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Variações da estrutura a termo de taxa de juros e mudanças na imunização de carteiras com análise de componente principal
(Universidade Federal de São Carlos, 2014-06-06)
The purpose of this dissertation is investigating changes on the immunized portfolios by the analytic method of principal components analysis from an inversion movement of the term structure of interest rates. In 2012, the ...
Determinantes da taxa básica de juros no Brasil: uma análise empírica no período de 2000 a 2011
(Universidade Federal de São Carlos, 2013-04-26)
The existence and maintenance for long years of high domestic interest rate is a phenomenon sweeping the Brazilian economic environment. Although in recent years the domestic interest rate derated, Brazil still is characterized ...