Empirical market microstructure : an analysis of the BRL/US$ exchange rate market
Year of publication: |
2008
|
---|---|
Authors: | Laurini, Márcio Poletti ; Furlani, Luiz Gustavo Cassilatti ; Portugal, Marcelo Savino |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 9.2008, 4, p. 247-265
|
Subject: | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | US-Dollar | US dollar | Asymmetrische Information | Asymmetric information | Regressionsanalyse | Regression analysis | Marktmikrostruktur | Market microstructure | Schwellenländer | Emerging economies | Brasilien | Brazil |
-
Essays on exchange rate, sovereign risk and international investment
Wu, Thomas Yen Hon, (2007)
-
Private information, capital flows, and exchange rates
Gyntelberg, Jacob, (2018)
-
L' approche microstructurelle du marché des changes
Teïletche, Jérôme, (2000)
- More ...
-
Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti, (2004)
-
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F., (2010)
-
Caldeira, João F., (2010)
- More ...