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documents deviations from covered interest parity (CIP) for Mexico after the global financial crisis (GFC), and then it … in Mexico, and it was robust to including arbitrage funding and foreign exchange transaction costs in the regression …
Persistent link: https://www.econbiz.de/10012166177
Inflation Targeting Regimes. For this purpose, it applies the VAR methodology developed by Kim (2003) to the cases of Mexico and …
Persistent link: https://www.econbiz.de/10011523613
In recent years the Bank of Mexico has made a series of rules-based interventions in the peso/dollar foreign exchange …
Persistent link: https://www.econbiz.de/10010402559
framework, inflation dynamics in Mexico since the country abandoned the gold standard. The model encompasses known results …
Persistent link: https://www.econbiz.de/10011759587
Persistent link: https://www.econbiz.de/10014535332
This paper investigates the performance of early warning systems in real-time, using forecasts of indicators that were available at the moment predictions are to be made. The study analyzes currency crises in eight Latin American and Central and Eastern European countries, distinguishing an...
Persistent link: https://www.econbiz.de/10011729115
Persistent link: https://www.econbiz.de/10003596812
We study variations in the risk-neutral distributions of the exchange rates in Brazil, Chile, Colombia, Mexico, and …
Persistent link: https://www.econbiz.de/10010370897
Persistent link: https://www.econbiz.de/10003397891