Currency Risk in Brazil under Two Different Exchange Rate Regimes
Marcelo Castelo Branco,
Marcio Garcia () and
Marcelo Medeiros ()
No 188, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: Currency risk; exchange rates; Kalman filter; GARCH model; finance (search for similar items in EconPapers)
JEL-codes: C29 F31 G15 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:188
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