Relevant bibliographies by topics / Market of securities

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Market of securities'

Author: Grafiati
Published: 28 May 2022
Last updated: 29 May 2022

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Journal articles on the topic "Market of securities"

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Proshunin, Maxim M. "PUBLIC SECURITIES AND DERIVATIVES LAW AS BRANCH OF THE FINANCIAL LAW." RUDN Journal of Law 23, no. 4 (December 15, 2019): 533–45. http://dx.doi.org/10.22363/2313-2337-2019-23-4-533-545.

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The article is devoted to financial law issues on securities and derivatives market regulations. The article deals with the financial law nature of the relations that are emerging in the securities and derivatives markets through a review of methods and techniques of securities and derivatives market regulation. The author considers the public interest in the regulation of the securities and derivatives markets, as well as differences between different parts of securities and derivatives markets. The article contains the review of regulatory, compensatory and redistributive functions of the securities and derivatives markets. The author states that control of the securities and derivatives market has to be considered as independent type of state financial control in the Russian Federation. In addition, the securities and derivatives law have to be considered as a branch of financial law. The legal relations arising in course of issuance and circulation of state securities and entering into derivatives deals are separately reviewed and analyzed. It is proved that the basis for recognition of the securities and derivatives market as the financial law categories is similar to reasons proving the existence of public banking law, namely, stock market and derivatives as an integral parts of any financial market system, the presence of public interest in the regulation of relations in the securities and derivatives markets, the existence of a mandatory subject of legal relations, having a public authority (the Bank of Russia), the existence of subordination between the Bank of Russia and professional participants of the securities market where the Bank of Russia acts as a regulator and supervisory authority and wide scope of public law methods used for securities and derivatives market regulations.
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Umurzakova, Nargisxon Muxtarovna. "INTERNATIONAL SECURITIES MARKET." Theoretical & Applied Science 88, no. 08 (August 30, 2020): 14–18. http://dx.doi.org/10.15863/tas.2020.08.88.4.

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Wu, Maoguo, Hanyang Zhang, and Kwok-Leung Tam. "Did the Introduction of Securities Margin Trading Decrease China’s A-Share Market Volatility?" International Journal of Financial Research 8, no. 3 (June 12, 2017): 135. http://dx.doi.org/10.5430/ijfr.v8n3p135.

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Securities margin trading is a form of credit trading that is used extensively in mature securities markets. With the rapid development of its securities market, China introduced securities margin trading to its A-share market on 31st March 2010 for the purpose of reducing A-share market volatility. Owing to the fact that the introduction of securities margin trading in 2010 only applied to part of the A-share transaction targets, it can be treated as a natural experiment. This paper uses difference-in-differences analysis to investigate whether the introduction of securities margin trading in 2010 decreased China’s A-share market volatility. By selecting 50 underlying stocks of securities margin trading as a ‘treatment group’ and 50 non-underlying stocks as a ‘control group’, this paper utilizes a panel dataset comprising 100 stocks for the period 31st March 2009 – 31st March 2011. Results indicate that the introduction of securities margin trading in 2010 significantly decreased China’s A-share market volatility. In conclusion, this paper recommends that China reduces the barriers and transaction costs of securities margin trading, extends the supply of underlying stocks for securities lending, and enhances the capital supply of margin trading.
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Moore, Lyndon. "Financial market liquidity, returns and market growth: evidence from Bolsa and Börse, 1902–1925." Financial History Review 17, no. 1 (March 1, 2010): 73–98. http://dx.doi.org/10.1017/s0968565010000016.

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The article is based on a unique data set of securities traded on the Madrid Bolsa and the Zurich Börse between 1902 and 1925. We examine the pricing of liquidity and demonstrate that the liquidity level of securities was an important determinant of cross-sectional returns. Factors that are usually found important in contemporary markets, such as securities' sensitivity to market-wide liquidity shocks and market movements, turn out to have been irrelevant in the early twentieth century. In addition, the illiquidity of the Madrid market appears to have modestly slowed capital raising there. Our results suggest that market liquidity was an important determinant of the growth and development of financial markets.
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PUROHIT, HARSHESH. "Role of SEBI in Indian Securities Market." Paripex - Indian Journal Of Research 3, no. 3 (January 15, 2012): 86–88. http://dx.doi.org/10.15373/22501991/mar2014/29.

