Estratégias de momentum no mercado cambial

Utilizo dados semanais para investigar a lucratividade de estratégias de momentum no mercado de câmbio baseadas em dois diferentes métodos de extração da tendência, possivelmente não linear. Comparo a performance com as tradicionais regras de médias móveis, método linear bastante utilizado pelos profissionais do mercado. Eu encontro que o desempenho de todas as estratégias é extremamente sensível à escolha da moeda, às defasagens utilizadas e ao critério de avaliação escolhido. A despeito disso, as moedas dos países do G10 apresentam resultados médios melhores com a utilização dos métodos não lineares, enquanto as moedas dos países emergentes apresentam resultados mistos. Adoto também uma metodologia para o gerenciamento do risco das estratégias de momentum, visando minimizar as “grandes perdas”. Ela tem êxito em diminuir as perdas máximas semanais, o desvio-padrão, a assimetria e curtose para a maior parte das moedas em ambas as estratégias. Quanto ao desempenho, as operações baseadas no filtro HP com gestão do risco apresentam retornos e índices de Sharpe maiores para cerca de 70% das estratégias, enquanto as baseadas na regressão não paramétrica apresentam resultados melhores para cerca de 60% das estratégias.

Uma análise sobre IDH, ajuda externa, crescimento econômico e volatilidade

O propósito deste trabalho é examinar os impactos de ajuda externa no crescimento econômico de médio e longo prazo e sua volatilidade nos países recebedores, uma vez que recursos dessa natureza visam acelerar a melhora do nível de bem-estar nas economias de baixa renda. Adicionalmente, também é objetivo deste trabalho avaliar os possíveis efeitos do IDH (Índice de Desenvolvimento Humano) em uma mudança de nível do influxo de ajuda, por meio da escala qualitativa do IDH. A partir dos dados de ajuda externa entre 1999 e 2003 e crescimento econômico entre 1999 e 2008 do Banco Mundial, do IDH apresentado pelo Relatório de Desenvolvimento Humano de 1998 e de algumas varáveis de controle, este estudo se utiliza da técnica de Regressões Descontínuas (RDD) com Variável Instrumental (VI) e do Método de Mínimo Quadrados Dois Estágios (MQ2E) para inferir tanto o impacto do IDH sobre ajuda externa, como deste no crescimento econômico e sua volatilidade.

Volatilidade dos retornos e governança: um estudo de eventos da crise do subprime

The financial crisis that occurred between the years 2007 and 2008, known as the subprime crisis, has highlighted the governance of companies in Brazil and worldwide. To monitor the financial risk, quantitative tools of risk management were created in the 1990s, after several financial disasters. The market turmoil has also led companies to invest in the development and use of information, which are applied as tools to support process control and decision making. Numerous empirical studies on informational efficiency of the market have been made inside and outside Brazil, revealing whether the prices reflect the information available instantly. The creation of different levels of corporate governance on BOVESPA, in 2000, made the firms had greater impairment in relation to its shareholders with greater transparency in their information. The purpose of this study is to analyze how the subprime financial crisis has affected, between January 2007 and December 2009, the volatility of stock returns in the BM&BOVESPA of companies with greater liquidity at different levels of corporate governance. From studies of time series and through the studies of events, econometric tests were performed by the EVIEWS, and through the results obtained it became evident that the adoption of good practices of corporate governance affect the volatility of returns of companies

Volatilidade dos retornos e governança: um estudo de eventos da crise do subprime

The financial crisis that occurred between the years 2007 and 2008, known as the subprime crisis, has highlighted the governance of companies in Brazil and worldwide. To monitor the financial risk, quantitative tools of risk management were created in the 1990s, after several financial disasters. The market turmoil has also led companies to invest in the development and use of information, which are applied as tools to support process control and decision making. Numerous empirical studies on informational efficiency of the market have been made inside and outside Brazil, revealing whether the prices reflect the information available instantly. The creation of different levels of corporate governance on BOVESPA, in 2000, made the firms had greater impairment in relation to its shareholders with greater transparency in their information. The purpose of this study is to analyze how the subprime financial crisis has affected, between January 2007 and December 2009, the volatility of stock returns in the BM&BOVESPA of companies with greater liquidity at different levels of corporate governance. From studies of time series and through the studies of events, econometric tests were performed by the EVIEWS, and through the results obtained it became evident that the adoption of good practices of corporate governance affect the volatility of returns of companies

