Please use this identifier to cite or link to this item: https://repositorio.ucb.br:9443/jspui/handle/123456789/7394
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dc.contributor.authorCajueiro, Daniel Oliveira
dc.contributor.authorTabak, Benjamin Miranda
dc.date.accessioned2016-10-10T03:51:20Z-
dc.date.available2016-10-10T03:51:20Z-
dc.date.issued2008
dc.identifier.citationCAJUEIRO, D ; TABAK, B . Long-range dependence in interest rates and monetary policy?. Physics Letters A, v. 372, p. 181-184, 2008.pt_BR
dc.identifier.urihttp://twingo.ucb.br:8080/jspui/handle/10869/292
dc.identifier.urihttps://repositorio.ucb.br:9443/jspui/handle/123456789/7394-
dc.description.abstractThis Letter studies the dynamics of Brazilian interest rates for short-term maturities. The Letter employs developed techniques in the econophysics literature and tests for long-range dependence in the term structure of these interest rates for the last decade. Empirical results suggest that the degree of long-range dependence has changed over time due to changes in monetary policy, specially in the short-end of the term structure of interest rates. Therefore, we show that it is possible to identify monetary arrangements using these techniques from econophysics.pt_BR
dc.description.provenanceMade available in DSpace on 2016-10-10T03:51:20Z (GMT). No. of bitstreams: 5 Long-range dependence in interest rates and monetary policy.pdf: 282189 bytes, checksum: 02a7cbcc64ce97614db704fc2157314f (MD5) license_url: 52 bytes, checksum: 3d480ae6c91e310daba2020f8787d6f9 (MD5) license_text: 21716 bytes, checksum: 282d2b1a583fb55b557e8a3be8d5dd05 (MD5) license_rdf: 23930 bytes, checksum: 6b71892b27c4389434057b8b0e86b43e (MD5) license.txt: 1872 bytes, checksum: 9ede5d1aaff3f6277cd24454ee44422e (MD5) Previous issue date: 2008en
dc.formatTextopt_BR
dc.language.isoenpt_BR
dc.rightsAcesso Abertopt_BR
dc.titleLong-range dependence in interest rates and monetary policy?pt_BR
dc.typeArtigopt_BR
dc.description.versionSimpt_BR
dc.description.statusPublicadopt_BR
dc.journalPhysics Letters Apt_BR
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