Intraday patterns in exchange rate of return of the Chilean peso : new evidence for day-off-the-week effect
Year of publication: |
2010
|
---|---|
Authors: | Romero-Meza, Rafael ; Bonilla, Claudio A. ; Hinich, Melvin J. ; Bórquez, Ricardo |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 14.2010, Suppl.1, p. 42-58
|
Subject: | Wechselkurs | Exchange rate | Saisonale Schwankungen | Seasonal variations | Random Walk | Random walk | Marktmikrostruktur | Market microstructure | Chile | 2003-2006 |
-
Hashimoto, Yuko, (2008)
-
Hashi, Yuko, (2010)
-
Random Walks and Half-Lives in Chilean and Mexican Peso Real Exchange Rates : 1980-2003
Varella Mollick, André, (2007)
- More ...
-
Episodic nonlinearity in Latin American stock market indices
Bonilla, Claudio A., (2006)
-
Nonlinear event detection in the Chilean stock market
Romero-Meza, Rafael, (2007)
-
GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A., (2007)
- More ...