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
Pincheira, Pablo
Julio-Román, Juan Manuel
Rincón-Castro, Hernán
García-Verdú, Santiago
Zerecero, Miguel
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spa
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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.
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
Description
JEL Codes
E58 - Central Banks and Their Policies
F31 - Foreign Exchange
G14 - Information and Market Efficiency; Event Studies; Insider Trading
F31 - Foreign Exchange
G14 - Information and Market Efficiency; Event Studies; Insider Trading
Temática
Keywords
Microestructura, Intervención del banco central, Tasa de cambio
Keywords
Exchange rate, Central bank intervention, Microstructure
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