Três ensaios sobre taxa de juro brasileira
| Autor(a) principal: | |
|---|---|
| Data de Publicação: | 1996 |
| Tipo de documento: | Tese |
| Idioma: | por |
| Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
| Texto Completo: | https://hdl.handle.net/10438/7952 |
Resumo: | Este trabalho está dividido em três capítulos. Nos dois primeiros estudamos o comportamento da taxa de juro nominal (que tem um prazo muito curto) e o preço de dois derivativos de taxa de juros negociados no Brasil. No terceiro, avaliamos o efeito da taxa de juro norte-americana sobre a dívida externa brasileira, através de um moderno modelo aplicado a título com risco de crédito. |
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Varga, GyorgyEscolas::EPGEAraújo, Aloísio Pessoa de2011-04-28T17:48:35Z2011-04-28T17:48:35Z1996-12-27VARGA, Gyorgy. Três ensaios sobre taxa de juro brasileira. Tese (Doutorado em Economia) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 1996.https://hdl.handle.net/10438/7952Este trabalho está dividido em três capítulos. Nos dois primeiros estudamos o comportamento da taxa de juro nominal (que tem um prazo muito curto) e o preço de dois derivativos de taxa de juros negociados no Brasil. No terceiro, avaliamos o efeito da taxa de juro norte-americana sobre a dívida externa brasileira, através de um moderno modelo aplicado a título com risco de crédito.porTodo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveis.info:eu-repo/semantics/openAccessTrês ensaios sobre taxa de juro brasileirainfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesisEconomiaTaxas de juros - Brasilreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINAL000309886.pdf000309886.pdfPDFapplication/pdf3164107https://repositorio.fgv.br/bitstreams/b58133f4-26c4-49e1-bfb8-4f15a436c885/download7cc429bc3a75fa44714d38e300ff188cMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84712https://repositorio.fgv.br/bitstreams/33247659-3637-462b-aa12-07d3a4bf9d8a/download4dea6f7333914d9740702a2deb2db217MD52TEXT000309886.pdf.txt000309886.pdf.txtExtracted 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Três ensaios sobre taxa de juro brasileira |
| title |
Três ensaios sobre taxa de juro brasileira |
| spellingShingle |
Três ensaios sobre taxa de juro brasileira Varga, Gyorgy Economia Taxas de juros - Brasil |
| title_short |
Três ensaios sobre taxa de juro brasileira |
| title_full |
Três ensaios sobre taxa de juro brasileira |
| title_fullStr |
Três ensaios sobre taxa de juro brasileira |
| title_full_unstemmed |
Três ensaios sobre taxa de juro brasileira |
| title_sort |
Três ensaios sobre taxa de juro brasileira |
| author |
Varga, Gyorgy |
| author_facet |
Varga, Gyorgy |
| author_role |
author |
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Escolas::EPGE |
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Varga, Gyorgy |
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Araújo, Aloísio Pessoa de |
| contributor_str_mv |
Araújo, Aloísio Pessoa de |
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Economia |
| topic |
Economia Taxas de juros - Brasil |
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Taxas de juros - Brasil |
| description |
Este trabalho está dividido em três capítulos. Nos dois primeiros estudamos o comportamento da taxa de juro nominal (que tem um prazo muito curto) e o preço de dois derivativos de taxa de juros negociados no Brasil. No terceiro, avaliamos o efeito da taxa de juro norte-americana sobre a dívida externa brasileira, através de um moderno modelo aplicado a título com risco de crédito. |
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1996 |
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1996-12-27 |
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2011-04-28T17:48:35Z |
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2011-04-28T17:48:35Z |
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VARGA, Gyorgy. Três ensaios sobre taxa de juro brasileira. Tese (Doutorado em Economia) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 1996. |
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https://hdl.handle.net/10438/7952 |
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VARGA, Gyorgy. Três ensaios sobre taxa de juro brasileira. Tese (Doutorado em Economia) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 1996. |
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