| Title | Other author(s) | |
|---|---|---|
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) |
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Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk PerspectiveBank of Mexico Working Papers [View] (Paper: 2010-12, 28.10.2010) |
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Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts.Bank of Mexico Working Papers [View] (Paper: 2009-01, 15.01.2009) |
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Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast ModelsBank of Mexico Working Papers [View] (Paper: 2006-04, 01.12.2006) |
