Vol. 18 No. 3, July 2020
Índice
- Day-trading stocks for a living?/E possivel viver de day-trade em acoes?
- Hedging the Brazilian stock index in the era of low interest rates: What has changed?
- Relationships between price-earnings ratios and returns of treasury bonds/Relacoes entre indices preco-lucro e retornos dos titulos publicos.
- Portfolio management under multiple regimes: Out-of-sample performance in the Brazilian market/Gestao de carteiras sob multiplos regimes: Performance fora da amostra no mercado brasileiro.
- Forecasting value-at-risk for the cryptocurrency market using Markov-switching EGARCH models/Previsao de value-at-risk para o mercado de criptomoedas usando modelos EGARCH com regimes markovianos.