Navegando por Assunto "Theory of uncovered interest parity"

Agora exibindo 1 - 1 de 1

Acesso aberto (Open Access)
Paridade descoberta da taxa de juros da economia brasileira num ambiente de crise financeira mundial: teoria e evidência empírica
(Universidade Federal do Pará, 2015-05) CARVALHO, David Ferreira; CARVALHO, André Cutrim
This article aims to evaluate the effect of the recent policy of lowering the interest rate on the nominal exchange rate floating of the Brazilian economy and based on the theory of uncovered interest parity. The essay discusses the discovery of parity theory interest rate regime of managed floating exchange rate and its empirical validity of the econometric model using cointegration with error correction mechanism.