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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Forecasting exchange rate density using parametric models : the case of Brazil
Abe, Marcos M. (contributor); Chang, Eui Jung (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003512712
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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011327408
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The usefulness of factor models in forecasting the exchange rate : results from the Brazilian case
Felício, Wilson Rafael de Oliveira; Rossi Júnior, … - 2012
Persistent link: https://www.econbiz.de/10009707148
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Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012
Using forecasts of the Brazilian real and the Mexican peso, we analyze the shape of the loss function of exchange-rate forecasters and the rationality of their forecasts. We find a substantial degree of cross-sectional heterogeneity with respect to the shape of the loss function. While some...
Persistent link: https://www.econbiz.de/10010425218
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Common factors and the exchange rate : results from the Brazilian case
Felício, Wilson Rafael de Oliveira; Rossi Júnior, … - In: Revista brasileira de economia : RBE ; revista da … 68 (2014) 1, pp. 49-71
Persistent link: https://www.econbiz.de/10011446493
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Uncovered interest parity with fundamentals : a Brazilian exchange rate forecast model
Muinhos, Marcelo Kfoury; Freitas, Paulo Springer de; … - In: Monetary transmission in diverse economies, (pp. 191-207). 2002
Persistent link: https://www.econbiz.de/10001707838
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Uncovered interest parity with fundamentals: a Brazilian exchange rate forecast model
Muinhos, Marcelo Kfoury (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741897
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Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case
Marçal, Emerson Fernandes - 2020
The seminal study of Meese and Rogoff (1983) on exchange rate forecastability had a great impact on the international finance literature. The authors showed that exchange rate forecasts based on structural models are worse than a naive random walk. This result is known as the Meese-Rogoff (MR)...
Persistent link: https://www.econbiz.de/10012856524