Publications

by members of

Insper Instituto de Ensino e Pesquisa
São Paulo, Brazil

(Insper Institute of Teaching and Research))

Working papers

2009

1. Laurini, Márcio Poletti & Hotta, Luiz Koodi, 2009. "Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados," Ibmec Working Papers wpe_159, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
2. Richard John Brostowicz Junior & Laurini, Márcio P., 2009. "Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge," Ibmec Working Papers wpe_179, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
3. Coelho, Gustavo T. & Minardi, Andrea Maria A. F. & Laurini, Márcio P., 2009. "Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros," Ibmec Working Papers wpe_178, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
4. Laurini, Márcio P. & Hotta, Luiz K., 2009. "Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança Empírica e Mínimo Contraste Generalizado," Ibmec Working Papers wpe_171, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
5. Laurini, Márcio Poletti L. & Hotta, Luiz K., 2009. "Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados," Ibmec Working Papers wpe_167, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
6. Lima, Ronaldo G. D. & Laurini, Márcio P. & Minardi, Andrea Maria A. F., 2009. "Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro," Ibmec Working Papers wpe_181, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
7. Laurini, Márcio Poletti, 2009. "Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empírica/mínimo constraste generalizados," Ibmec Working Papers wpe_190, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
8. Madalozzo, Regina, 2009. "Market and Home Production: Gender Differences in Brazil," Ibmec Working Papers wpe_166, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
9. Madalozzo, Regina, 2009. "Market and Home Production: Gender Differences in Brazil," Ibmec Working Papers wpe_158, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

2008

1. Laurini, Márcio P. & Furlani, Luiz G. C. & Portugual, Marcelo S., 2008. "Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data," Ibmec Working Papers wpe_101, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
2. Laurini, Márcio P. & Hotta, Luiz K., 2008. "Inferência indireta em modelos fracionários de taxas de juros de curto prazo," Ibmec Working Papers wpe_119, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
3. Laurini, Márcio P. & Hotta, Luiz K., 2008. "Bayesian extensions to diebold-li term structure model," Ibmec Working Papers wpe_120, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
4. Furlani, Luiz G. C. & Portugal, Marcelo S. & Laurini, Márcio P., 2008. "Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence," Ibmec Working Papers wpe_122, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
5. Assis, Rodrigo M. de & Laurini, Márcio P., 2008. "Funções de Cópula na Precificação de Opções," Ibmec Working Papers wpe_148, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
6. Madalozzo, Regina & Martins, Sergio R. & Shiratori, Ludmila, 2008. "Participação no Mercado de Trabalho e no Trabalho Doméstico: Homens e Mulheres têm Condições Iguais?," Ibmec Working Papers wpe_116, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
7. Madalozzo, Regina & Furtado, Giovanna M., 2008. "Um Estudo sobre a Vitimização na Cidade de São Paulo," Ibmec Working Papers wpe_105, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
8. Madalozzo, Regina, 2008. "A Model of Attendance Demand at the Brazilian Football League," Ibmec Working Papers wpe_104, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
9. Bystedt, Brianne & Brito, Ricardo D., 2008. "Inflation targeting in emerging economies: Panel evidence," Ibmec Working Papers wpe_123, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

2007

1. Laurini, Márcio P., 2007. "Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines," Ibmec Working Papers wpe_87, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
2. Laurini, Márcio P. & Hotta, Luiz K., 2007. "Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li," Ibmec Working Papers wpe_86, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
3. Laurini, Márcio P. & Valls Pereira, Pedro L., 2007. "Conditional Stochastic Kernel Estimation by Nonparametric Methods," Ibmec Working Papers wpe_88, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
4. Laurini, Márcio P. & Furlani, Luiz Gustavo C. & Portugal, Marcelo S., 2007. "Microestrutura Empírica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência," Ibmec Working Papers wpe_89, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
5. Laurini, Márcio P., 2007. "A note on the use of quantile regression in beta convergence analysis," Ibmec Working Papers wpe_93, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
6. Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Ibmec Working Papers wpe_98, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
7. Regina Madalozzo & Giovanna Maia Furtado, 2007. "Um Estudo Sobre A Vitimização Na Cidade De São Paulo," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 113, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]

2004

1. Azevedo H. & Fajardo, J., 2004. "Apreçamento de Derivativos Bidimensionais," Finance Lab Working Papers flwp_64, Finance Lab, Ibmec São Paulo. [Downloadable!]
2. Márcio Laurini & Eduardo Andrade, 2004. "Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis," Econometric Society 2004 Latin American Meetings 51, Econometric Society. [Downloadable!]
3. Laurini, M. & Andrade, E & Pedro L. Valls Pereira, 2004. "Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003)," Ibmec Working Papers wpe_41, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
4. Lazzarini, S. G. & Madalozzo, R. C & Artes, R. & Siqueira, J. O., 2004. "Measuring trust: An experiment in Brazil," Ibmec Working Papers wpe_40, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
5. Ricardo D. Brito & Angelo Jose Mont & Alverne Duarte & Osamani Teixeira de Carvalho Guillén, 2004. "Reação Exagerada dos Diferenciais de Rendimento e Movimentos das Taxas de Juros Brasileiras," Finance Lab Working Papers flwp_67, Finance Lab, Ibmec São Paulo. [Downloadable!]
6. Júlio Cesar G. da Silva & Ricardo D. Brito, 2004. "Testando as Previsões de Trade-off e Pecking Order sobre Dividendos e Dívida para o Brasil," Finance Lab Working Papers flwp_65, Finance Lab, Ibmec São Paulo. [Downloadable!]
7. Ricardo D. Brito & Mônica R. Lima, 2004. "A Escolha da Estrutura de Capital sob Fraca Garantia Legal: o caso do Brasil," Finance Lab Working Papers flwp_66, Finance Lab, Ibmec São Paulo. [Downloadable!]

