Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Alessandra Pasqualina Viola, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto and Wagner Piazza Gaglianone
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Viola, Alessandra Pasqualina ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Gaglianone, Wagner Piazza |
| Publisher: |
Brasília, DF, Brazil : Banco Central do Brasil |
| Subject: | Government intervention | quantile regression; volatility | endogeneity | foreign exchange market | stock market | CAViaR | GARCH | Volatilität | Volatility | Wechselkurs | Exchange rate | Brasilien | Brazil | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Devisenmarkt | Foreign exchange market | Wechselkurspolitik | Exchange rate policy | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Extent: | 1 Online-Ressource (circa 41 Seiten) |
|---|---|
| Series: | Série de trabalhos para discussão. - Brasília : Banco Central do Brasil, ISSN 1519-1028, ZDB-ID 2105757-6. - Vol. 466 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944952