| dc.creator | Rossi P. | |
| dc.date | 2014 | |
| dc.date | 2015-06-25T17:52:04Z | |
| dc.date | 2015-11-26T14:13:04Z | |
| dc.date | 2015-06-25T17:52:04Z | |
| dc.date | 2015-11-26T14:13:04Z | |
| dc.date.accessioned | 2018-03-28T21:13:46Z | |
| dc.date.available | 2018-03-28T21:13:46Z | |
| dc.identifier | | |
| dc.identifier | Revista De Economia Contemporanea. Universidade Federal Do Rio De Janeiro, v. 18, n. 1, p. 84 - 98, 2014. | |
| dc.identifier | 14159848 | |
| dc.identifier | 10.1590/141598481814 | |
| dc.identifier | http://www.scopus.com/inward/record.url?eid=2-s2.0-84908087935&partnerID=40&md5=880f6b50fa1742bcb1df2e45d98bf9b1 | |
| dc.identifier | http://www.repositorio.unicamp.br/handle/REPOSIP/86202 | |
| dc.identifier | http://repositorio.unicamp.br/jspui/handle/REPOSIP/86202 | |
| dc.identifier | 2-s2.0-84908087935 | |
| dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1242175 | |
| dc.description | This paper proposes a methodology for studying the formation of the real/dollar exchange rate based on the distinction between the categories of agents responsible for arbitrage and speculation in the future market. The analysis identifies a correlation between the exchange rate position of groups of agent sat the BM&F and the exchange rate variation within one month. The results are consistent with the hypothesis that foreign and institutional investors make up trends in the future exchange market pursuing speculative gains, and that banks acts to carry out arbitrage gains transmitting the speculative pressure coming from the future market to spot market. | |
| dc.description | 18 | |
| dc.description | 1 | |
| dc.description | 84 | |
| dc.description | 98 | |
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| dc.description | Rossi, P., (2012) Taxa de câmbio no Brasil: Dinâmicas da arbitragem e da especulação, , Tese de Doutorado, Instituto de Economia, Universidade Estadual de Campinas, Campinas | |
| dc.description | Sarno, L., Taylor, M.P., The microstructure of the foreign-exchange market: A selective survey of the literature (2001) Princeton Studies in International Economics, (89). , mai | |
| dc.description | Sarno, L., Taylor, M.P., (2006) The economics of exchange rates, , Cambridge: Cambridge University Press | |
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| dc.language | pt | |
| dc.publisher | Universidade Federal do Rio de Janeiro | |
| dc.relation | Revista de Economia Contemporanea | |
| dc.rights | aberto | |
| dc.source | Scopus | |
| dc.title | Speculation And Arbitrage In The Brazilian Future Market Of Foreign Exchange [especulação E Arbitragem No Mercado Brasileiro De Câmbio Futuro] | |
| dc.type | Artículos de revistas | |
