Results 71 to 80 of about 7,254 (113)

Estimating Ibovespa's Volatility [PDF]

open access: yes
This paper estimates the conditional volatility of the main Brazilian stock market index (Ibovespa), using traditional models of the GARCH family and models of stochastic volatility (SV).
Souza-Sobrinho, Nelson
core   +1 more source

Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 [PDF]

open access: yes
Using survey data, we document that foreign-owned institutions became more pessimistic than locally owned institutions about the strength of the Brazilian currency around the 2002 presidential elections.
Emanuel Kohlscheen, Sandro C. Andrade
core  

O Regime Cambial Brasileiro: Flutuação Genuína ou Medo de Flutuação? [PDF]

open access: yes
Cecília Rutkoski Hoff   +1 more
core  

A ECONOMIA POLÍTICA DA DESVALORIZAÇÃOCAMBIAL: OS EFEITOS ASSIMÉTRICOS DO DESALINHAMENTO CAMBIAL NO CONFLITOINTER-CLASSES [PDF]

open access: yes
ALEXANDRE M. F. SARQUIS   +3 more
core  

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