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dc.contributor.authorAbe, Marcos Massaki
dc.contributor.authorEui Jung Chang
dc.contributor.authorTabak, Benjamin Miranda
dc.date.accessioned2016-10-10T03:51:38Z-
dc.date.available2016-10-10T03:51:38Z-
dc.date.issued2007
dc.identifier.citationABE, Marcos M.; EUI J. Chang; TABAK, Benjamin M. Forecasting exchange rate density using parametric models: the case of Brazil. Revista Brasileira de Finanças, v. 5, n. 1, p. 29–39, 2007pt_BR
dc.identifier.urihttp://twingo.ucb.br:8080/jspui/handle/10869/312
dc.identifier.urihttps://repositorio.ucb.br:9443/jspui/handle/123456789/7476-
dc.description.abstractThis paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market. Empirical results suggest that the option market contains useful information about future exchange rate density. These results suggests that density forecasts using options markets may add value for portfolio and risk management, and may be useful for financial regulators to assess financial stability.pt_BR
dc.description.provenanceMade available in DSpace on 2016-10-10T03:51:38Z (GMT). No. of bitstreams: 5 Forecasting Exchange Rate Density using Parametric Models_The Case of Brazil.pdf: 85256 bytes, checksum: 9751a576448a4db7b39aa82ee922435a (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: 2007en
dc.formatTextopt_BR
dc.language.isoenpt_BR
dc.rightsAcesso Abertopt_BR
dc.subjectDensity forecastingpt_BR
dc.subjectEmerging marketpt_BR
dc.subjectExchange ratept_BR
dc.subjectOptions marketpt_BR
dc.titleForecasting exchange rate density using parametric models: the case of Brazilpt_BR
dc.typeArtigopt_BR
dc.description.versionSimpt_BR
dc.description.statusPublicadopt_BR
dc.journalRevista Brasileira de Finançaspt_BR
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