Vol. 36 No. 1 (2016)

Articles

• Time-dependent or State-dependent Pricing? Evidence from Firms' Response to Inflation Shocks

  Bernardo Guimaraes, Andre Mazini, Diogo de Prince

  3-19

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• Pricing Options Embedded in Debentures with Credit Risk

  Caio Almeida, Leonardo Tavares Pereira

  21-42

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• Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters

  Adriano Faria, Rafael Ornelas, Caio Almeida

  43-62

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• Tax Filing Choices for the Household

  Carlos Eugênio da Costa, Érica Diniz Oliveira

  63-96

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• The External Finance Premium in Brazil: Empirical Analyses Using State Space Models

  Fernando Nascimento Oliveira

  97-131

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• The Forecast Ability of Option-implied Densities from Emerging Markets Currencies

  José Renato Haas Ornelas

  133-153

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