February.
    16. Djimoudjiel, Djekonbe & T. Rostand, Dany Dombu & MBATINA NODJI, NDILENGAR, 2024. "What lessons does the COVID-19 pandemic teach us about banking liquidity and information share in the CEMAC zone?," MPRA Paper 119666, University Library of Munich, Germany, revised 17 Jan 2024.
    17. Cowling, Marc & Ughetto, Elisa & Lee, Neil, 2018. "The innovation debt penalty: Cost of debt, loan default, and the effects of a public loan guarantee on high-tech firms," Technological Forecasting and Social Change, Elsevier, vol. 127(C), pages 166-176.
    18. Kong, Dongmin & Pan, Yue & Tian, Gary Gang & Zhang, Pengdong, 2020. "CEOs' hometown connections and access to trade credit: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 62(C).
    19. Dirk Czarnitzki & Hanna Hottenrott & Susanne Thorwarth, 2011. "Industrial research versus development investment: the implications of financial constraints," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 35(3), pages 527-544.
    20. Soedarmono, Wahyoe & Machrouh, Fouad & Tarazi, Amine, 2013. "Bank competition, crisis and risk taking: Evidence from emerging markets in Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 196-221.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fgv:epgrbe:v:60:y:2006:i:1:a:986. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Núcleo de Computação da FGV EPGE (email available below). General contact details of provider: https://edirc.repec.org/data/epgvfbr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.