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Marins, Jaqueline Terra Moura [Author]

Option-based risk aversion indicators for predicting currency crises in emerging markets

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Brasília, DF, Brazil: Banco Central do Brasil, January 2020

Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 515
Gaglianone, Wagner Piazza [Author]; Marins, Jaqueline Terra Moura [Author]

Evaluation of exchange rate point and density forecasts : an application to Brazil

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Brasília, DF, Brazil: Banco Central do Brasil, November, 2016

Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 44600
Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]

A volatility smile-based uncertainty index

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Brasília, DF, Brazil: Banco Central do Brasil, september 2019

Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 502
Marins, Jaqueline Terra Moura [Author]; Vicente, José Valentim Machado [Author]

Do central bank actions reduce interest rate volatility?

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Brasília, DF, Brazil: Banco Central do Brasil, November 2017

Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 46800
Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]; Gaglianone, Wagner Piazza [Author]

Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil

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2022

Published in: Revista Brasileira de Finanças ; 20(2022), 2 vom: Apr./Juni, Seite 1-19
Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]; Gaglianone, Wagner Piazza [Author]

Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil

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Brasília, DF, Brazil: Banco Central do Brasil, [2021]

Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 552
Vicente, José Valentim Machado; Marins, Jaqueline Terra Moura

A volatility smile-based uncertainty index

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Springer Science and Business Media LLC, 2021

Published in: Annals of Finance, 17 (2021) 2, Seite 231-246
Machado Vicente, José Valentim; Terra Moura Marins, Jaqueline; Piazza Gaglianone, Wagner

Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil

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Fundacao Getulio Vargas, 2022

Published in: Brazilian Review of Finance, 20 (2022) 2, Seite 1-19
Marins, Jaqueline Terra Moura; Araujo, Gustavo Silva; Vicente, José Valentim Machado

Do central bank foreign exchange interventions affect market expectations?

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Informa UK Limited, 2017

Published in: Applied Economics, 49 (2017) 31, Seite 3017-3031
Saliby, Eduardo; Gouvêa, Sergio Luiz Medeiros Proença de; Marins, Jaqueline Terra Moura

Amostragem descritiva no apreçamento de opções européias através de simulação Monte Carlo: o efeito da dimensionalidade e da probabilidade de exercício no ganho de precisão

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FapUNIFESP (SciELO), 2007

Published in: Pesquisa Operacional, 27 (2007) 1, Seite 1-13
Correa, Arnildo da Silva; Marins, Jaqueline Terra Moura; Neves, Myrian Beatriz Eiras das; Silva, Antonio Carlos Magalhães da

Credit Default and Business Cycles: An Empirical Investigation of Brazilian Retail Loans

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FapUNIFESP (SciELO), 2014

Published in: Revista Brasileira de Economia, 68 (2014) 3, Seite 337-362

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