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Gustavo Silva Araujo

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This is information that was supplied by Gustavo Araujo in registering through RePEc. If you are Gustavo Silva Araujo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gustavo
Middle Name: Silva
Last Name: Araujo
Suffix:

RePEc Short-ID: par333

Email:
Homepage:
Postal Address:
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Affiliation

Banco Central do Brasil
Location: Brasília, Brazil
Homepage: http://www.bcb.gov.br/
Email:
Phone: (061) 3414-2401
Fax: (061) 3414-2480
Postal: Caixa Postal 08670 - CEP 70074-900 - Brasília DF
Handle: RePEc:edi:bcbgvbr (more details at EDIRC)

Works

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Working papers

  1. Bruno Vieira Carvalho & Gustavo Silva Araújo, 2014. "Política Monetária E O Componente Deassimetria De Informação Embutido No Spread Do Mercado Futuro Detaxasde Juros No Brasil," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 042, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher De Castro & Felipe Noronha Tavares, 2014. "Assessing Day-To-Day Volatility: Doesthe Trading Time Matter?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 130, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Max Leandro Ferreira Tavares & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2013. "A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento," Working Papers Series 312, Central Bank of Brazil, Research Department.
  4. Gustavo Araújo & Bruno Vieira Carvalho & Claudio Henrique Barbedo & Margarida Maria Gutierrez, 2013. "Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil," Working Papers Series 316, Central Bank of Brazil, Research Department.
  5. Gustavo Silva Araújo & Sérgio Leão, 2013. "Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar," Working Papers Series 307, Central Bank of Brazil, Research Department.
  6. José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2012. "Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?," Working Papers Series 297, Central Bank of Brazil, Research Department.
  7. Gustavo Silva Araújo & Claudio Henrique Da Silveira Barbedo & Jose Valentim Machado Vicente, 2011. "Custo De Assimetria De Informação Deinformação Embutido No Spread De Ações No Brasil E Governançacorporativa," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 055, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente, 2011. "The Adverse Selection Cost Component of the Spread of Brazilian Stocks," Working Papers Series 263, Central Bank of Brazil, Research Department.
  9. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2005. "Simulação Histórica Filtrada: Incorporação da Volatilidade ao Modelo Histórico de Cálculo de Risco para Ativos Não-Lineares," Working Papers Series 94, Central Bank of Brazil, Research Department.
  10. Claudio H. da S. Barbedo & Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2005. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco Cambial," Working Papers Series 93, Central Bank of Brazil, Research Department.
  11. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber, 2005. "Adequação das Medidas de Valor em Risco na Formulação da Exigência de Capital para Estratégias de Opções no Mercado Brasileiro," Working Papers Series 99, Central Bank of Brazil, Research Department.
  12. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo, 2004. "Carteiras de Opções: Avaliação de Metodologias de Exigência de Capital no Mercado Brasileiro," Working Papers Series 82, Central Bank of Brazil, Research Department.
  13. Gustavo S. Araújo & João Maurício S. Moreira & Ricardo S. Maia Clemente, 2003. "Avaliação de Métodos de Cálculo de Exigência de Capital para Risco de Mercado de Carteiras de Ações no Brasil," Working Papers Series 67, Central Bank of Brazil, Research Department.
  14. Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Eduardo Facó Lemgruber, 2003. "Inclusão do Decaimento Temporal na Metodologia Delta-Gama para o Cálculo do VaR de Carteiras Compradas em Opções no Brasil," Working Papers Series 79, Central Bank of Brazil, Research Department.
  15. Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & Antonio Carlos Figueiredo & Eduardo Facó Lemgruber, 2003. "Contornando os Pressupostos de Black & Scholes: Aplicação do Modelo de Precificação de Opções de Duan no Mercado Brasileiro," Working Papers Series 78, Central Bank of Brazil, Research Department.

Articles

  1. Max Leandro Ferreira Tavares & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araujo, 2014. "The Influence of information asymmetry on the return and volatility of value and growth stock portfolios," Brazilian Business Review, Fucape Business School, vol. 11(1), pages 111-129, January.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-07-28
  2. NEP-CBA: Central Banking (1) 2013-08-05
  3. NEP-CTA: Contract Theory & Applications (1) 2011-12-19
  4. NEP-LAM: Central & South America (1) 2013-08-05
  5. NEP-MST: Market Microstructure (1) 2014-03-15
  6. NEP-RMG: Risk Management (1) 2013-07-28

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