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Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
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Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017
Persistent link: https://www.econbiz.de/10011944952
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Modelling Exchange Rate Variations and Global Shocks in Brazil
Ngalawa, Harold - 2017
. (2012). The results show that the GARCH (1,1) model provides the best fit for Brazil's exchange rate variations while the …The purpose of this paper is to model variations of Brazil's exchange rates and global shocks in order to establish if … global oil prices and international interest rates (global shocks) have any impact on exchange rate variations in Brazil …
Persistent link: https://www.econbiz.de/10012952846
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Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil
Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325
Persistent link: https://www.econbiz.de/10011458821
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Testing nonlinearities between brazilian exchange rate and inflation volatilities
Albuquerque, Christiane R. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003323900
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Testing nonlinearities between Brazilian exchange rate and inflation volatilities
Albuquerque, Christiane R.; Portugal, Marcelo Savino - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 4, pp. 325-351
Persistent link: https://www.econbiz.de/10003423426
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Forecasting USD-BRL currency rate volatility using realized and implied volatilities data
Campani, Carlos Heitor; Durães, Assis Gustavo da Silva - In: Estudos econômicos : publicação trimestral do … 48 (2018) 4, pp. 687-719
Persistent link: https://www.econbiz.de/10012056878
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The impact of Brazil on global grain dynamics : a study on cross-market volatility spillovers
Avileis, Felipe G.; Mallory, Mindy L. - In: Agricultural economics : the journal of the … 53 (2022) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10013165266
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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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Mergers and acquisitions and market volatility of Brazilian banking stocks : an application of GARCH models
Pessanha, Gabriel Rodrigo Gomes; Bruhn, Nádia Campos … - In: Latin American business review : journal of the … 17 (2016) 4, pp. 333-357
Persistent link: https://www.econbiz.de/10011649372