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Information about:
Ricardo Dias Brito

Personal Details | Affiliation | Works
This is information that was supplied by Ricardo Brito in registering through RePEc. If you are Ricardo Dias Brito , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Ricardo
Middle Name: Dias
Last Name: Brito
Suffix:

RePEc Short-ID: pbr357

Email:
Homepage:
Postal Address: Rua Quatá, 300 São Paulo, SP 04546-042 Brazil
Phone: 55-11-4504-2431

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. 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!]

  4. 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!]
    Published as:

  5. 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!]
    Other versions:
    Published as:

  6. 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!]
    Other versions:

  7. 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!]

  8. 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!]

Articles

  1. 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.
    Other versions:

  2. 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!]
    Other versions:

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2002-10-23 2002-10-23 2008-08-06 Author is listed
  2. NEP-MAC: Macroeconomics (1) 2008-08-06
  3. NEP-MON: Monetary Economics (2) 2002-10-23 2008-08-06 Author is listed
  4. NEP-RMG: Risk Management (1) 2002-10-23
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This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.