The Impacts of Monetary Policy Announcements and Derivatives Maturity on the Mexican Peso Exchange Rate Volatility: GARCH and OCHL Range Models
Universidad Autónoma Metropolitana; Magnolia Miriam Sosa Castro; Maria Alejandra Cabello Rosales; Universidad Nacional Autónoma de México; Edgar Ortiz Calisto; Universidad Autónoma de México
- Published
- Publisher
- Universidad de Antioquia
- Journal / collection
- Lecturas de Economía
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.17533/udea.le.n103a358443
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Cite this source
Universidad Autónoma Metropolitana; Magnolia Miriam Sosa Castro; Maria Alejandra Cabello Rosales; Universidad Nacional Autónoma de México; Edgar Ortiz Calisto; Universidad Autónoma de México. The Impacts of Monetary Policy Announcements and Derivatives Maturity on the Mexican Peso Exchange Rate Volatility: GARCH and OCHL Range Models. Lecturas de Economía. 2025. https://doi.org/10.17533/udea.le.n103a358443