The objective of this work is to determine the presence of volatility in the spot and futures exchange rates, detecting, thus, the presence of risk. Identified the volatility, it is looked for shaping it through the construction of models capable to forecast the behavior of the spot and futures...

The objective of this work is to determine the presence of volatility in the spot and futures exchange rates, detecting, thus, the presence of risk. Identified the volatility, it is looked for shaping it through the construction of models capable to forecast the behavior of the spot and futures...

O trabalho objetivou determinar a presença de volatilidade nas taxas de câmbio a vista e futura, detectando, assim, a presença de risco. Detectada a volatilidade procurou modelar esta volatilidade e construir modelos capazes de prever as taxas de câmbio a vista e futura. Diante das...

This paper, supported on the theory of the Boarding of the Elasticities, had as objective to show the influence of the exchange ratedepreciation in the value of the Brazilian exportations. For this purpose, Structural Vector Autoregressive Models (SVAR Models)where used to calculate the offer of...

The present work looked for to show the influence of nominal variable in the determination of nominal exchange rate R$/USS. For this, the model of the parity of the tax of interests was used, ally to the monetary market. It was looked, also, to foresee the tax of exchange rate R$/USS, until...

This paper, supported on the theory of the Boarding of the Elasticities, had as objective to show the influence of the exchange rate depreciation in the value of the Brazilian exportations. For this purpose, Structural Vector Autoregressive Models (SVAR Models) where used to calculate the offer...