Search
Now showing items 1-2 of 2
Periodic Integration and Cointegration of U.S. Stock Prices, Dividends, and Interest Rates: A New Test of the Present Value Model
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
This paper presents a new test of the present value model of stock price determination, using some of the recent advances in the econometrics of seasonal time series. Unlike earlier studies which generally find stock prices, ...
Análisis de intervención de las series temporales patrimonio y flujo neto de dinero de los Fondos de Inversión Socialmente Responsables (FISR) de Brasil
(Pontificia Universidad Católica del Perú. Fondo Editorial, 2011-03-30)
The aim of this study is to analyze whether creating an own category for Socially Responsible Investment Funds (FISR) in Brazil generates time series changes in heritage and cash flow of these funds. We studied all FISR ...