Securities Of Public Debt
Mostrando 1-8 de 8 artigos, teses e dissertações.
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1. MULTI-AGENT BASED MODELING APPLIED TO PORTFOLIO SELECTION IN THE DOOM-LOOP OF SOVEREIGN DEBT CONTEXT*
ABSTRACT This study explores the self-fulfilling dynamic between sovereign debt risk and rational choices of neutral, risk-seeking and risk-averse investors, with implications to the systemic risk emergence. The agent-based model parameterization includes investment strategy (randomly selected assets, stock exchange participation, economic segment, and techn
Pesqui. Oper.. Publicado em: 09/05/2019
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2. Divida mobiliaria publica e financeirização da riqueza : Uma analise das singularidades do endividamento mobiliario interno no Brasil / Public securities debt and financialization of wealth : an analysis of singularities of the domestic securities debt in Brazil
Esta tese analisa as singularidades do endividamento público mobiliário interno no Brasil, no período que vai de 1964 a 2006. Partindo-se de um perspectiva histórica, procura-se evidenciar como os papéis emitidos pelo Estado brasileiro passaram a ocupar lugar de destaque entre os ativos financeiros disponíveis e se transformaram em um poderoso instrume
Publicado em: 2009
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3. Bank macrofinance: public debt and bank management in Brazil / Macrofinanças bancárias: dívida pública e gestão bancária no Brasil
Banks loan resources to the people, to the companies and to the governments, through the purchase of securities or through the loans &leases. The federal government is one of the customers of the banks. From a descriptive study, with a observation of two phenomena - evolution of the public debt and strategy of banking management - that they had occurred in B
Publicado em: 2007
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4. Dívida pública brasileira 1995-2005: alongamento e perfil de indexação
ABSTRAT The purpose of this study is to present and discuss the main impacts the indexation profile and the term-structure of the public debt may inflict on the debts trajectory. The main result of the study suggests that there may exist a vicious circle stemming from the relationship between the rise of the short-term interest rate of the Brazilian economy
Publicado em: 2007
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5. A política urbana no ordenamento jurídico constitucional : a desapropriação-sanção como instrumento de desenvolvimento das cidades
This research aims to examine the Urban Policy in constitutional system: punitive expropriation as a tool for cities development. At first, this paper focuses on real property and its coverage, emphasizing its social function. Urban Policy instruments, provided by Republican Constitution and regulated by Federal Law No. 10257 of July 10th, 2001, in addition
Publicado em: 2007
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6. The contagion effect of public debt on monetary policy: the Brazilian experience
This paper attempts to explain why the Brazilian inter-bank interest rate is so high compared with rates practiced by other emerging economies. The interplay between the markets for bank reserves and government securities feeds into the inter-bank rate the risk premium of the Brazilian public debt.
Brazilian Journal of Political Economy. Publicado em: 2006-06
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7. A marcação a mercado nos fundos de investimento em 2002: uma tentativa de alongamento da dívida pública brasileira
A dívida pública sempre foi um assunto preocupante na economia brasileira, estando presente, em significantes porcentagens do PIB, desde a década de 1980 pelo menos. Apesar de vários planos econômicos e de muitas tentativas de melhorar e mudar o perfil da dívida, pouco sucesso foi alcançado, chegando a dívida pública brasileira a atingir o montante
Publicado em: 2006
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8. A composição da dívida pública mobiliária federal interna e os fundos de investimento no Brasil: análise dos fatores de influência
This work intends to study the relationship between Brazilian Internal Public Debt mix and Mutual Funds. In the theoretical framework, the discussion about liquidity preference theories implies considering risk averse investors. Portfolio selection is also discussed, particularly Markowitz efficient frontier. Historical data from November of 1999 to December
Publicado em: 2005