Exchange rate volatility forecasts: A vector approach applied to the case of México.

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Bibliographic Details
Title: Exchange rate volatility forecasts: A vector approach applied to the case of México.
Alternate Title: Pronósticos de volatilidad del tipo de cambio: Un enfoque vectorial aplicado al caso de México.
Authors: Cardona-Arenas, C.1 carloscardona@umanizales.edu.co, Sabogal, J.2 juan.sabogal@autonoma.edu.co, Casas, D.2 daniel.casasc@autonoma.edu.co, Sepulveda, A.2 alejandra.sepulvedab@autonoma.edu.co
Source: Panorama Económico. jul2023, Vol. 31 Issue 3, p239-264. 27p.
Database: Business Source Ultimate
Description
ISSN:01228900
DOI:10.32997/pe-2023-4706