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AUTOR Igor Alexandre Clemente Morais

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Statistical Model Focused on the Motivation to Securitization of Banks in Brazil between the Years of 2005 and 2012

ID: 42307

Authors: Cristina Ferabolli, Igor Alexandre Clemente Morais.

Source: RACE: Revista de Administração, Contabilidade e Economia, v. 15, n. 2, p. 579-600, May-August, 2016. 22 page(s).

Keyword: Credit risk , Liquidity , Regulatory capital , Securitization

Document type: Article (Portuguese) Show Abstract

Analysis of term structure of interest rates in Latin America countries from 2006 to 2014

ID: 39752

Authors: Filipe Stona, Jean Amann, Maurício Delago Morais, Divanildo Triches, Igor Alexandre Clemente Morais.

Source: Revista Brasileira de Finanças, v. 13, n. 4, p. 650-690, October-December, 2015. 41 page(s).

Keyword: Diebold-Li , Interest rates , Nelson-Siegel , Principal component analysis , Term structure

Document type: Article (Portuguese) Show Abstract

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