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...

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Publicat a:	Análisis Económico
Autor principal:	Francisco López-Herrera
Format:	Artigo
Idioma:	Inglês
Publicat:	Universidad Autónoma Metropolitana 2024
Matèries:	Economía y Finanzas
Accés en línia:	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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