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Volatilidade da taxa de câmbio real e taxa de juros no Brasil : evidências de um modelo VAR-GARCH-M para o período 1999-2010

Cerqueira, Vinícius dos Santos - 2011

This paper investigates the relationship between interest rate and volatility of real effective exchange rate in Brazil. Through a simultaneous multivariate GARCH model, which allows estimating equations for the mean and variance in a single stage, it was observed that: it’s not possible to...

Persistent link: https://www.econbiz.de/10009229326

A inércia da taxa de juros na política monetária

Barbosa, Fernando de Holanda (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002168519

Rente og inflasjon

Bårdsen, Gunnar; Nymoen, Ragnar - 2002

Persistent link: https://www.econbiz.de/10001650085

Volatilidade da taxa de câmbio real e taxa de juros no Brasil: Evidências de um modelo VAR-GARCH-M para o período 1999-2010

dos Santos Cerqueira, Vinícius - 2011

This paper investigates the relationship between interest rate and volatility of real effective exchange rate in Brazil. Through a simultaneous multivariate GARCH model, which allows estimating equations for the mean and variance in a single stage, it was observed that: it's not possible to say...

Persistent link: https://www.econbiz.de/10010330766

Empirisk modellering av norske pengemarkeds- og obligasjonsrenter

Akram, Qaisar Farooq; Frøyland, Espen - 1997

Persistent link: https://www.econbiz.de/10000952989

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