.---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … persistence of volatility in the group was observed by empirical measurement of econometric models GARCH. The test ARCH … volatility. The sum of the coefficients of reaction (ARCH) and persistence (GARCH) resulted in values very close to 1 for these …

This paper investigates the relationship between interest rate and volatility of real effective exchange rate in Brazil …, it was observed that: it’s not possible to say that the percentage change in real effective exchange rate, its volatility … inflation targeting, this account suggests that the high exchange rate volatility in Brazil may be related to the monetary …