Dinámica no lineal estocástica del mercado cambiario mexicano (Non-linear stochastic dynamic of the Mexican exchange rate market)

Abstract: This paper presents an analysis of the exchange rate volatility in the Mexican market during the flotation regime adopted since December 1994. The time series under study are the bid and ask interbank daily exchange rates from 1995 to 2010. As a starting point we begin analyzing the tempo...

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Bibliographic Details

Main Authors:	Cortez Alejandro, Klender Aimer, Rodríguez García, Martha del Pilar, Wong Boren, Adrián
Format:	Article
Language:	Spanish / Castilian
Published:	Facultad de Contaduría Pública y Administración U.A.N.L. 2011
Subjects:	HA Estadistícas HB Teorías Económicas, Demografía HF Comercio: Contabilidad, Mercadeo HG Finanzas
Online Access:	http://eprints.uanl.mx/12555/1/A1%20%281%29.pdf