3 documents found, page 1 of 1
Early warning system for preventing bank distress in Brazil
Barboza, Flavio; de Frias Barbosa, Jorge Henrique; Kimura, Herbert; Santos, Gustavo Carvalho; Cortez, PauloThe global financial crisis in 2007/2008 showed how important is to be prudent with events related to the banking sector, illustrating emphatically the contagion in the financial system caused by distress in one or more banks. This issue goes beyond competitiveness and the interrelationship among its members, requiring at least signs or warnings of potential problems in such institutions. Thus, the present stud...
Reaction trend system with GARCH quantiles as action points[Formula presented]
Fiorucci, Jose Augusto; Silva, Geraldo Nunes [UNESP]; Barboza, FlavioMade available in DSpace on 2022-05-01T15:46:14Z (GMT). No. of bitstreams: 0 Previous issue date: 2022-07-15; Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP); Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq); Most trading systems developed from technical indicators are designed to operate in either trending or non-trending markets but they are rarely useful for both markets. A ...
Robbing Peter to Pay Paul: Earnings management practices in Brazilian SOEs
Silva, Nadjara Davi; Peixoto, Fernanda Maciel; Barboza, Flavio; Tizziotti, Catarine Palmieri PitanguiObjective:The accounting information can be manipulated in order to change the perception of the minority shareholders about the real situation of the firm. In case of state-owned enterprises (SOEs), they can have their wealth expropriated by the politicians and bureaucrats’ opportunistic behavior, which is an incentive to the earnings management (EM) practice. This study aims to analyze the state ownership eff...