Listagem FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia por Título "Uncovered equity parity: an empirical analysis for the Brazilian financial market"
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Uncovered equity parity: an empirical analysis for the Brazilian financial market
2018-10-04This 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, ...


