Buscar
Mostrando ítems 1-5 de 5
Estudo das relações de paridade de juros para a economia brasileira no período recente
(2002-09-16)
The aim of this paper is to test whether the correction of the interest parity conditions by market expectancy (uncovered parity) and by risk premium (covered and uncovered parity) results in a (close) econometric validation ...
Eficiência do mercado de câmbio brasileiro: comportamento do mercado em face às crises, mudanças políticas e econômicas
(2020-01-21)
A taxa de câmbio é um assunto sempre presente nas discussões sobre política econômica brasileira, sendo a flutuação do câmbio um fator relevante aos agentes de mercado que recorrem aos contratos futuros de câmbio (forward) ...
Um teste de paridade coberta de juros, ajustada por prêmio de risco, para a economia brasileira entre 2007 e 2010
(2012-02-07)
The concept of covered interest parity imply that, in the absence of arbitrage barriers between two markets, the interest differential among two assets, identical in all relevant aspects, excepted by the reference currency, ...
Forward premium puzzle in Brasil: risk premium and order flow
(2022)
The uncovered interest parity postulates the relationship between two currencies over time should be given by the nominal interest rate differential. However, for over four decades, the forward exchange rate fails as a ...
Emissões de eurobonds tem impacto no cupom cambial?
(2011-01-11)
The purpose of this study is to estimate the impact of brazilian corporate issues in USD on Cupom Cambial. We can view Cupom Cambial, under Cover Interest Parity (CIP), as a result of two components: Risk-free rate (Libor) ...