Browsing Produção Intelectual em Bases Externas by Author "Marçal, Emerson Fernandes"

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Contagion or interdependence in the financial markets of Asia, Latin America, and the United States: from tequila effect to the subprime crisis

Marçal, Emerson Fernandes; Pereira, Pedro L. Valls; Martin, Diógenes Manoel Leiva; Nakamura, Wilson Toshiro; Monteiro, Wagner Oliveira
2011
Estimando o desalinhamento cambial brasileiro: uma análise de robustez a partir do modelo global com mecanismo de correção de erros

Marçal, Emerson Fernandes
2015-09-01

This paper aims to compare two different methodologies to estimate exchange rate misalignment. The first methodology consists of using multivariate time series techniques and a model with domestic variables. The second ...
Testing the hypothesis of contagion using multivariate volatility models

Marçal, Emerson Fernandes; Pereira, Pedro L. Valls
2008-11-01

The aim of this paper is to test whether or not there was evidence of contagion across the various ﬁnancial crises that assailed some countries in the 1990s. Data on sovereign debt bonds for Brazil, Mexico, Russia and ...