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Eduardo José Araújo Lima

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This is information that was supplied by Eduardo Lima in registering through RePEc. If you are Eduardo José Araújo Lima , 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: Eduardo
Middle Name: José Araújo
Last Name: Lima
Suffix:

RePEc Short-ID: pli352

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Homepage:
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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. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department.
  2. Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007. "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series 145, Central Bank of Brazil, Research Department.
  3. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007. "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series 151, Central Bank of Brazil, Research Department.
  4. Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006. "Forecasting Interest Rates: an application for Brazil," Working Papers Series 120, Central Bank of Brazil, Research Department.
  5. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "Causality and Cointegration in Stock Markets: The Case of Latin America," Working Papers Series 56, Central Bank of Brazil, Research Department.
  6. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "The Effects of the Brazilian ADRs Program on Domestic Market Efficiency," Working Papers Series 43, Central Bank of Brazil, Research Department.

Articles

  1. Eduardo Lima & Benjamin Tabak, 2009. "Tests of Random Walk: A Comparison of Bootstrap Approaches," Computational Economics, Society for Computational Economics, vol. 34(4), pages 365-382, November.
  2. Tabak, Benjamin M. & Lima, Eduardo J.A., 2009. "Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules," European Journal of Operational Research, Elsevier, vol. 194(3), pages 814-820, May.
  3. Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M., 2008. "The stability-concentration relationship in the Brazilian banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 388-397, October.
  4. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004. "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 295-316, September.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2007-12-01. Author is listed
  2. NEP-COM: Industrial Competition (1) 2007-12-01. Author is listed
  3. NEP-ECM: Econometrics (1) 2007-12-01. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2007-12-01. Author is listed
  5. NEP-FOR: Forecasting (1) 2007-06-02. Author is listed
  6. NEP-IFN: International Finance (1) 2008-09-13. Author is listed
  7. NEP-MAC: Macroeconomics (1) 2007-06-02. Author is listed
  8. NEP-MON: Monetary Economics (1) 2007-06-02. Author is listed
  9. NEP-ORE: Operations Research (1) 2008-09-13. Author is listed
  10. NEP-REG: Regulation (1) 2007-12-01. Author is listed
  11. NEP-RMG: Risk Management (1) 2007-12-01. Author is listed

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Corrections

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