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Clark, Robert A. "African Securities Market Designs." Journal of African Business 4, no. 3 (July 10, 2003): 83–102. http://dx.doi.org/10.1300/j156v04n03_05.

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Zhang, Yi-Chen, and Da Yu. "China's emerging securities market." Columbia Journal of World Business 29, no. 2 (June 1994): 112–21. http://dx.doi.org/10.1016/0022-5428(94)90011-6.

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Strong, Norman. "The unlisted securities market." British Accounting Review 22, no. 4 (December 1990): 393. http://dx.doi.org/10.1016/0890-8389(90)90100-v.

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Matsuk, Z. "SECURITIES MARKET INFORMATION FIELD." Investytsiyi: praktyka ta dosvid, no. 9 (May 20, 2021): 5. http://dx.doi.org/10.32702/2306-6814.2021.9.5.

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Dabyltaeva, N. E., and D. E. Galymzhan. "PROBLEMS AND PROSPECTS OF THE SECURITIES MARKET DEVELOPMENT: DOMESTIC AND INTERNATIONAL EXPERIENCE." Statistika, učet i audit 80, no. 1 (March 15, 2021): 216–21. http://dx.doi.org/10.51579/1563-2415.2021-1.41.

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The securities market is considered as a part of the financial market. Today, the securities market has become the main object of research for many economists and scientists. One of the main reasons for this trend is that in the context of globalization of the world's economies, the main tool for the development of the financial sector of the state's economy is the development of the securities market. As a result of the modern process of globalization, the financial markets of States are becoming closer and more dependent on each other. The formation and organization of the securities market of the Republic of Kazakhstan began after the country gained its sovereignty. One of the main features of the formation of the domestic securities market during this period is the use of foreign experience of developed countries by the state
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Dissertations / Theses on the topic "Market of securities"

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Mota, Lira Rocha da. "The Market for borrowing securities in Brazil." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/11738.

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We report the results of an exploratory data analysis of the Brazilian securities lending market. The analysis is performed over the full historical data set of each individual loan offer and loan contract negotiated between January 2007 and August 2013. We give a quantitative description of volume and loan fee trends and fee dependence on asset characteristics. We also unveil new stylized facts specific to the Brazilian market on market access asymmetries between different types of investors. The emerging picture is that the Brazilian securities lending market is a complex environment with specific frictions and strong asymmetries among players. In particular, we describe a tax arbitrage operation performed by domestic mutual funds which generates a significant distortion in the data. In one such event, we estimate additional aggregate profits of 24.25 million Reais (around 10 million Dollars).
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Taylor, Philip Davis. "Investor preferences in the securities options market." Diss., Virginia Polytechnic Institute and State University, 1989. http://hdl.handle.net/10919/54794.

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Systematic mispricing by the state-of-the-art option pricing models is a paradox in financial economics as both the magnitude and direction of the mispricing is debated. The models have been found to overprice out-of-the-money and deep-in-the-money call options while underpricing in-the-money and deep-out-of-the-money calls. In addition, research has shown these biases have different signs in different time periods. We propose that when investors maximize expected utility for Friedman-Savage-Markowitz utility functions, the option mispricing observed in the market will result. The theories and empirical tests in the literature of higher-order utility functions and risk-neutral valuation (RNV) in the options market are presented. Though investor attitudes towards risk are irrelevant in the non-arbitrage world of modern option pricing, to the extent the options market does not meet the non-arbitrage conditions, investor risk preferences will affect the pricing of options. Risk-loving traders will bid up market prices relative to risk-neutral model prices; risk-averse traders will bid down prices. And investor risk preferences can, and do, change over time as market conditions change. New tests are run to analyze the relationship between mispricing biases and investor preferences before and after the historic stock market crash of October 19, 1987. We find mispricing biases which imply a decreased risk aversion on the part of investors in the IBM call option markets for the period prior to the market crash and mispricing biases which imply an increased risk-averse (and decreased risk-loving) behavior in those markets following the crash. Similar analyses are also performed in the Microsoft call options markets with less conclusive results.
Ph. D.
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Peng, Ke. "Essays on the market microstructure of London fixed income securities market." Thesis, University of Strathclyde, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.426357.

