Analysis of the Mexican Peso-US Dollar exchange rate volatility through stochastic modeling
We analize the Mexican peso-US dollar exchange parity the volatility using three models in order to evaluate the exchange rate risk performance and the these models capability of modeling such risk. The period June 21st, 2017 to June 21st, 2022 is marked by singular events that pressed this exchange...
Збережено в:
| Опубліковано в:: | Análisis Económico |
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| Автор: | |
| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Universidad Autónoma Metropolitana
2024
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| Предмети: | |
| Онлайн доступ: | https://www.redalyc.org/articulo.oa?id=41377471006 https://www.redalyc.org/journal/413/41377471006/ https://www.redalyc.org/journal/413/41377471006/html/ https://www.redalyc.org/journal/413/41377471006/41377471006.epub https://www.redalyc.org/journal/413/41377471006/movil https://doi.org/10.24275/uam/azc/dcsh/ae/2024v39n100/Lopez |
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