Option-based risk aversion indicators for predicting currency crises in emerging markets
Jaqueline Terra Moura Marins
| Year of publication: |
January 2020
|
|---|---|
| Authors: | Marins, Jaqueline Terra Moura |
| Publisher: |
Brasília, DF, Brazil : Banco Central do Brasil |
| Subject: | risk aversion indexes | currency options and financial crises | Risikoaversion | Risk aversion | Währungskrise | Currency crisis | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Theorie | Theory | Devisenoption | Currency option | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Risikoprämie | Risk premium |
| Extent: | 1 Online-Ressource (circa 29 Seiten) Illustrationen |
|---|---|
| Series: | Série de trabalhos para discussão. - Brasília : Banco Central do Brasil, ISSN 1519-1028, ZDB-ID 2105757-6. - Vol. 515 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171354