Browsing FGV EESP - Textos para Discussão / Working Paper Series by Subject "Taxas de juros"
Now showing items 1-6 of 6
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Acumulação de capital, lucros e juros
1991-02-01 -
Brazil’s 35 years-old quasi-stagnation: facts and theory
2015-08-07Brazil is growing around 1% per capita a year from 1981; this means for a country that is supposed to catch up, quasi-stagnation. Four historical new facts explain why growth was so low after the Real Plan: the reduction ... -
Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions
2019-05Recent works for mature markets on covered interest parity suggest that deviations are mean reverting but persistent particularly after 2008 crisis (Du et al., 2018). Our study aims to contribute to the literature by ... -
Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break
2012-09-17This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are ... -
US real interest rates and default risk in emerging economies
2012-09-12This paper empirically investigates the impact of changes in US real interest rates on sovereign default risk in emerging economies using the method of identification through heteroskedasticity. Policy-induced increases ...
