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)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:188

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