Somos un mismo pueblo con culturas diversas
This paper asks whether the ‘leverage effect -as defined by Black (1976) for stock markets- is also a characteristic of foreign exchange markets. The study focuses on five Latin American emerging markets which have adopted a floating exchange regime. It finds that the response of exchange rates…
| Autores: | , |
|---|---|
| Tipo de recurso: | artÃculo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2008 |
| PaÃs: | Chile |
| Institución: | CONICYT Chile |
| Repositorio: | SciELO Chile |
| OAI Identifier: | oai:scielo:S0717-68212008000200001 |
| Acceso en lÃnea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212008000200001 |
| Access Level: | acceso abierto |
| Palabra clave: | Exchange Rate Volatility Leverage Effect Asymmetric Volatility GARCH HYAPARCH |
Excepto si se señala otra cosa, la licencia del item se describe como Attribution-NonCommercial-NoDerivatives 4.0 International