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Vo, Minh Tue 1965. "Insider trading, asymmetric information, and market liquidity : three essays on market microstructure." Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38528.

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This thesis comprises three essays on market microstructure, focusing on the issues of insider trading, asymmetric information and market liquidity. The first essay examines the effects of the mandatory disclosure regulations on the trading behavior of informed traders. Specifically, we compare the (perfect Bayesian) equilibrium when disclosure is mandatory to the equilibrium when insiders do not have to disclose their trades. We show that under mandatory disclosure the market becomes more efficient and more liquid, making the uninformed traders unambiguously better off. We also show that in order to conceal part of his information, under mandatory disclosure the insider may trade against his information, and, at the same time, add a random---"noise"---component to his trade order. As a result, insiders may end up buying (selling) when his information indicates the asset is overvalued (undervalued). This provides a rationale for contrarian trading.
The second essay examines trading behavior, price behavior and the informational efficiency and the informativeness of the price process in the equilibrium of a strategic trading game when some investors receive information before others. We show that the early informed investor may trade against his information to maintain his information superiority over the market. Under some conditions, subsequent price changes are positively correlated. We also find that the price process is less efficient and less informative than would be the case where there is no late-informed trader.
The third essay analyzes the infra-day behavior of market liquidity of the Toronto Stock Exchange which uses a computerized limit-order trading system. Along with previous studies, we show that the U-shaped infra-day pattern of spread does not depend on the market architecture. In addition, we confirm that bid-ask spread and market depth are two dimensions of market liquidity. Liquidity providers use both dimensions to deal with adverse selection problems. We also examine how price volatility and trading volume affect market liquidity. Price volatility is inversely related to market liquidity but trading volume is directly related to liquidity. High trading volume implies high liquidity trades and as a result, liquidity providers decrease (increase) ask (bid) price and/or increase depth at each quote.
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Rubtsov, Boris. "The Russian Securities Market: 20 Years of Development." Universität Potsdam, 2013. http://opus.kobv.de/ubp/volltexte/2013/6872/.

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Nguyen, Thi Anh Van. "TOWARD A WELL FUNCTIONING SECURITIES MARKET IN VIETNAM." Center for Asian Legal Exchange, Graduate School of Law , Nagoya University, 2004. http://hdl.handle.net/2237/20107.

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Anderson, D. Scott. "Unlimited liability and market efficiency, theory and evidence from the Canadian securities markets." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape7/PQDD_0014/NQ39253.pdf.

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Packies, Hilton. "The market abuse control legislative regime of South Africa, Nigeria and the United Kingdom - an approach to regulation and monitoring in relation to certain aspects of the financial markets of South Africa." Thesis, University of the Western Cape, 2015. http://hdl.handle.net/11394/5174.

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Magister Legum - LLM
The regulation of market abuse is currently an ever evolving subject, to such an extent that it has been placed as a high priority for regulators worldwide.¹ The Financial Markets Act 19 of 2012 (FMA) of South Africa² prohibits improper practices and is aimed at ensuring that market participants operate in a market that is free, safe and fair. In light of the above and as per example, all members of the stock exchange ensure that they accordingly adhere to the aims of the FMA by exercising functions such as due diligence and having a shared goal in embedding the values entrenched in the FMA.³ The purpose of this dissertation is aimed at assessing the key elements of the transformation process that the South African financial markets have embarked on, since the introduction of the FMA. More specifically, the paper aims to focus on the elements in relation to market abuse practices.⁴ The paper seeks to: 1. provide an overview analysis of the current market abuse control enforcement framework in relation to some selected aspects of the financial markets in South Africa. 2. look at the regulation employed in one of the biggest trading products namely, equities and current lacuna, the legislation that governs high frequency trading under these trading products and in general. 3. review whether regulation in South Africa on market abuse practices are robust enough to deal with key market abuse practices such as insider trading and market manipulation that manifested during the recent global financial crisis. 4. provide a comparative review of the current market leaders regulatory mechanisms on market abuse.
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Lee, Ju Hyun. "Selective disclosure : the case of the Korean securities market." Thesis, University of Birmingham, 2010. http://etheses.bham.ac.uk//id/eprint/998/.

