Showing 1 - 10 of 409
Persistent link: https://www.econbiz.de/10001099276
Persistent link: https://www.econbiz.de/10001610127
Persistent link: https://www.econbiz.de/10013453841
Persistent link: https://www.econbiz.de/10003821614
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
Persistent link: https://www.econbiz.de/10002168519
Persistent link: https://www.econbiz.de/10009130316
Persistent link: https://www.econbiz.de/10002512090
Persistent link: https://www.econbiz.de/10003354620
Persistent link: https://www.econbiz.de/10003575464