Itens para a visualização no momento 1-2 of 2

    • Previsão da estrutura a termo de cupom cambial 

      Barbosa, Diego Makasevicius (2017-09-25)
      This paper proposes to apply a similar framework adopted by Diebold and Li (2006) to forecast the Brazilian term structure of the US dollar-denominated interest rates, which have been done through the well-known three ...
    • Uncovered equity parity: an empirical analysis for the Brazilian financial market 

      Zapp, Jan-Frederik (2018-10-04)
      This paper analyzes if the uncovered equity parity conditions, established by Hau and Rey (2006), hold for Brazil or if divergent capital flow dynamics are observable. The paper applies a vector autoregressive model, ...