Published: 10/11/2008

A Goodness-of-Fit Test with Focus on Conditional Value at Risk

José Santiago Fajardo Barbachan, Aquiles Rocha de Farias, José Renato Haas Ornelas

139-155

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DOI: https://doi.org/10.12660/rbfin.v6n2.2008.1300

Initial public offerings in Brazil (2004-2006): Valuation with the use of multiples and discounting of cash flows using the appropriate cost of equity

157-204

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DOI: https://doi.org/10.12660/rbfin.v6n2.2008.1303

Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts

Ricardo Fuscaldi de Figueiredo Baptista, Pedro L. Valls Pereira

205-234

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DOI: https://doi.org/10.12660/rbfin.v6n2.2008.1304

SWARCH and the implicit volatility of the Real/USD exchange rate

Rafael Machado Santana, Rodrigo De Losso da Silveira Bueno

235-265

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DOI: https://doi.org/10.12660/rbfin.v6n2.2008.1305

"Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification

Else Monteiro Nogueira, Wagner Moura Lamounier

267-286

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DOI: https://doi.org/10.12660/rbfin.v6n2.2008.1306