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Korea adopted Regulation Fair Disclosure (FD) in November 2002. Regulation FD, designed with a goal of levelling the playing field among market participants, has created considerable debate among practitioners and academics. This thesis examines the effect of Regulation FD on the Korean securities market, using a large sample of 161,343 forecast-year observations and 2,311 firm-year observations from 2000 to 2007. We uncover four main sets of findings. First, we find that analysts' forecast accuracy has increased after the adoption of Regulation FD. We attribute this finding to the improved quality of public information and reduced importance of private access to managers in the post-FD period. Second, we provide evidence of significant change in firms' disclosure policy in the post-FD period. We report that private earning guidance and private information in analysts' forecasts have decreased as a consequence of curtailing selective disclosure in the post-FD period. Our findings are consistent with the intentions of Regulation FD to increase management disclosure to the general public. Third, we find no evidence of an increase in herding behaviour in the post-FD period. Our results contradict Regulation FD's opponents' claims that elimination of private channels may lead to increasing herding behaviour due to the chilling effect. We find no evidence that Regulation FD makes firms withhold their disclosure. To the contrary, our evidence suggests that Regulation FD has led to an increase in the quality and quantity of public information. Finally, we provide strong evidence for a reduction in informed trading and information leakage prior to unscheduled earnings announcement and release of analysts' recommendations. Overall, our results suggest that Regulation FD has been successful in eliminating selective disclosure and levelling the playing field for investors.
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Kleidt, Benjamin. "The use of hybrid securities market timing, investor rationing, signaling and asset restructuring /." Wiesbaden : Deutscher Universitäts-Verlag, 2006. http://site.ebrary.com/id/10231800.

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Books on the topic "Market of securities"

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Isaacs, Jonathan. Japanese securities market. London: Euromoney Books, 1990.

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Gemmell, Andrew. Unlisted securities market. (London) ((c/o ICAEW, PO Box 433, Chartered Accountants' Hall, Moorgate Place, EC2P 2BJ)): Moores & Rowland, 1985.

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Kok, Kim Lian. Malaysian securities market. Petaling Jaya, Selangor Darul Ehsan, Malaysia: Pelanduk Publications, 1995.

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Burke, John J. A. The Estonian securities market. [Yonkers, N.Y.?]: Juris Pub., 1998.

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Harrison, Matthew. Asia-Pacific securities market. Hong Kong: Longman, 1991.

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Saw, Swee-Hock. Securities market in Singapore. 2nd ed. Singapore: Singapore Securities Research Institute, 1985.

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W, Davis Edward, ed. The unlisted securities market. Oxford: Clarendon Press, 1989.

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Odife, Dennis O. The Nigerian securities market. Lagos: Malthouse Press, 1993.

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Commission, Nigeria Securities and Exchange. Secondary market in securities transactions. Lagos, Nigeria: Securities and Exchange Commission, 2000.

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Katz, Jeffrey H. Investing in money market securities. Chicago, Ill: Probus Pub., 1991.

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Book chapters on the topic "Market of securities"

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Choudhry, Moorad, Didier Joannas, Richard Pereira, and Rod Pienaar. "Mortgage-Backed Securities." In Capital Market Instruments, 232–63. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508989_12.

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Choudhry, Moorad, Didier Joannas, Gino Landuyt, Richard Pereira, and Rod Pienaar. "Mortgage-Backed Securities." In Capital Market Instruments, 254–72. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230279384_13.

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Glabadanidis, Paskalis. "Individual Securities." In Market Timing and Moving Averages, 157–68. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137359834_5.

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Sidier, Michel, and J. P. Morgan. "The French Market." In International Securities Lending, 47–65. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-12588-3_4.

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Russell, Graham Ross. "The Single Securities Market." In BIEC Yearbook 1989–1990, 202–5. London: Macmillan Education UK, 1989. http://dx.doi.org/10.1007/978-1-349-11350-7_26.

