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Bruno Ferreira Frascaroli

Personal Details

First Name:Bruno
Middle Name:Ferreira
Last Name:Frascaroli
Suffix:
RePEc Short-ID:pfr77
Universidade Federal da Paraíba, Centro de Ciências Sociais Aplicadas - Campus I, Programa de Pós-Graduação em Economia Jardim Cidade Universitária - João Pessoa, PB - Brazil Zip Code 58.059-900
+5583991004275

Affiliation

Departamento de Economia
Centro de Ciências Socais Aplicadas
Universidade Federal da Paraíba

João Pessoa, Brazil
http://www.ccsa.ufpb.br/de/

: (083) 216-7501
(083) 216-7501
Cidade Universitária, Campus I, 58.051.900 - João Pessoa-PB
RePEc:edi:ccufpbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bruno Ferreira Frascaroli & Jailson Da Conceição Teixeira De Oliveira, 2014. "A Performance Das Agências De Ratings De Risco Soberano E Os Fundamentos Macroeconômicos Dos Países: Um Estudo Sobre As Atribuições De Risco," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 121, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  2. Bruno Ferreira Frascaroli & Francisco de Sousa Ramos & Nelson Leitão Paes, 2008. "A indústria brasileira e o racionamento de crédito: Uma análise do comportamento dos bancos sob informações assimétricas," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807202106310, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  3. Osvaldo Cândido da Silva Filho & Bruno Ferreira Frascaroli & Sinézio Fernandes Maia, 2005. "Transmissão De Preços No Mercado Internacional Da Soja: Uma Abordagem Pelos Modelos Armax E Var," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 145, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].

Articles

  1. Bruno Ferreira Frascaroli & Jailson da Conceição Teixeira de Oliveira, 2017. "Sub-Saharan African Countries’ Dependence on the External Inflation: Empirical Evidence Using Copulas," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 1-21, December.
  2. Lucas L. Godeiro & Bruno Ferreira Frascaroli Cassio da Nobrega Besarria & Sinezio Fernandes Maia, 2017. "International CAPM, Dynamic Betas and Optimization of Portfolios: Are countries-risk more profitable?," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, pages 1-3.
  3. Ferreira Frascaroli, Bruno & Soares de Araújo Carvalho, Patrícia, 2016. "Transmissãƒo De Preã‡Os No Mercado De Bioetanol Entre Alagoas E Pernambuco: Uma Anã Lise De Cointegraã‡Ãƒo," Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 14(1).
  4. Silva, Murilo Massaru da & Frascaroli, Bruno Ferreira & Sobel, Tiago Farias, 2013. "Transmissãƒo De Preã‡Os E Custos De Transaã‡Ãƒo No Mercado De Soja Mato-Grossense: Uma Abordagem Por Modelos Threshold," Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 11(2).
  5. Aléssio Tony Cavalcanti de Almeida & Bruno Ferreira Frascaroli & Danilo Regis da Cunha, 2012. "Risk Measures and Contagion Matrix: an Application of CoVaR for the Brazilian Financial Market," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(4), pages 551-584.
  6. Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos, 2010. "Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(2), pages 403-433.
  7. Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho, 2009. "Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(1), pages 73-106.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2005-12-01

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