Very high interest rates and the cousin risks: Brazil during the Real Plan
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Cited by:
- Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, University Library of Munich, Germany.
- Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka & Mário J. C. Mendonça, 2005.
"Measuring Monetary Policy Stance in Brazil,"
Discussion Papers
1128, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Brisne J. V. Céspedes & Elcyon C. R. Lima & Alexis Maka & Mário J. C. Mendonça, 2015. "Measuring Monetary Policy Stance in Brazil," Discussion Papers 0160, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Marcio Garcia & Roberto Rigobon, 2004.
"A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data,"
NBER Working Papers
10336, National Bureau of Economic Research, Inc.
- Márcio Gomes Pinto Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data," Textos para discussão 484, Department of Economics PUC-Rio (Brazil).
- Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2003.
"Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates,"
Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(1), pages 19-43.
- Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series 30, Central Bank of Brazil, Research Department.
- Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk under currency boards," Journal of Development Economics, Elsevier, vol. 69(2), pages 367-391, December.
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More about this item
JEL classification:
- C29 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Other
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2001-05-02 (International Finance)
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