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Vol. 18 No. 3 (2020): July-September
Published:
09/07/2020
Day-trading stocks for a living?
Fernando Chague, Bruno Giovannetti
1-4
PDF (Português (Brasil))
Hedging the Brazilian stock index in the era of low interest rates: What has changed?
Fernando Antonio Lucena Aiube, Winicius Botelho Faquieri
5-26
PDF
Relationships between price-earnings ratios and returns of Treasury bonds
Daniel Penido de Lima Amorim, Marcos Antônio de Camargos
27-51
PDF (Português (Brasil))
Portfolio management under multiple regimes: Out-of-sample performance
Marcelo Lewin, Carlos Heitor Campani
52-79
PDF (Português (Brasil))
(Documento Suplementar PDF) (Português (Brasil))
Forecast value-at-risk for the cryptocurrency market using Markov-switching EGARCH models
Paulo Fernando Marschner, Paulo Sergio Ceretta
80-107
PDF (Português (Brasil))