Our Working Papers

DO INTERNATIONAL CRISES TEAR THE FABRIC OF TRADE?
Oil Trading in the Gulf Crisis – By Robert Weiner

OIL FUTURES TRADING IN THE GULF CRISIS
Report from the Front - By Robert Weiner

SPECULATION AND HERDING IN DERIVATIVES MARKETS
Oily Evidence – By Robert Weiner

BRAZILIAN BANKS RATING AND SYSTEMIC RISK
By Theodore M. Barnhill, Marcos Rietti Souto

INTEGRATED MARKET & CREDIT RISK ANALYSIS IN BANKING SECTOR OF SLOVAKIA
By Theodore M. Barnhill, Lubomira Gertler, Rudolf Sivak

STOCHASTIC VOLATILITIES AND CORRELATIONS, EXTREME VALUES AND MODELING THE MACROECONOMIC ENVIRONMENT, UNDER WHICH BRAZILIAN BANKS OPERATE
By Theodore M. Barnhill, Marcos Rietti Souto