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Instabilidade e Não-Linearidades nos Mercados Financeiros

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  • Ana Isabel Bezerra Cavalcanti

    (DATAMÉTRICA)

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  • Ana Isabel Bezerra Cavalcanti, 2003. "Instabilidade e Não-Linearidades nos Mercados Financeiros," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] c52, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2003:c52
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    File URL: http://www.anpec.org.br/encontro2003/artigos/C52.pdf
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    5. Lastrapes, William D, 1989. "Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 66-77, February.
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    8. André Orléan, 1989. "Pour une approche cognitive des conventions économiques," Revue Économique, Programme National Persée, vol. 40(2), pages 241-272.
    9. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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