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Evstigneev, Igor V., Thorsten Hens, and Klaus Reiner Schenk-Hoppé. "Dynamic Securities Market Model." In Springer Texts in Business and Economics, 105–14. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-16571-4_11.

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Ziurys, Douglas G., and Günter H. Femers. "Securities Lending in the German Market." In International Securities Lending, 20–46. London: Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-12588-3_3.

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Smith, Josephine M. "Money Market Instruments." In Handbook of Fixed-Income Securities, 25–40. Hoboken, NJ, USA: John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118709207.ch2.

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Fraser, W. D. "Analysis of Stock-Market Securities." In Principles of Property Investment and Pricing, 29–44. London: Macmillan Education UK, 1993. http://dx.doi.org/10.1007/978-1-349-13311-6_4.

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Choudhry, Moorad, Didier Joannas, Richard Pereira, and Rod Pienaar. "Fixed Income Securities I: The Bond Markets." In Capital Market Instruments, 50–121. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508989_4.

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Conference papers on the topic "Market of securities"

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Vodyanik, F. V., and E. S. Novopashina. "RISKS OF INVESTING IN THE SECURITIES MARKET." In CONTEMPORARY ECONOMIC PROBLEMS OF RUSSIA AND CHINA. Amur State University, 2021. http://dx.doi.org/10.22250/medprh.45.

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Miller, Alexander, and Andrey Miller. "Investment efficiency of securities market: assessment methodology." In International Conference on Trends of Technologies and Innovations in Economic and Social Studies 2017. Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/ttiess-17.2017.71.

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Topaloğlu, Mustafa. "Recent Development Related to Mortgage Backed Securities in Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01571.

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While mortgage backed securities are extremely important for prospering economies especially, these securities are kinds of securities capital market instruments that show increase significantly for last 30 years. These make it convenient for development of the capital market and consumers to obtain housing cost-efficiently, in that these securities provide effective fund flow from different and new financing trough. All over the world mortgage based securities are issued by two securitization ways that: the first one is off-balance sheet securitization, mortgage backed securities which are common on countries, are dominated by Anglo-Saxon financing system and another one is in the balance sheet securitization, mortgage bond system is common in Continental Europe. In the context of the Turkey practice of mortgage backed securities is enforced by Mortgage Code numbered 5582, dated 2007. And then this matter is reconverted by Capital Market Code numbered 6362 and its relevant secondary regulation.
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Yongxin, Liu. "Discussing on Trend to Efficient Market Hypothesis of Securities and Futures Market." In 2009 International Conference on Information Management, Innovation Management and Industrial Engineering. IEEE, 2009. http://dx.doi.org/10.1109/iciii.2009.346.

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Zhi, Li. "Notice of Retraction: Reserach on the characteristics of securities and information asymmetry in securities market." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882442.

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Golmohammadi, Koosha, and Osmar R. Zaiane. "Data Mining Applications for Fraud Detection in Securities Market." In 2012 European Intelligence and Security Informatics Conference (EISIC). IEEE, 2012. http://dx.doi.org/10.1109/eisic.2012.51.

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Lu, Xiaoguang, Yanru Li, and Licheng Qian. "A Study on Stock Dividend of Chinese Securities Market." In International Academic Workshop on Social Science (IAW-SC-13). Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/iaw-sc.2013.8.

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"LEGAL REGULATION OF BROKERAGE ACTIVITIES ON THE SECURITIES MARKET." In Russian science: actual researches and developments. Samara State University of Economics, 2020. http://dx.doi.org/10.46554/russian.science-2020.03-2-563/566.

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Chen, Zhixu. "Impact of COVID-19 Pandemic on Securities Investment Market." In 2021 International Conference on Economic Development and Business Culture (ICEDBC 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210712.045.

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Nikitina, V. A., and N. G. Shulgina. "PROBLEMS AND TRENDS IN THE SECURITIES MARKET IN RUSSIA." In CONTEMPORARY ECONOMIC PROBLEMS OF RUSSIA AND CHINA. Amur State University, 2021. http://dx.doi.org/10.22250/medprh.2.9.

