Buscar
Mostrando ítems 1-8 de 8
Price Discovery in Brazilian FX Markets
(Sociedade Brasileira de Econometria, 2015)
Comportamento do BRL-USD na vizinhança de vencimentos de derivativos de câmbio
(2016-05-27)
Several times a year, financial newspapers aficionados are used to read about the PTAX fixing in Brazil in the last day of the month. PTAX is the rate in which foreign exchange derivatives contracts index to in the country. ...
O mercado de câmbio brasileiro pela ótica da microestrutura
(2009-07-14)
We address whether spot exchange rate relationship with order flow is derived from flow’s ability to aggregate information regarding future fundamentals that are dispersed in the economy. We test this link using a dataset ...