Forecast of real-dollar exchange under a framework of asset pricing

Given the wide range of macroeconomic, financial and econometric frameworks commonly used to accommodate uncomfortable empirical evidence associated with the Forex market, this article aims to model and predict the monthly variation in American Dollar-Brazilian Real exchange rate, from January 2000...

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Bibliographic Details
Main Author: Giovanni Silva BevilÃqua
Other Authors: Paulo RogÃrio Faustino Matos
Format: Others
Language:Portuguese
Published: Universidade Federal do Cearà 2011
Subjects:
Online Access:http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=8421