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Publications

by members of

IBMEC Business School - Distrito Federal

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2012

  1. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012, "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series, Central Bank of Brazil, Research Department, number 269, Mar.

2008

  1. José Fajardo & Aquiles Farias, 2008, "Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2008-01, Mar.

2004

  1. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004, "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_70, Oct.

2003

  1. Fajardo, J. & Farias, A., 2003, "Generalized Hyperbolic Distributions and Brazilian Data," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_57, Oct.
  2. Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003, "Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_58, Oct.
  3. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003, "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_55, Oct.

2002

  1. José Fajardo & Aquiles Farias, 2002, "Generalized Hyperbolic Distributions and Brazilian Data," Working Papers Series, Central Bank of Brazil, Research Department, number 52, Sep.

Journal articles

2022

  1. Rafael De Acypreste & Joao Gabriel De Araujo Oliveira, 2022, "Structural change, an open economy and employment: A structural change and economic dynamics approach," PSL Quarterly Review, Economia civile, volume 75, issue 300, pages 47-62.

2021

  1. João Gabriel de Araujo Oliveira & Renato Nozaki Sugahara & Joanilio Rodolpho Teixeira, 2021, "Comentário sobre o artigo “The political role of the State in Cambridge theories of growth and distribution”," Brazilian Journal of Political Economy, FGV EAESP, volume 41, issue 1, pages 207-214, February, DOI: 10.1590/0101-31572020-3159.
  2. João Gabriel de Araujo Oliveira & Renato Nozaki Sugahara, 2021, "Important contributions of the Cambridge Equation to the role of political economy: from Pasinetti to our days
    [Importantes contribuciones de la Ecuación de Cambridge al papel de la economía política: de Pasinetti a nuestros días]    ," Iberian Journal of the History of Economic Thought, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Dpto. Historia e Instituciones Económicas I., volume 8, issue 1, pages 41-49, DOI: 10.5209/ijhe.70812.

2020

  1. João Gabriel de Araujo Oliveira & Joanilio Rodolpho Teixeira, 2020, "A note reconsidering a post‐Keynesian model of growth and distribution in the globalization context," Metroeconomica, Wiley Blackwell, volume 71, issue 3, pages 487-495, July, DOI: 10.1111/meca.12285.

2010

  1. Fajardo, José & Farias, Aquiles, 2010, "Derivative pricing using multivariate affine generalized hyperbolic distributions," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1607-1617, July.

2009

  1. Fajardo, José & Farias, Aquiles, 2009, "Multivariate affine generalized hyperbolic distributions: An empirical investigation," International Review of Financial Analysis, Elsevier, volume 18, issue 4, pages 174-184, September.

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