Alex Luiz Ferreira

University of São Paulo

Professor Associado

Av. Bandeirantes 3900 - Monte Alegre

Ribeião Preto, 14040-900

Brazil

SCHOLARLY PAPERS

4

DOWNLOADS

320

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Noisy Information and Expectation Formation in the Foreign Exchange Market

Number of pages: 34 Posted: 09 Dec 2015 Last Revised: 21 Dec 2016
Alex Luiz Ferreira, Michael Moore and Satrajit Mukherjee
University of São Paulo, University of Warwick - Warwick Business School and Ghent University - Department of Financial Economics
Downloads 107 (255,071)

Abstract:

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Noisy Information, Microstructure, Order Flow, Exchange Rates

2.

Carry Trade E Risco Cambial: Um Conto De Dois Fatores? (Carry Trade and Exchange Rate Risk: A Tale of Two Factors?)

Number of pages: 19 Posted: 02 Nov 2014
Alex Luiz Ferreira and Michael Moore
University of São Paulo and University of Warwick - Warwick Business School
Downloads 73 (324,432)

Abstract:

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Carry Trade, Uncovered Interest Parity, Imported Goods, Domestic Goods

3.

Central Bank Reserves and Currency Volatility

Number of pages: 50 Posted: 27 Jun 2019 Last Revised: 30 Sep 2019
Alex Luiz Ferreira, Arie Eskenazi Gozluklu and Joao Mainente
University of São Paulo, University of Warwick and Gol airlines
Downloads 70 (342,556)

Abstract:

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exchange rate, central bank interventions, reserve accumulation

4.

Expectation Errors in the Foreign Exchange Market

Number of pages: 37 Posted: 22 Dec 2016
Alex Luiz Ferreira, Michael Moore and Satrajit Mukherjee
University of São Paulo, University of Warwick - Warwick Business School and Ghent University - Department of Financial Economics
Downloads 70 (334,563)

Abstract:

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Expectation Errors, Noisy Information, Microstructure, Order Flow, Exchange Rates