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Record Nr. |
UNINA9910463707203321 |
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Autore |
Stone Mark R (Mark Richard) |
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Titolo |
From Lombard Street to Avenida Paulista [[electronic resource] ] : foreign exchange liquidity easing in Brazil in response to the global shock of 2008-09 / / Mark R. Stone, W. Christopher Walker, and Yosuke Yasui |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, 2009 |
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ISBN |
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1-4623-5676-1 |
9786612844539 |
1-4518-7405-7 |
1-282-84453-9 |
1-4527-8940-1 |
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Descrizione fisica |
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1 online resource (53 p.) |
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Collana |
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IMF working paper ; ; WP/09/259 |
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Altri autori (Persone) |
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WalkerW. Christopher |
YasuiYosuke |
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Soggetti |
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Foreign exchange rates - Brazil |
Futures - Brazil |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Cover Page; Title Page; Copyright Page; Contents; I. Introduction; 1. Medium and Large Emerging Market Economies, Number of Central Bank Foreign Exchange Liquidity Easing Measures, 2008-09; II. Background for Brazil; 1. Brazil-Exchange Rate level and Volatility During the Crisis; 2. Cupom Cambial and LIBOR; III. Policy Context; IV. Empirical Analysis; 2. Estimates of the Effect of the BCB's Announcements and Interventions on the Spot Rate15; 3. Estimates of the Effect of the BCB's Announcements and Interventions on the Implied Volatility |
4. Estimates of the Effect of the BCB's Announcements and Interventions on Basis SpreadV. Closing Thoughts; 1. Cupom Cambial and Basis Spreads; 2. Foreign Exchange Measures of the Banco Central do Brasil, September 2008-May 2009; 3. Quotes from Lombard Street; 4. Data Description; 5. Unit Root Tests; References; Footnotes |
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