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 |
Autore | Stone Mark R (Mark Richard) |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) |
WalkerW. Christopher
YasuiYosuke |
Collana | IMF working paper |
Soggetto topico |
Foreign exchange rates - Brazil
Futures - Brazil |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-5676-1
9786612844539 1-4518-7405-7 1-282-84453-9 1-4527-8940-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 |
Record Nr. | UNINA-9910463707203321 |
Stone Mark R (Mark Richard) | ||
[Washington, D.C.], : International Monetary Fund, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
From Lombard Street to Avenida Paulista : : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09 / / Mark Stone, W. Christopher Walker, Yosuke Yasui |
Autore | Stone Mark |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) |
WalkerW. Christopher
YasuiYosuke |
Collana | IMF Working Papers |
Soggetto topico |
Foreign exchange rates - Brazil
Futures - Brazil Banks and Banking Finance: General Foreign Exchange Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Currency Foreign exchange Finance Banking Liquidity Exchange rates Emerging and frontier financial markets Economics Banks and banking Financial services industry |
ISBN |
1-4623-5676-1
9786612844539 1-4518-7405-7 1-282-84453-9 1-4527-8940-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 |
Record Nr. | UNINA-9910788223103321 |
Stone Mark | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
From Lombard Street to Avenida Paulista : : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09 / / Mark Stone, W. Christopher Walker, Yosuke Yasui |
Autore | Stone Mark |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (53 p.) |
Disciplina | 338.291237 |
Altri autori (Persone) |
WalkerW. Christopher
YasuiYosuke |
Collana | IMF Working Papers |
Soggetto topico |
Foreign exchange rates - Brazil
Futures - Brazil Banking Banks and Banking Banks and banking Banks Currency Depository Institutions Economics Emerging and frontier financial markets Exchange rates Finance Finance: General Financial services industry Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Investment Decisions Liquidity Micro Finance Institutions Mortgages Portfolio Choice |
ISBN |
1-4623-5676-1
9786612844539 1-4518-7405-7 1-282-84453-9 1-4527-8940-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 |
Record Nr. | UNINA-9910829094103321 |
Stone Mark | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|