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Empirical market microstructure : an analysis of the BRL/US$ exchange rate market

Laurini, Márcio Poletti; Furlani, Luiz Gustavo Cassilatti - In: Emerging markets review 9 (2008) 4, pp. 247-265

Persistent link: https://www.econbiz.de/10003811137

Investigação da memória de longo prazo na taxa de câmbio no Brasil

Souza, Sergio R. S.; Tabak, Benjamin Miranda; Cajueiro, … - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 2, pp. 193-209

Persistent link: https://www.econbiz.de/10003407357

Efeitos das intervenções cambiais a vista na taxa de câmbio R$/US$ : o caso brasileiro de 1999 a 2008

Meurer, Roberto; Teixeira, Felipe Wolk; Tomazzia, … - In: Economia aplicada : EA 14 (2010) 4, pp. 323-346

Persistent link: https://www.econbiz.de/10009309102

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

Forecasting the Nominal Exchange Rate between the Brazilian Real and the American Dollar

Filho, Elmo Tambosi; Vieira da Silva, Wesley; de … - 2004

The purpose of this study is to determine an econometric model forecasting the nominal exchange rate between the Brazilian Real and the American Dollar. Monthly data from January, 1995 through February, 2001 is used. The Dickey-Fuller (DF) and Augmented Dickey Fuller (ADF) for the existence of a...

Persistent link: https://www.econbiz.de/10014071249