Risk premium: insights over the threshold
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- José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Working Papers Series 126, Central Bank of Brazil, Research Department.
- Peña Sánchez de Rivera, Juan Ignacio & Hasman, Augusto & Fernandes, Jose L. B., 2006. "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB wb062808, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
- Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
- Ricardo Schechtman, 2017.
"Joint Validation of Credit Rating PDs under Default Correlation,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 13(2), pages 235-282, June.
- Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
- Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar, 2014. "Thinly traded securities and risk management," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 5-48, June.
- Diether W. Beuermann, 2015.
"Information and Communications Technology, Agricultural Profitability and Child Labor in Rural Peru,"
Review of Development Economics,
Wiley Blackwell, vol. 19(4), pages 988-1005, November.
- Gonzalo Cortazar & Diether Beuermann & Alejandro Bernales, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 4647, Inter-American Development Bank.
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