| Title | Other author(s) | |
|---|---|---|
Capital Controls and Exchange Rate Expectations in Emerging MarketsBank of Mexico Working Papers [View] (Paper: 2012-08, 16.11.2012) |
||
Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009Bank of Mexico Working Papers [View] (Paper: 2010-17, 15.12.2010) |
||
Macroeconomic News, Announcements, and Stock Market Jump Intensity DynamicsBank of Mexico Working Papers [View] (Paper: 2009-15, 12.04.2010) |
||
High and Low Frequency Correlations in Global Equity MarketsBank of Mexico Working Papers [View] (Paper: 2009-17, 12.04.2010) |
||
The Factor-Spline-GARCH Model for High and Low Frequency CorrelationsBank of Mexico Working Papers [View] (Paper: 2009-03, 25.02.2009) |
||
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic CausesCzech National Bank Working papers [View] (Paper: 2005/13, 01.01.2006) |
