Non-linear stochastic dynamic of the Mexican exchange rate market
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 temporary struct...
| Autores principales: | , , |
|---|---|
| Formato: | Artículo |
| Lenguaje: | spa |
| Publicado: |
Facultad de Contaduría Pública y Administración
2011
|
| Materias: | |
| Acceso en línea: | https://revistainnovaciones.uanl.mx/index.php/revin/article/view/131 |