O objetivo deste artigo é aplicar o mecanismo de correção de erros linear e não linear para encontrar as elasticidades de resposta das exportações do setor de borracha a diversas variáveis. Duas importantes contribuições emergem desta pesquisa. A primeira é o uso da metodologia de...

The literature on exchange rate forecasting is vast. Many researchers have tested whether implications of theoretical economic models or the use of advanced econometric techniques can help explain future movements in exchange rates. The results of the empirical studies for major world currencies...

In the paper, we propose two new efficient methods for pricing barrier option in wide classes of Lévy processes with/without regime switching. Both methods are based on the numerical Laplace transform inversion formulae and the Fast Wiener-Hopf factorization method developed in Kudryavtsev and...