Sergio Souza

Government of the Federative Republic of Brazil - Central Bank of Brazil

P.O. Box 08670

SBS Quadra 3 Bloco B - Edificio-Sede

Brasilia, Distr. Federal 70074-900

Brazil

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Scholarly Papers (1)

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Long-Range Dependence in Exchange Rates: The Case of the European Monetary System

International Journal of Theoretical and Applied Finance, Vol. 11, Issue 2, pp. 199-223, 2008
Posted: 30 Nov 2009
Government of the Federative Republic of Brazil - Central Bank of Brazil, FGV/EPPG and Universidade de Brasília (UnB)

Abstract:

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Long memory, exchange rates, R/S analysis, financial crisis