Volatilidade dos retornos e governança: um estudo de eventos da crise do subprime

The financial crisis that occurred between the years 2007 and 2008, known as the subprime crisis, has highlighted the governance of companies in Brazil and worldwide. To monitor the financial risk, quantitative tools of risk management were created in the 1990s, after several financial disasters. The market turmoil has also led companies to invest in the development and use of information, which are applied as tools to support process control and decision making. Numerous empirical studies on informational efficiency of the market have been made inside and outside Brazil, revealing whether the prices reflect the information available instantly. The creation of different levels of corporate governance on BOVESPA, in 2000, made the firms had greater impairment in relation to its shareholders with greater transparency in their information. The purpose of this study is to analyze how the subprime financial crisis has affected, between January 2007 and December 2009, the volatility of stock returns in the BM&BOVESPA of companies with greater liquidity at different levels of corporate governance. From studies of time series and through the studies of events, econometric tests were performed by the EVIEWS, and through the results obtained it became evident that the adoption of good practices of corporate governance affect the volatility of returns of companies

Qualidade de vida em epilepsia e percepção de controle de crises

The individual affective-cognitive evaluations are important factors that control the way he feels the disease impact in his life. Then, the perception of seizure control is a more important factor to evaluate Quality of Life (QoL) than the illness characteristics, such as the severity, type, sickening period and seizure frequency. This study searched for the relationship among the subjective variables (perception of seizure control) and the illness characteristics to evaluate QoL. The sample consisted of 60 individuals with chronic epilepsy, aging 18 to 70 (M=37.05; SD=11.25), chosen at randon from the ambulatory of epilepsy - HC/UNICAMP, by the Questionnaire 65. The illness characteristics were not significant, except the seizures frequency, when associated to the impairment in QoL among controlled seizures and seizures with frequency higher than 10 per month (p=0.021). The perception of control was significantly associated to QoL (p=0.005).

Medo, ansiedade e controle relacionados ao tratamento odontológico

The aim of this study was to test fear, anxiety and control related to dental treatment. The subjects were 364 children with ages between 7 and 13 years. Three questionnaires with multiple choice questions were applied in groups of 10 children. The first instrument was the 15-item dental subscale from the Children’s Fear Survey Schedule9. The subjects rated their level of fear on a 5-point scale. The second survey instrument was the 20-item subscale from the State Trait Anxiety Inventory for Children16. This measure was used to capture how anxious the child was, in general. The third instrument was the Child Dental Control Assessment19. It contained 20 items to assess perceived control and 20 items to assess desired control. The results of the survey indicated that dental fear and anxiety were slightly higher for females when compared with male subjects (P < 0.05). Older children (11 to 13 years old) obtained higher fear scores than younger ones (7 to 9 years old). Concerning perceived control, the results indicate that younger children perceive more control than older ones. For desired control, the results indicate that younger children reported higher percentages than older ones. In this study, patients who had undergone anesthesia during treatment revealed higher fear scores when compared with those who had not. Dental fear etiology seems to be related to a procedure that may involve pain or lack of control.

Efeitos de diferentes protocolos de treinamento físico sobre o controle autonômico e cardiorrespiratório em homens de meia-idade

Universidade Estadual de Campinas . Faculdade de Educação Física

Ciclimo de velocidade : uma proposta de controle da preparação fisica especial

Universidade Estadual de Campinas . Faculdade de Educação Física

Controle autonomico da frequencia cardiaca de adolescentes em treinamento

Universidade Estadual de Campinas . Faculdade de Educação Física

Atuação do profissional de educação fisica em serviços locais de saude : o caso de teatro interativo de bonecos no controle da hanseniase

Universidade Estadual de Campinas . Faculdade de Educação Física

Influencias de um programa de yoga no controle do equilibrio de pessoas com esclerose multipla

Universidade Estadual de Campinas . Faculdade de Educação Física

Entre o fogo e o vento : as praticas de batuques e o controle das emoções

Universidade Estadual de Campinas . Faculdade de Educação Física

Testes de controle no judo : proposta de avaliação da resistencia especial do judoca

Universidade Estadual de Campinas . Faculdade de Educação Física

Estudo da capacidade aerobia funcional, da capacidade funcional do musculo cardiaco e do controle autonomico da frequencia cardiaca de idosos atletas e ativos

Universidade Estadual de Campinas. Faculdade de Educação Física