English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...

The international capital flows are intensifying due to the deepening of globalization and diversification of portfolios in international capital markets. These factors have contributed to the increased integration of international financial markets. A VAR model is carried out to analyze how a...

The international capital flows are intensifying due to the deepening of globalization and diversification of portfolios in international capital markets. These factors have contributed to the increased integration of international financial markets. A VAR model is carried out to analyze how a...

Com este estudo investigasse a possibilidade de utilizacao de uma rede neuronial artificial na deteccao dos mercados de accoes da Euronext que proporcionam a melhor rendibilidade diaria. A rede, treinada com o algoritmo de Levenberg-Marquardt, recomenda a um investidor hipotetico a escolha do...

The home bias is observed in the composition of portfolios of different classes of financial assets. The literature offers conflicting arguments about the rationality of this behavior in the case of the portfolios invested in short-term securities, commonly known as currency deposits. In the...

In recent years, Brazilian economic performance has been influenced by increasingly volatile financial flows and episodes of capital flight, which have occurred mainly due to external events, out of control or influence of the domestic monetary authorities. This paper aims to measure the...

The home bias is observed in the composition of portfolios of different classes of financial assets. The literature offers conflicting arguments about the rationality of this behavior in the case of the portfolios invested in short-term securities, commonly known as currency deposits. In the...

Portuguese Abstract: Embora represente um tema de pesquisa relativamente extenso, a mensuração do efeito marginal da adição de criptomoedas em portfolios bem diversificados normalmente se restringe à perspectiva de um investidor nos EUA, Europa ou China. Este artigo contribui para a...

As a result of the transition to monetary stability, we analyzed the real effort rate with the debt service for Portugal in a context of a decrease in nominal interest rates. Monthly time series data from January 1991 to September 2013 were used. The UECM of the ARDL model was applied which...

The interaction of volatility between the financial markets and gold market is analyzed. The volatility of the price of gold in euros, the price of gold in dollars, the U.S. industrial production índex, the S&p500 index, the VIX índex and the PSI20 index for a time horizon between January 1993...