Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Alessandra Pasqualina Viola, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Claudio Henrique da Silveira Barbedo
| Year of publication: |
2019
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|---|---|
| Authors: | Viola, Alessandra Pasqualina ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo ; Barbedo, Claudio Henrique da Silveira |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 47.2019, p. 251-263
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| Subject: | Volatility | Quantile regression | Endogeneity | GARCH | Foreign exchange intervention | Foreign exchange market | Volatilität | Wechselkurspolitik | Exchange rate policy | Brasilien | Brazil | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Devisenmarkt | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135731