The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru

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Borradores de Economía; No. 849

Date published

2014-10-21

Date

2014-10-21

Authors

Fuentes, Miguel
Pincheira, Pablo
Julio-Román, Juan Manuel
Rincón-Castro, Hernán
García-Verdú, Santiago
Zerecero, Miguel

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spa
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The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

This paper analyses the effects of sterilised, intraday foreign exchange market operations (non-discretionary and discretionary) on foreign exchange returns and volatility in four inflation targeting economies in Latin America. The distribution of exchang

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JEL Codes

E58 - Central Banks and Their Policies
F31 - Foreign Exchange
G14 - Information and Market Efficiency; Event Studies; Insider Trading

Temática

Keywords

Keywords

Exchange rate , Central bank intervention , Microstructure

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URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6136
 https://hdl.handle.net/20.500.12134/6136
 https://ideas.repec.org/p/bdr/borrec/849.html
 https://doi.org/10.32468/be.849

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