Brazilian exchange rate complexity: Financial crisis effects
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
19/09/2013
19/09/2013
2012
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| Resumo |
With the financial market globalization, foreign investments became vital for the economies, mainly in emerging countries. In the last decades, Brazilian exchange rates appeared as a good indicator to measure either investors' confidence or risk aversion. Here, some events of global or national financial crisis are analyzed, trying to understand how they influenced the "dollar-real" rate evolution. The theoretical tool to be used is the Lopez-Mancini-Calbet (LMC) complexity measure that, applied to real exchange rate data, has shown good fitness between critical events and measured patterns. (C) 2011 Elsevier B.V. All rights reserved. CNPq CNPq |
| Identificador |
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, AMSTERDAM, v. 17, n. 4, pp. 1690-1695, APR, 2012 1007-5704 http://www.producao.usp.br/handle/BDPI/33502 10.1016/j.cnsns.2011.08.031 |
| Idioma(s) |
eng |
| Publicador |
ELSEVIER SCIENCE BV AMSTERDAM |
| Relação |
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION |
| Direitos |
closedAccess Copyright ELSEVIER SCIENCE BV |
| Palavras-Chave | #BRAZIL #CRITICAL EVENTS #COMPLEXITY #EVOLUTION #EXCHANGE RATE #MATHEMATICS, APPLIED #MATHEMATICS, INTERDISCIPLINARY APPLICATIONS #MECHANICS #PHYSICS, FLUIDS & PLASMAS #PHYSICS, MATHEMATICAL |
| Tipo |
article original article publishedVersion |
