Search Results - "Coelho dos Santos, Marcelo Bittencourt"

Evidence of risk premiums in emerging market carry trade currencies by Coelho dos Santos, Marcelo Bittencourt, Klotzle, Marcelo Cabus, Figueiredo Pinto, Antonio Carlos

“…•In all countries surveyed in this study, neither the expectations of the CIP nor UIP hold.•In all currencies we confirmed the presence of risk premiums.•There…”
Get full text

The effect of oil discovery in Brazil: A synthetic control approach by Coelho dos Santos, Marcelo Bittencourt, Klotzle, Marcelo Cabus, Baptista Palazzi, Rafael

“…This study explores the economic impact of Brazil's discovery in 2006 of significant deepwater pre-salt oil reserves. Employing a synthetic control approach…”
Get full text

The impact of political risk on the currencies of emerging markets by dos Santos, Marcelo Bittencourt Coelho, Klotzle, Marcelo Cabus, Pinto, Antonio Carlos Figueiredo

“…•We included political risk in a model of currency risk premia.•The results indicated the presence of a risk premium for all currencies.•Political risk has…”
Get full text

Foreign Exchange Volatility and Trading Volume of Derivatives Instruments: Evidence from the Brazilian Market by Brandi, Vinicius Ratton, Mendes, Beatriz Vaz de Melo, Gomes, Frederico Pechir, Santos, Marcelo Bittencourt Coelho dos

“…The main objective of this work is to investigate the empirical relationship between trading volume and volatility. The understanding of foreign exchange…”
Get full text

Does corporate international diversification destroy value? Evidence from cross-border mergers and acquisitions by Dos Santos, Marcelo B., Errunza, Vihang R., Miller, Darius P.

“…This paper investigates the valuation effects of corporate international diversification by examining cross-border mergers and acquisitions of US acquirers…”
Get full text

Foreign exchange volatility and trading volume of derivatives instruments: evidence from the Brazilian market by Brandi, Vinicius Ratton, Melo Mendes, Beatriz Vaz de, Gomes, Frederico Pechir, Santos, Marcelo Bittencourt Coelho dos

“…ABSTRACT IN ENGLISH:The main objective of this work is to investigate the empirical relationship between trading volume and volatility. The understanding of…”
Get full text