Narrow search
Showing 1 - 10 of 17
Cover Image
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
Cover Image
Estimando o desalinhamento cambial brasileiros a partir de modelos multivariados com cointegração
Marçal, Emerson Fernandes - 2011
This paper aims to estimate the equilibrium real exchange rate for the Brazilian economy. The equilibrium exchange rate is defined as the level of exchange that guarantees that the net foreign asset position is stable over time. An econometric model is estimated using cointegration techniques....
Persistent link: https://www.econbiz.de/10009314554
Cover Image
Exchange rate misalignments, interdependence, crises, and currency wars : an empirical assessment
Marçal, Emerson Fernandes - In: Revista brasileira de economia : RBE ; revista da … 68 (2014) 2, pp. 243-276
Persistent link: https://www.econbiz.de/10011446550
Cover Image
EU-Mercosur trade relations : impacts of exchange rate misalignments on tariffs
Thorstensen, Vera; Marçal, Emerson Fernandes; Ferraz, … - 2013
Persistent link: https://www.econbiz.de/10009760369
Cover Image
EU-Mercosur trade relations : impacts of exchange rate misalignments on tariffs
Thorstensen, Vera; Marçal, Emerson Fernandes; Ferraz, … - In: Enhancing the Brazil-EU strategic partnership : from …, (pp. 92-109). 2013
Persistent link: https://www.econbiz.de/10010355529
Cover Image
Trade rules and exchange rate misalignments : in search for a WTO solution
Thorstensen, Vera; Marçal, Emerson Fernandes; Ferraz, … - In: Brazilian journal of political economy 34 (2014) 3, pp. 370-395
Persistent link: https://www.econbiz.de/10011451003
Cover Image
Deviations from the covered interest parity : the role of fundamentals, financial and political turmoil, and market frictions
Costa, Marisa Gomes da; Marçal, Emerson Fernandes - In: Revista Brasileira de Finanças : RBFin 19 (2021) 2, pp. 91-122
Persistent link: https://www.econbiz.de/10012616660
Cover Image
Is it possible to beat the random walk model in exchange rate forecasting? : more evidence for Brazilian case
Marçal, Emerson Fernandes; Hadad Junior, Eli - In: Revista Brasileira de Finanças : RBFin 14 (2016) 1, pp. 65-88
Persistent link: https://www.econbiz.de/10011586095
Cover Image
Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? : evidence for United States
Marçal, Emerson Fernandes; Prince, Diogo de; … - In: The empirical economics letters : a monthly … 17 (2018) 3, pp. 417-429
Persistent link: https://www.econbiz.de/10011913017
Cover Image
Estimando o desalinhamento cambial brasileiros a partir de modelos multivariados com cointegração
Marçal, Emerson Fernandes - 2011
This paper aims to estimate the equilibrium real exchange rate for the Brazilian economy. The equilibrium exchange rate is defined as the level of exchange that guarantees that the net foreign asset position is stable over time. An econometric model is estimated using cointegration techniques....
Persistent link: https://www.econbiz.de/10010330875