Browsing FGV EBAPE - Escola Brasileira de Administração Pública e de Empresas by Subject "Câmbio"
Now showing items 1-3 of 3
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Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options
2012-04-12Building Risk-Neutral Densities (RND) from options data can provide market-implied expectations about the future behavior of a financial variable. And market expectations on financial variables may influence macroeconomic ... -
Operações de hedge cambial em empresas não financeiras: um estudo de caso das empresas aracruz celulose e sadia
2011-03-02Com o aprofundamento da crise financeira internacional e a conseqüente valorização do dólar no segundo semestre de 2008, diversas empresas não financeiras registraram enormes perdas financeiras com operações de derivativos ... -
A tool to undertand the world currencies: the correlation map
2016-11-11The currency markets are dominated by the few greatest currencies (as $, €, ¥, £ …). Their strong influence is gathering many currencies around them. From the outside, it looks like a large group of correlated currencies. ...
