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dc.creatorGarcía-Suaza, Andrés Felipe
dc.creatorGómez-González, José Eduardo
dc.date.created2011-03-20
dc.date.issued2011-03-20
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5664
dc.description.abstractThis study proposes a new method for testing for the presence of momentum in nominal exchange rates, using a probabilistic approach. We illustrate our methodology estimating a binary response model using information on local currency / US dollar exchange
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 647
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleA simple test of momentum in foreign exchange markets
dc.typeWorking Paper
dc.subject.jelC41 - Duration Analysis; Optimal Timing Strategies
dc.subject.jelG14 - Information and Market Efficiency; Event Studies; Insider Trading
dc.subject.jelG15 - International Financial Markets
dc.subject.keywordMomentum
dc.subject.keywordForeign exchange markets
dc.subject.keywordHazard duration analysis
dc.subject.keywordEmerging economies
dc.subject.lembCambio exterior -- Países emergentes
dc.subject.lembTipos de cambio
dc.subject.lembCambio exterior -- Estudios comparados
dc.subject.lembMercados de divisas
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaG15 - Mercados financieros internacionales
dc.subject.jelspaG14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiada
dc.subject.jelspaC41 - Análisis de duración; Estrategias de momento óptimo
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.647
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 647
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/647.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/008230.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5664
dc.source.handleRepecRePEc:bdr:borrec:647


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit