Bruno Milani

Federal University of Santa Maria

PhD Student

Santa Maria

Brazil

SCHOLARLY PAPERS

7

DOWNLOADS

319

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 (229,157)

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 (260,389)

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, Universidade Federal de Santa Maria, Universidade Federal de Santa Maria and Federal University of Rio Grande do Sul
Downloads 30 (333,394)

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 (370,892)

Abstract:

Mutual Funds, ETFs, Multiscale analysis, Brazilian Market

5.
Downloads 16 (363,456)

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 (349,383)

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 (476,706)

Abstract:

Emerging Markets, ICAPM, Multi-scale analysis.