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Prêmio de risco endógeno, metas de inflação e câmbio flexível: implicações dinâmicas da hipótese Bresser-Nakano para uma pequena economia averta
Oreiro, José Luís - In: Brazilian journal of political economy 22 (2002) 3, pp. 107-122
Persistent link: https://www.econbiz.de/10001701527
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Taxa de juros e prêmio de risco : investigando a hipótese Bresser-Nakano para a economia brasileira, 1995 - 2005
Marques, André M.; Fochezatto, Adelar - In: Revista de economia contemporânea : revista … 11 (2007) 2, pp. 351-375
Persistent link: https://www.econbiz.de/10003590999
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O nível da taxa básica de juros e o spread bancário no Brasil : uma análise de dados em painel
Manhiça, Félix António; Jorge, Caroline Teixeira - 2012
. The volatility of interest rates, however, showed no significant results. …
Persistent link: https://www.econbiz.de/10009558421
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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 …, 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 …
Persistent link: https://www.econbiz.de/10009229326
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Globalização e inconversibilidade monetária
Carneiro, Ricardo - In: Brazilian journal of political economy 28 (2008) 4, pp. 539-556
Persistent link: https://www.econbiz.de/10003821540
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Ações como "Hedge" contra a inflação
Machado, Marcos F. - In: Revista brasileira de mercado de capitais : RBMEC 11 (1985) 36, pp. 317-423
Persistent link: https://www.econbiz.de/10001044277
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Modelos de volatilidade estocástica com deformação temporal : um estudo empírico para o índice Ibovespa
Ziegelmann, Flávio A. - In: Pesquisa e planejamento econômico : PPE 27 (1997) 2, pp. 353-375
Persistent link: https://www.econbiz.de/10001240326
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Carry trade e risco cambial : um conto de dois fatores
Ferreira, Alex Luiz; Moore, Michael J. - In: Revista brasileira de economia : RBE ; revista da … 69 (2015) 4, pp. 429-449
Persistent link: https://www.econbiz.de/10011447330
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Metas de inflação e volatilidade cambial : una análise da experiência internacional com PAINEL-GARCH
Rocha, Marcos; Curado, Marcelo - In: Revista de economia contemporânea : revista … 15 (2011) 2, pp. 342-361
Persistent link: https://www.econbiz.de/10009629272
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Contagion of US Subprime Mortgage Crisis to Colombian Economy : Measured by Financial Market Data
Nguyen, Chu V. - 2017
English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...
Persistent link: https://www.econbiz.de/10012949082