Published: 12/24/2021

Pricing of illiquid debentures using supervised and unsupervised machine learning techniques

Marcela Sousa Zuppini, Afonso de Campos Pinto, Élia Yathie Matsumoto

1-27

pdf file (Português (Brasil))
DOI: https://doi.org/10.12660/rbfin.v19n4.2021.81860

Dividends and volatilities: Spillover and second order foreign exchange and financial causality

André Nunes Maranhão, Guilherme Costa Chadud Moreira

28-85

pdf file (Português (Brasil))
DOI: https://doi.org/10.12660/rbfin.v19n4.2021.82227

The impact of cryptocurrencies on the performance of multi-asset portfolios: Evidence from Brazil

Oswaldo Donatelli Neto, Jéfferson Augusto Colombo

86-129

pdf file (Português (Brasil))
DOI: https://doi.org/10.12660/rbfin.v19n4.2021.84354

Efficiency and productivity of the Brazilian banks: A new approach based on two-stage network DEA

Victor Eduardo de Mello Valerio, Edson de Oliveira Pamplona, Marcelo Nunes Fonseca, Paulo Rotela Junior, Luiz Célio Souza Rocha, Rogério Santana Peruchi

130-159

pdf file
DOI: https://doi.org/10.12660/rbfin.v19n4.2021.82002

Strategies of portfolio investment with estimates of bull and bear markets

Pedro L. Valls Pereira, André Barbosa Oliveira

160-185

pdf file (Português (Brasil))
DOI: https://doi.org/10.12660/rbfin.v19n4.2021.80765