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New-Structuralist Exchange-Rate Policy and the Pattern of Specialization in Latin American Countries
(Roma Tre Università degli studi. Centro di Ricerche e Documentazione Piero Sraffa, 2018-02)
The present article critically examines the transmission channels between the real ex-change rate and output growth adduced by the so-called New-Structuralist doctrine. It is shown that the assumptions under which the ...
Sector carbonífero en Colombia y sus exportaciones : identificación de alternativas para mitigar el riesgo cambiario analizando el periodo 1990-2014
(Universidad de La Salle. Facultad de Ciencias Económicas y Sociales. Finanzas y Comercio Internacional, 2016)
Stabilization, volatility and the equilibrium real exchange rate
(Escola de Pós-Graduação em Economia da FGV, 1995-11-23)
In a general equilibrium model. we show that the value of the equilibrium real exchange rate is affected by its own volatility. Risk averse exporters. that make their exporting decision before observing the realization of ...
ON MEASURES, PRICING AND SHARING OF RISKON MEASURES, PRICING AND SHARING OF RISK
(Departamento de Matemática Aplicada. Facultad de Matemática y Computación. Universidad de La Habana, 2023)
An empirical model of the Brazilian country risk - An extension of the beta country risk model
(2006)
This paper develops a statistical model to study the Brazilian country risk using a country beta model in the spirit of Harvey and Zhou (1993), Erb et al. (1996a, b) and Gangemi et al . (2000). Specifically, the impact of ...
Prima de riesgo y volatilidad del tipo de cambio
(El Autor, 2012)
Monetary policy, default risk and the exchange rate
(Fundação Getúlio Vargas, 2011)
In a country with high probability of default, higher interest rates may render the currency less attractive if sovereign default is costly. This paper develops that intuition in a simple model and estimates the effect of ...
Feasibility of using futures contracts of the Chicago Mercantile Exchange for hedging price risk in Chilean cattle
The aim of this paper is to study the feasibility of using Chicago Mercantile Exchange futures contracts as a price risk hedging instrument for cattle in Chile. For this purpose, seasonal unit root tests were performed, ...
INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
(2010)
We use a new statistical test based on the signal coherence function to detect subtle periodicities in the Chilean exchange rate. We resort to a unique intraday data set that allows us to capture persistent cyclical movements ...