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Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana


  • Laurini, Márcio Poletti
  • Westin, Armênio Dias Neto


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  • Laurini, Márcio Poletti & Westin, Armênio Dias Neto, 2010. "Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana," Insper Working Papers wpe_201, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  • Handle: RePEc:ibm:ibmecp:wpe_201

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    1. Alchian, Armen A & Demsetz, Harold, 1972. "Production , Information Costs, and Economic Organization," American Economic Review, American Economic Association, vol. 62(5), pages 777-795, December.
    2. Leonid Hurwicz, 2008. "But Who Will Guard the Guardians?," American Economic Review, American Economic Association, vol. 98(3), pages 577-585, June.
    3. Gary S. Becker, 1974. "Crime and Punishment: An Economic Approach," NBER Chapters,in: Essays in the Economics of Crime and Punishment, pages 1-54 National Bureau of Economic Research, Inc.
    4. McElvain, James P. & Kposowa, Augustine J., 2004. "Police officer characteristics and internal affairs investigations for use of force allegations," Journal of Criminal Justice, Elsevier, vol. 32(3), pages 265-279.
    5. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
    6. Donohue, John J, III & Levitt, Steven D, 2001. "The Impact of Race on Policing and Arrests," Journal of Law and Economics, University of Chicago Press, vol. 44(2), pages 367-394, October.
    7. Weitzer, Ronald, 2002. "Incidents of police misconduct and public opinion," Journal of Criminal Justice, Elsevier, vol. 30(5), pages 397-408.
    8. Sandro Cabral & Sergio Lazzarini & Paulo Azevedo, 2010. "Private operation with public supervision: evidence of hybrid modes of governance in prisons," Public Choice, Springer, vol. 145(1), pages 281-293, October.
    9. Terrill, William & McCluskey, John, 2002. "Citizen complaints and problem officers: Examining officer behavior," Journal of Criminal Justice, Elsevier, vol. 30(2), pages 143-155.
    10. Carter, David L., 1990. "Drug-related corruption of police officers: A contemporary typology," Journal of Criminal Justice, Elsevier, vol. 18(2), pages 85-98.
    11. Avinash Dixit, 2002. "# Incentives and Organizations in the Public Sector: An Interpretative Review," Journal of Human Resources, University of Wisconsin Press, vol. 37(4), pages 696-727.
    12. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
    13. Licht Amir N., 2008. "Social Norms and the Law: Why Peoples Obey the Law," Review of Law & Economics, De Gruyter, vol. 4(3), pages 715-750, December.
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