2003

1. Laurini, M. P. & Portugal, M. S., 2003. "Long Memory int the R$/US$ Exchange Rate: A Robust Analysis," Finance Lab Working Papers flwp_50, Finance Lab, Ibmec São Paulo. [Downloadable!]
2. Laurini, M. P. & Portugal, M. S., 2003. "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers flwp_51, Finance Lab, Ibmec São Paulo. [Downloadable!]
3. Andrade, Eduardo. & Laurini, Márcio & Pedro L. Valls Pereira & Madalozzo, Regina., 2003. "Convergence Clubs Among Brazilian Municipalities," Ibmec Working Papers wpe_34, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
4. Laurini, Márcio & Andrade, Eduardo & Pedro L. Valls Pereira, 2003. "Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica," Ibmec Working Papers wpe_39, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
5. Andrade, Eduardo & Veloso, Fernando & Madalozzo, Regina & Ferreira, Sergio G, 2003. "Do Borrowing Constraints Decrease Intergenerational Mobility in Brazil? A Test Using Quantile Regression," Ibmec Working Papers wpe_36, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

2002

1. Andrade, Eduardo & Laurini, Márcio & Madalozzo, Regina & Pedro L. Valls Pereira, 2002. "Testing Convergence Across Municipalities in Brazil Using Quantile Regression," Ibmec Working Papers wpe_25, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
2. Madalozzo, Regina, 2002. "The Firm Size Wage Premium: A Quantile Analysis," Ibmec Working Papers wpe_17, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
3. Madalozzo, Regina, 2002. "New Evidence on the Determinants of the Gap Between Child Support Awards and Child Support Receipts," Ibmec Working Papers wpe_15, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
4. Madalozzo, Regina, 2002. "An Analysis of Income Differentials by Marital Status," Ibmec Working Papers wpe_14, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

2001

1. Bonomo, M. A. & Brito, R.D., 2001. "Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais," Ibmec Working Papers wpe_11, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
2. Brito, R. D. & Flôres Jr, R.G., 2001. "Optimal Growth and Monetary Policy: the impacts on the term structure of interest rates," Ibmec Working Papers wpe_10, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
3. Bonomo, Marco Antônio Cesar & Brito, Ricardo Dias Oliveira, 2001. "Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais," Economics Working Papers (Ensaios Economicos da EPGE) 410, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
4. Brito, R. & Flores, R., 2001. "A Jump Difusion Yield Factor Model of Interest Rate," Finance Lab Working Papers flwp_37, Finance Lab, Ibmec São Paulo. [Downloadable!]
5. Flôres Junior, Renato Galvão & Brito, Ricardo Dias Oliveira, 2001. "Stochastic Growth and Monetary Policy: the impacts on the term structure of interest rates," Economics Working Papers (Ensaios Economicos da EPGE) 416, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
6. Marco Antonio Bonomo & Ricardo D. Brito, 2001. "Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais," Working Papers Series 28, Central Bank of Brazil, Research Department. [Downloadable!]

2000

1. Brito, R.D. & Flôres Jr, R.G., 2000. "Optimal Growth and Monetary Policy: the impacts on the term structure of interest rates," Ibmec Working Papers wpe_8, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

Journal articles

2008

1. Laurini, Márcio Poletti & Furlani, Luiz Gustavo Cassilatti & Portugal, Marcelo Savino, 2008. "Empirical market microstructure: An analysis of the BRL/US$ exchange rate market," Emerging Markets Review, Elsevier, vol. 9(4), pages 247-265, December. [Downloadable!] (restricted)

2007

1. Marcio Laurini, 2007. "A note on the use of quantile regression in beta convergence analysis," Economics Bulletin, Economics Bulletin, vol. 3(52), pages 1-8. [Downloadable!]

2005

1. Márcio Laurini & Eduardo Andrade & Pedro L. Valls Pereira, 2005. "Income convergence clubs for Brazilian Municipalities: a non-parametric analysis," Applied Economics, Taylor and Francis Journals, vol. 37(18), pages 2099-2118, October. [Downloadable!] (restricted)
2. Ricardo D. Brito & Mônica R. Lima, 2005. "A Escolha da Estrutura de Capital sob Fraca Garantia Legal: O caso do Brasil," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 59(2), April.

2004

1. Andrade, Eduardo & Laurini, Marcio & Madalozzo, Regina & Valls Pereira, Pedro L., 2004. "Convergence clubs among Brazilian municipalities," Economics Letters, Elsevier, vol. 83(2), pages 179-184, May. [Downloadable!] (restricted)

2002

1. Marco Antonio Cesar Bonomo & Ricardo D. Brito, 2002. "Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 56(4), April. [Downloadable!]

This page was last updated on 2009-12-2.