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The impact of macroeconomic announcements in the Brazilian futures markets
Santos, Francisco; Garcia, Márcio Gomes Pinto; … - 2014
The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 to January 2011, we find that external macroeconomic announcements dominate...
Persistent link: https://www.econbiz.de/10010402125
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The high-frequency impact of macroeconomic announcements on the Brazilian futures markets
Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 2, pp. 185-222
Persistent link: https://www.econbiz.de/10011644164
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Identifying the bank lending channel in Brazil through data frequency
Coelho, Christiano Arrigoni; Mello, Joao M. P. de; … - In: Economia : journal of the Latin American and Caribbean … 10 (2009/10) 2, pp. 47-79
Persistent link: https://www.econbiz.de/10008859850
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Identifying the bank lending channel in Brazil through data frequency
Coelho, Christiano Arrigoni; Mello, Joao M. P. de; … - 2010
. We show that the bank lending channel exists in Brazil: after an increase (decrease) in the basic interest rate (Selic …
Persistent link: https://www.econbiz.de/10008657329
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The formation of inflation expectations in Brazil
Garcia, Márcio Gomes Pinto - 1991
Persistent link: https://www.econbiz.de/10000873086
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Private international capital flows to Brazil
Carneiro Netto, Dionísio Dias; Garcia, Márcio Gomes Pinto - 1995
Persistent link: https://www.econbiz.de/10000549337
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Perron, Pierre; Cati, Regina Celia; Garcia, Márcio … - 1995
Persistent link: https://www.econbiz.de/10000588038
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Capital flows to Brazil in the nineties : macroeconomic aspects and the effectiveness of capital controls
Garcia, Márcio Gomes Pinto; Barcinski, Alexandre - 1996
Persistent link: https://www.econbiz.de/10000601371
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The formation of inflation expectations in Brazil : a study of the Fisher effect in a signal extraction framework
Garcia, Márcio Gomes Pinto - 1991
Persistent link: https://www.econbiz.de/10000129846
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The formation of inflation expectations in Brazil : a study of the futures market for the price level
Garcia, Márcio Gomes Pinto - 1991
Persistent link: https://www.econbiz.de/10000129848