[en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH

[en] ESSAYS ON THE FOREIGN EXCHANGE MARKET IN BRAZIL: A QUANTILE REGRESSION APPROACH

[pt] O mercado cambial doméstico, bem como o de outros países são objeto de estudo de vários e diversificados trabalhos. Neste estudo, utiliza-se a regressão quantílica e algumas de suas novas formulações para analisar a relação dos retornos cambiais com os retornos no mercado de bolsa, a volatilida...

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Bibliographic Details
Main Author:	ALESSANDRA PASQUALINA VIOLA
Other Authors:	MARCELO CABUS KLOTZLE
Language:	pt
Published:	MAXWELL 2016
Subjects:	[pt] VOLATILIDADE [en] VOLATILITY MODELS [pt] GARCH [en] GARCH [pt] MERCADO DE ACOES [en] ACTIONS MARKET [pt] ENDOGENEIDADE [en] ENDOGENEITY [pt] MERCADO DE CAMBIO [en] MARKET EXCHANGE [pt] INTERVENCAO GOVERNAMENTAL [en] FOREIGN EXCHANGE INTERVENTION [pt] REGRESSAO QUANTILICA [en] QUANTILE REGRESSION [pt] CAVIAR [en] CAVIAR
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26753@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26753@2 http://doi.org/10.17771/PUCRio.acad.26753

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