A simple test of momentum in foreign exchange markets

dc.coverage.sucursalBogotáspa
dc.creatorGarcía-Suaza, Andrés Felipe
dc.creatorGómez-González, José Eduardo
dc.date.accessioned2011-03-20T08:30:10Zeng
dc.date.available2011-03-20T08:30:10Z
dc.date.created2011-03-20
dc.date.issued2011-03-20eng
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 exchangeeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5664spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5664
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.647spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/008230.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 647
dc.relation.numberBorrador 647spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/647.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:008230spa
dc.subject.jelC41 - Duration Analysis; Optimal Timing Strategieseng
dc.subject.jelspaC41 - Análisis de duración; Estrategias de momento óptimospa
dc.subject.keywordMomentumeng
dc.subject.keywordForeign exchange marketseng
dc.subject.keywordHazard duration analysiseng
dc.subject.keywordEmerging economieseng
dc.subject.lembCambio exterior -- Países emergentesspa
dc.subject.lembTipos de cambiospa
dc.subject.lembCambio exterior -- Estudios comparadosspa
dc.subject.lembMercados de divisasspa
dc.titleA simple test of momentum in foreign exchange marketsspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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