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Reports on the topic "Market of securities"

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Erel, Isil, Brandon Julio, Woojin Kim, and Michael Weisbach. Market Conditions and the Structure of Securities. Cambridge, MA: National Bureau of Economic Research, May 2009. http://dx.doi.org/10.3386/w14952.

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León-Rincón, Carlos Eduardo, Jhonatan Pérez-Villalobos, and Luc Renneboog. A multi-layer network of the sovereign securities market. Bogotá, Colombia: Banco de la República, August 2014. http://dx.doi.org/10.32468/be.840.

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Giovannini, Alberto. Why the European Securities Market is Not Fully Integrated. Cambridge, MA: National Bureau of Economic Research, November 2008. http://dx.doi.org/10.3386/w14476.

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Christensen, Hans, Luzi Hail, and Christian Leuz. Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement. Cambridge, MA: National Bureau of Economic Research, January 2011. http://dx.doi.org/10.3386/w16737.

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Gabaix, Xavier, Arvind Krishnamurthy, and Olivier Vigneron. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market. Cambridge, MA: National Bureau of Economic Research, December 2005. http://dx.doi.org/10.3386/w11851.

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Feldman, David, Anna M. Brockway, Elaine Ulrich, and Robert Margolis. Shared Solar. Current Landscape, Market Potential, and the Impact of Federal Securities Regulation. Office of Scientific and Technical Information (OSTI), April 2015. http://dx.doi.org/10.2172/1227801.

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Feldman, David, Anna M. Brockway, Elaine Ulrich, and Robert Margolis. Shared Solar. Current Landscape, Market Potential, and the Impact of Federal Securities Regulation. Office of Scientific and Technical Information (OSTI), April 2015. http://dx.doi.org/10.2172/1215167.

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López-Piñeros, Martha Rosalba, Norberto Rodríguez-Niño, and Miguel Sarmiento. Política monetaria y flujos de portafolio en una economía de mercado emergente. Banco de la República de Colombia, May 2022. http://dx.doi.org/10.32468/be.1200.

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Portfolio flows are an important source of funding for both private and public agents in emerging market economies. In this paper, we study the influence of changes in domestic and US monetary policy rates on portfolio inflows in an emerging market economy and discriminate among fixed income instruments (government securities and other corporate bonds) and variable income instruments (shares). We employ monthly data on portfolio inflows of non-residents in Colombia during the period 2011-2020 and identify the monetary policy shocks using a SVAR model with long-run restrictions. We find a positive and statistically significant response of portfolio inflows in government securities and corporate bonds to changes in both domestic and US monetary policy rates. Portfolio inflows in the stock market react more to changes in the inflation rate and do not react to changes in monetary policy rates. Our findings are consistent with the predictions of the interest rate channel and reestablish the predominant role of inflation rate in driving portfolio inflows. The results suggest that domestic and US monetary policy actions have an important effect on the behavior of portfolio inflows in emerging economies.
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Cavallo, Eduardo A., Eduardo Borensztein, and Pablo Pereira Dos Santos. Infrastructure Bonds. The Case of Brazil. Inter-American Development Bank, April 2022. http://dx.doi.org/10.18235/0004223.

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Debntures Incentivadas or incentivized bonds are securities first issued in 2012 whose interest and capital gains enjoy income tax exemption conditional on using funds to finance infrastructure expenditures. They have a minimum duration at issuance of four years, are denominated in reais and traded in local markets under national jurisdiction. In US dollar terms, the value of bonds issued reached a peak of $9.5 billion in 2019, and the overall number of bonds since inception of the program exceeds 400. The amount of infrastructure bonds issued every year rivals BNDES loans in terms of the total amounts of financing of infrastructure projects. The Brazilian experience with creating a market for incentivized bonds can be useful to other countries in the region seeking to develop long-term financing markets in local currency to finance infrastructure.
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10

Patel, Ketan B. Market risk in UST securities and futures: How much did volatility increase in March of 2020 through the lens of filtered historical simulation value-at-risk models? Federal Reserve Bank of Chicago, 2022. http://dx.doi.org/10.21033/pdp-2022-01.

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