An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Junior Ojeda y Gabriel Rodríguez
| Year of publication: |
2014
|
|---|---|
| Authors: | Ojeda Cunya, Junior Alex ; Rodriguez, Gabriel |
| Publisher: |
Lima : Departamento de Economía, Pontificia Univ. Católica del Peru |
| Subject: | Kapitalmarktrendite | Capital market returns | Wechselkurs | Exchange rate | Volatilität | Volatility | Peru | 1990-2013 | 1997-2013 |
| Extent: | 15, 6, 4 S. |
|---|---|
| Series: | Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía. - Lima, ZDB-ID 2405749-6. - Vol. 383 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in span. Sprache Parallel als Online-Ausg. erschienen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305878