authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …

.---------------------------------------------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 …

aims to analyze the volatility process of the return the prices of beef cattle in the State of São Paulo; examining two … factors determinatives, the persistence of shocks and asymmetry in the volatility, by means of the application of ARCH …/GARCH models. The empirical results had shown persistence reactions and asymmetry in the volatility, that is, the negative and …

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 …

. The volatility of interest rates, however, showed no significant results. …