Currency Risk in Brazil under Two Different Exchange Rate Regimes
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Branco, Marcelo Castelo ; Garcia, Marcio ; Medeiros, Marcelo C. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Currency risk | exchange rates | Kalman filter | GARCH model | finance |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 188 |
| Classification: | C29 - Econometric Methods: Single Equation Models. Other ; F31 - Foreign Exchange ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10005706650