Bruno Milani

Federal University of Santa Maria

PhD Student

Santa Maria

Brazil

SCHOLARLY PAPERS

7

DOWNLOADS

344

CITATIONS

0

Scholarly Papers (7)

1.

Do Brazilian REITs Depend on Real Estate Sector Companies or Overall Market?

Economics Bulletin, v. 33, i. 4, pp. 2948-2957, 2013
Number of pages: 9 Posted: 01 Jan 2014
Bruno Milani and Paulo Sergio Ceretta
Federal University of Santa Maria and Universidade Federal de Santa Maria
Downloads 60 (232,770)

Abstract:

REITs, Brazilian Market, Ifix, Imob, Ibovespa

2.

Brazilian REITs Performance: An Analysis of Higher Moments and Time Scales Influence

WSEAS Transactions on Business and Economics, ISSN / E-ISSN: 1109-9526 / E-ISSN: 2224-2899, Volume 13, 2016, Art. #19, pp. 193-206.
Number of pages: 14 Posted: 23 Jan 2015 Last Revised: 07 Apr 2016
Federal University of Santa Maria, Universidade Federal de Santa Maria and Federal University of Santa Maria (UFSM)
Downloads 40 (261,954)

Abstract:

Real Estate, REITs; wavelets; multiscale analysis; higher moments; Brazilian market

3.

Emerging Market Return Pricing: An Intertemporal and Interquantile Approach

Engineering Economics, v. 25, i. 4, pp. 387-394, 2014.
Number of pages: 14 Posted: 03 Dec 2012 Last Revised: 23 Jan 2015
Federal University of Santa Maria, Federal University of Rio Grande do Sul, Universidade Federal de Santa Maria and Federal University of Rio Grande do Sul
Downloads 30 (342,853)

Abstract:

Emerging Markets, ICAPM, Copula-DCC-GARCH

4.

Comparison between Brazilian Exchange-Traded Funds and Mutual Funds Performance: A Multiscale Approach

WSEAS Transactions on Business and Economics, ISSN / E-ISSN: 1109-9526 / E-ISSN: 2224-2899, Volume 13, 2016, Art. #18, pp. 175-192.
Number of pages: 18 Posted: 23 Jan 2015 Last Revised: 07 Apr 2016
Bruno Milani and Paulo Sergio Ceretta
Federal University of Santa Maria and Universidade Federal de Santa Maria
Downloads 21 (373,316)

Abstract:

Mutual Funds, ETFs, Multiscale analysis, Brazilian Market

5.
Downloads 16 (352,445)

Abstract:

Fundos de investimento. Índices de Sustentabilidade. Performance

6.

Dynamic Correlation between Share Returns, NAV Variation and Market Proxy of Brazilian ETFs

Engineering Economics, v. 25, i.1, pp. 21-30, 2014.
Number of pages: 11 Posted: 24 Jan 2015
Bruno Milani and Paulo Sergio Ceretta
Federal University of Santa Maria and Universidade Federal de Santa Maria
Downloads 16 (345,993)

Abstract:

ETFs, DCC, Multivariate Volatility, Brazilian Market, Share return, NAV variation

7.

A Multiscale Approach to Emerging Market Pricing

Economics Bulletin, v. 34, i.2, 2014.
Number of pages: 9 Posted: 24 Jan 2015
Bruno Milani and Paulo Sergio Ceretta
Federal University of Santa Maria and Universidade Federal de Santa Maria
Downloads 6 (482,554)

Abstract:

Emerging Markets, ICAPM, Multi-scale analysis.