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O Mercado interbancário de câmbio no Brasil
Garcia, Márcio G. P.; Urban, Fábio - 2005
We thoroughly describe the workings of the Brazilian interbank exchange rate market: agents, products, regulation, operation and risks. We analyse the recent evolution of the exchange rate market and came to a negative evaluation of the current exchange rate trading system, thereby suggesting an...
Persistent link: https://www.econbiz.de/10011807334
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O Mercado interbancário de câmbio no Brasil,Creation-Date: 2005-07
Garcia, Marcio Gomes Pinto; Urban, Fábio - Departamento de Economia, Pontifícia Universidade … - 2005
We thoroughly describe the workings of the Brazilian interbank exchange rate market: agents, products, regulation, operation and risks. We analyse the recent evolution of the exchange rate market and came to a negative evaluation of the current exchange rate trading system, thereby suggesting an...
Persistent link: https://www.econbiz.de/10005222453
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Contagion of US Subprime Mortgage Crisis to Colombian Economy : Measured by Financial Market Data
Nguyen, Chu V. - 2017
English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...
Persistent link: https://www.econbiz.de/10012949082
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O prêmio de risco da taxa de câmbio no Brasil durante o Plano Real
Garcia, Márcio Gomes Pinto; Olivares, Gino A. - 1999
A principal explicação sugerida pela literatura para o viés do preço futuro em relação à taxa de câmbio que prevalecerá no futuro é a existência de um prêmio de risco. Aplicamos aqui os principais modelos teóricos e técnicas econométricas para identificação e mensuração do...
Persistent link: https://www.econbiz.de/10011935025
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O prêmio de risco da taxa de câmbio no Brasil
Garcia, Márcio Gomes Pinto; Olivares, Gino A. - Departamento de Economia, Pontifícia Universidade … - 1999
A principal explicação sugerida pela literatura para o viés do preço futuro em relação à taxa de câmbio que prevalecerá no futuro é a existência de um prêmio de risco. Aplicamos aqui os principais modelos teóricos e técnicas econométricas para identificação e mensuração do...
Persistent link: https://www.econbiz.de/10005744406
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Risco País, Fluxos de Capitais e Determinação da Taxa de Juros no Brasil: Uma Analise de Impactos por Meio da Metodologia VEC
Biage, Milton; Correa, Vanessa Petrelli; Neder, … - In: Economia 9 (2008) 1, pp. 63-113
O trabalho analisou as inter-relações entre as taxas de juros domésticas (SELIC e SWAP DI-PR_E 360) e outras variáveis que teoricamente as afetam ou são afetadas por elas, como: o índice EMBI+, o câmbio, a inação e a razão DLSP/PIB. Além destas variáveis foram introduzidos na analise...
Persistent link: https://www.econbiz.de/10008516683
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Flexibilidade entre plantio e arrendamento rural no Brasil
Pecly, Marcelo Guedes; Igrejas, Rafael - 2022
decision under uncertainty can be properly conducted by Real Options Theory. Thus, in this study, is proposed a model to … agribusiness in Brazil. The landowners using real options approach for decision making, can optimize their resources. …
Persistent link: https://www.econbiz.de/10013400229
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Efeito da flexibilidade na decisão de investimento: Uma aplicação à exploração do cobre
Gomes Santana Félix, Elisabete; Esperança, José Paulo - 2004
investment. To the similarity of other applications of the real options, we confirm that, in uncertainty context, the traditional …
Persistent link: https://www.econbiz.de/10015246174
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Opções reais: tipologias e sua avaliação
Gomes Santana Félix, Elisabete - 2003
real options term, these options possess value, which will increase the value of an investment that possesses them. The … traditional investments evaluation methods are not enough to catch the value associated with the real options. We will have to … appeal to the options valuation theory and in analogy with that catch the true value of investments with real options. …
Persistent link: https://www.econbiz.de/10015246179
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Predicting monetary policy using federal funds futures prices
Söderström, Ulf - Economics Institute for Research (SIR), … - 1999
In theory, prices of current-month federal funds futures contracts should reflect market expectations of near-term movements in the Federal Reserve's target level for the federal funds rate. However, empirical results show that such measures of market expectations are too noisy to predict...
Persistent link: https://www.econbiz.de/10005649170