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Is it worth tracking dollar/real implied volatility?
5 references·1 citing·30 second hop
Is it worth tracking dollar/real implied volatility? (2001)Is it worth tracking dollar/real implied …Real Balances in the Utility Function: Evidence for Brazil (2006)Real Balances in the Utility …The Determinants of Bank Interest Spread in Brazil (2002)The Determinants of Bank Inte…Macroeconomic Coordination and Inflation Targeting in a Two-Country Model (2002)Macroeconomic Coordination an…Stock Returns and Volatility (1990)Stock Returns and VolatilityDelegated portfolio management (1985)Delegated portfolio managementEstimando a Densidade da Taxa de Câmbio Usando Modelos Paramétricos: o Caso do Brasil (2007)Estimando a Densidade da Taxa…Monetary Policy Rules (1999)Monetary Theory and Policy (1999)Open-Economy Inflation Targeting (2000)The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981)Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking (1997)Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)Access to Financial Services in Brazil (2004)Monetary policy channels in Brazil through the lens of a semi-structural model (2012)Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework (2015)Functional equivalence between liquidity costs and the utility of money (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Automatic Lag Selection in Covariance Matrix Estimation (1994)Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates (2003)Evaluation of Default Risk for The Brazilian Banking Sector (2007)Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options (2012)Prices of State-Contingent Claims Implicit in Option Prices (1978)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Liquidity Preference as Behavior Towards Risk (1958)Essays in the Theory of Risk-Bearing. (1972)The Economic Theory of Agency: The Principal's Problem. (1973)Collateral and Competitive Equilibria with Moral Hazard and Private Information (1987)The market for information and the origin of financial intermediation (1990)Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Inequality Constraints in the Univariate GARCH Model (1992)MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994)
this work references cited by second hop

References

  • 1990Stock Returns and Volatility722 cited
  • 1985Delegated portfolio management308 cited
  • 2002The Determinants of Bank Interest Spread in Brazil141 cited
  • 2006Real Balances in the Utility Function: Evidence for Brazil27 cited
  • 2002Macroeconomic Coordination and Inflation Targeting in a Two-Country Model11 cited

Cited by

  • 2007Estimando a Densidade da Taxa de Câmbio Usando Modelos Paramétricos: o Caso do Brasil18 cited

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