Browsing Applied and Social Sciences by Author "Albuquerque, Christiane Rocha"
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Testing nonlinearities between Brazilian exchange rate and inflation volatilities
Albuquerque, Christiane Rocha; Portugal, Marcelo Savino (2006) [Journal article]There are few studies, directly addressing exchange rate and inflation volatilities, and lack of consensus among them. However, this kind of study is necessary, especially under an inflation-targeting system where the ...