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Random sums of exchangeable variables and actuarial applications
(ELSEVIER SCIENCE BV, 2008)
In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any ...
A model of medium term exchange rate forecast in an open economy: the case of the mexican peso
(Universidad Nacional Autónoma de MéxicoMX, 2014)
Keynes (1930) and Samuelson (1965) proposals open the possibility of matching predictability and efficiency, as evidenced by the seminal study by Fisher (1930). Recent findings suggest that the foreign exchange market ...
A model of medium term exchange rate forecast in an open economy: the case of the mexican peso
(Universidad Nacional Autónoma de MéxicoMX, 2014)
Keynes (1930) and Samuelson (1965) proposals open the possibility of matching predictability and efficiency, as evidenced by the seminal study by Fisher (1930). Recent findings suggest that the foreign exchange market ...
Brazilian exchange rate complexity: Financial crisis effects
(ELSEVIER SCIENCE BVAMSTERDAM, 2012)
With the financial market globalization, foreign investments became vital for the economies, mainly in emerging countries. In the last decades, Brazilian exchange rates appeared as a good indicator to measure either ...
The determinants of currency risk management in Latin American nonfinancial firms
(M E Sharpe Inc, 2009-02)
This paper investigates the determinants of currency risk management in nonfinancial firms in Argentina, Brazil, Chile, and Mexico, based on a panel data sample of firms that list as American depositary receipts from 2001 ...
Corporate risk management and exchange rate volatility in Latin America
(ECLAC, 2003-03)
Abstract
This article studies the currency risk management of multinational companies with investments in Latin American countries. The analysis is centred on episodes of currency or financial shocks, searching into the ...
Debt composition and exchange rate balance sheet effects in Brazil: a firm level analysis
(Escola de Pós-Graduação em Economia da FGV, 2004-03-01)
In this paper we study the interaction between macroeconomic environment and firms’ balance sheet effects in Brazil during the 1990’s. We start by assessing the influence of macroeconomic conditions on firms’ debt composition ...
Is the foreign exchange derivatives market effective and efficient in reducing currency risk?
(Banco Central de Chile, 2006)