Buscar
Mostrando ítems 1-10 de 65
The high frequency impact of macroeconomic announcements in the Brazilian futures markets
(Sociedade Brasileira de Econometria, 2016-11-01)
The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 ...
The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets
(Sociedade Brasileira de Econometria, 2016)
Speculation And Arbitrage In The Brazilian Future Market Of Foreign Exchange [especulação E Arbitragem No Mercado Brasileiro De Câmbio Futuro]
(Universidade Federal do Rio de Janeiro, 2014)
An assessment of exchange rate impact over Taylor rule determination in Brazil
(2017-01-31)
This work assesses the validity of applying the Taylor Rule to the Brazilian market. Several variables, tools and features were analyzed. Among its variables, inflation, inflation target and output gap were included to ...
Exchange Rate Policy In Brazil: An Analytical Framework [política Cambial No Brasil: Um Esquema Analítico]
(Centro de Economia Politica, 2015)
Forecasting Exchange Rate Density Using Parametric Models: the Case of BrazilEstimando a Densidade da Taxa de Câmbio Usando Modelos Paramétricos: o Caso do Brasil
(Lociedade Brasileira de Finanças, 2007)
What determines market development? Lessons from Latin American derivatives markets with an emphasis on Chile
(ACADEMIC PRESS INC ELSEVIER SCIENCE, 2003-10)
There is considerable heterogeneity in the development of derivatives markets in different countries. The question is: why? This paper addresses this question in the context of major derivatives markets in Latin America. ...
Impacto das expectativas de mercado na taxa de juros brasileira
(2021-06-23)
O objetivo desse trabalho é identificar a existência de uma possível relação entre as expectativas do mercado e a taxa de juros brasileira. As expectativas de mercado são divulgadas pelo relatório Focus do Banco Central ...