A simple test of momentum in foreign exchange markets
dc.coverage.sucursal | Bogotá | spa |
dc.creator | García-Suaza, Andrés Felipe | |
dc.creator | Gómez-González, José Eduardo | |
dc.date.accessioned | 2011-03-20T08:30:10Z | eng |
dc.date.available | 2011-03-20T08:30:10Z | |
dc.date.created | 2011-03-20 | |
dc.date.issued | 2011-03-20 | eng |
dc.description.abstract | This 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 | eng |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5664 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5664 | |
dc.language.iso | spa | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.647 | spa |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/008230.html | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 647 | |
dc.relation.number | Borrador 647 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/647.html | spa |
dc.rights.accessRights | Open Access | eng |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | eng |
dc.rights.disclaimer | Las 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. | spa |
dc.rights.spa | Acceso abierto | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | eng |
dc.source.handleRepec | RePEc:col:000094:008230 | spa |
dc.subject.jel | C41 - Duration Analysis; Optimal Timing Strategies | eng |
dc.subject.jelspa | C41 - Análisis de duración; Estrategias de momento óptimo | spa |
dc.subject.keyword | Momentum | eng |
dc.subject.keyword | Foreign exchange markets | eng |
dc.subject.keyword | Hazard duration analysis | eng |
dc.subject.keyword | Emerging economies | eng |
dc.subject.lemb | Cambio exterior -- Países emergentes | spa |
dc.subject.lemb | Tipos de cambio | spa |
dc.subject.lemb | Cambio exterior -- Estudios comparados | spa |
dc.subject.lemb | Mercados de divisas | spa |
dc.title | A simple test of momentum in foreign exchange markets | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |
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