Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente?
Autor(a) principal: | |
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Data de Publicação: | 2009 |
Tipo de documento: | Dissertação |
Idioma: | por |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/2624 |
Resumo: | O objetivo desse trabalho é apresentar revisão da literatura empírica sobre a racionalidade das expectativas e eficiência do mercado de câmbio e aplicar essa revisão sobre o mercado de câmbio brasileiro entre 2002 e 2007 em três horizontes distintos de tempo, utilizando-se (i) de dados da pesquisa Focus do Banco Central do Brasil para podermos identificar se o viés de predição do forward é devido ao prêmio de risco cambial ou a formação das expectativas e (ii) dos métodos dos mínimos quadrados ordinários e do vetor auto-regressivo. No curto prazo o mercado é eficiente e irracional, enquanto que, no longo prazo, o forward não está relacionado com o câmbio à vista. Além disso, constatamos que a heterogeneidade dos agentes nesse mercado influencia a variação cambial no curto prazo, e as expectativas possuem uma persistência após um choque estrutural. |
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Fernandes, Cláudio SilvaEscolas::EESPPereira, Pedro L. VallsMarçal, Emerson FernandesBrito, Márcio Holland de2010-04-20T21:00:49Z2010-04-20T21:00:49Z2009-02-03FERNANDES, Cláudio Silva. Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente?. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2009.http://hdl.handle.net/10438/2624O objetivo desse trabalho é apresentar revisão da literatura empírica sobre a racionalidade das expectativas e eficiência do mercado de câmbio e aplicar essa revisão sobre o mercado de câmbio brasileiro entre 2002 e 2007 em três horizontes distintos de tempo, utilizando-se (i) de dados da pesquisa Focus do Banco Central do Brasil para podermos identificar se o viés de predição do forward é devido ao prêmio de risco cambial ou a formação das expectativas e (ii) dos métodos dos mínimos quadrados ordinários e do vetor auto-regressivo. No curto prazo o mercado é eficiente e irracional, enquanto que, no longo prazo, o forward não está relacionado com o câmbio à vista. Além disso, constatamos que a heterogeneidade dos agentes nesse mercado influencia a variação cambial no curto prazo, e as expectativas possuem uma persistência após um choque estrutural.The objective of this paper is to present a revision of the empirical literature of rational expectations and market efficiency of the foreign exchange market and to test this revision over the Brazilian foreign exchange market between 2002 and 2007 in three different forecast horizon, using (i) survey data of the Brazilian Central Bank to identify if predictable forward bias is due to the risk premium or the expectational errors, and (ii) the ordinary least square and vector autoregression. While in the short run, the market is efficient and irrational, in the long run, the forward in not related with the spot. In addition, we conclude that the heterogeneity of the market agents influence the foreign exchange variation in the short run, and the expectations are persistent after an shift in the regime.porForeign exchangeRisk premiumRationalityEfficiencyPrêmio de riscoRacionalidadeEficiênciaEconomiaCâmbioMercado de câmbio - Brasil - 2002-2007Risco (Economia)Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente?info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTHUMBNAILClaudio Silva Fernandes.pdf.jpgClaudio Silva Fernandes.pdf.jpgGenerated Thumbnailimage/jpeg2368https://repositorio.fgv.br/bitstreams/95c41129-1f40-4892-ae77-d98c633d920f/downloadf135cb66dac3333a909da346f8825f9dMD57TEXTClaudio Silva Fernandes.pdf.txtClaudio Silva Fernandes.pdf.txtExtracted 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dc.title.por.fl_str_mv |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
title |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
spellingShingle |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? Fernandes, Cláudio Silva Foreign exchange Risk premium Rationality Efficiency Prêmio de risco Racionalidade Eficiência Economia Câmbio Mercado de câmbio - Brasil - 2002-2007 Risco (Economia) |
title_short |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
title_full |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
title_fullStr |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
title_full_unstemmed |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
title_sort |
Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente? |
author |
Fernandes, Cláudio Silva |
author_facet |
Fernandes, Cláudio Silva |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Pereira, Pedro L. Valls Marçal, Emerson Fernandes |
dc.contributor.author.fl_str_mv |
Fernandes, Cláudio Silva |
dc.contributor.advisor1.fl_str_mv |
Brito, Márcio Holland de |
contributor_str_mv |
Brito, Márcio Holland de |
dc.subject.eng.fl_str_mv |
Foreign exchange Risk premium Rationality Efficiency |
topic |
Foreign exchange Risk premium Rationality Efficiency Prêmio de risco Racionalidade Eficiência Economia Câmbio Mercado de câmbio - Brasil - 2002-2007 Risco (Economia) |
dc.subject.por.fl_str_mv |
Prêmio de risco Racionalidade Eficiência |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Câmbio Mercado de câmbio - Brasil - 2002-2007 Risco (Economia) |
description |
O objetivo desse trabalho é apresentar revisão da literatura empírica sobre a racionalidade das expectativas e eficiência do mercado de câmbio e aplicar essa revisão sobre o mercado de câmbio brasileiro entre 2002 e 2007 em três horizontes distintos de tempo, utilizando-se (i) de dados da pesquisa Focus do Banco Central do Brasil para podermos identificar se o viés de predição do forward é devido ao prêmio de risco cambial ou a formação das expectativas e (ii) dos métodos dos mínimos quadrados ordinários e do vetor auto-regressivo. No curto prazo o mercado é eficiente e irracional, enquanto que, no longo prazo, o forward não está relacionado com o câmbio à vista. Além disso, constatamos que a heterogeneidade dos agentes nesse mercado influencia a variação cambial no curto prazo, e as expectativas possuem uma persistência após um choque estrutural. |
publishDate |
2009 |
dc.date.issued.fl_str_mv |
2009-02-03 |
dc.date.accessioned.fl_str_mv |
2010-04-20T21:00:49Z |
dc.date.available.fl_str_mv |
2010-04-20T21:00:49Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
FERNANDES, Cláudio Silva. Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente?. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2009. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/2624 |
identifier_str_mv |
FERNANDES, Cláudio Silva. Mercado cambial brasileiro entre 2002 e 2007: racional e eficiente?. Dissertação (Mestrado Profissional em Finanças e Economia) - FGV - Fundação Getúlio Vargas, São Paulo, 2009. |
url |
http://hdl.handle.net/10438/2624 |
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por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
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bitstream.checksum.fl_str_mv |
f135cb66dac3333a909da346f8825f9d 8d7750f8131ef372042457159000a935 949b0ca856496444c59519b11fe20dea 42bde912d1e71b353a73ebd1e1e92eb2 |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV) |
repository.mail.fl_str_mv |
|
_version_ |
1810023657336995840 |