2 Art�culos

Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies

Acceso

en l�nea

Samih Antoine Azar P�g. 723 - 733

This paper analyses the statistical behavior of the US dollar, against nine different currencies, over the float period, with a monthly data set. The martingale hypothesis is rejected for all currencies. However, all currencies have a unit root. There is... ver m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 3 Num: 3 Par: 0 A�o: 2013

Mean Reversion with Drift and Real Options in Steel Industry

Acceso

en l�nea

Luiz de Magalh�es Ozorio,Carlos de Lamare Bastian-Pinto,Tara Nanda Baidya,Luiz Eduardo Teixeira Brand�o P�g. 215 - 241

Steel is a commodity with significant price volatility and the choice of stochastic process that better describes its price performance is a fundamental issue in real options valuation in steel industry projects. As verified with other commodities, it is... ver m�s

Revista: Revista Brasileira de Finan�as Formato: Electr�nico

Tabla de contenido: Vol: 10 Num: 2 Par: 0 A�o: 2012

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