The “day-of-the-week” effects in the exchange rate of Latin American currencies
This paper examines the “day-of-the-week” anomaly in the foreign exchange market of six major Latin American countries’ currencies: (Argentina, Brazil, Chile, Colombia, Mexico, and Peru), all with respect to the United States’ dollar. The returns of daily exchange rates are stationary, so we use lin...
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| 出版年: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| 主要な著者: | , , |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2019
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| 主題: | |
| オンライン･アクセス: | https://www.redalyc.org/articulo.oa?id=423765204002 https://www.redalyc.org/journal/4237/423765204002/ https://www.redalyc.org/journal/4237/423765204002/html/ https://www.redalyc.org/journal/4237/423765204002/423765204002.epub https://www.redalyc.org/journal/4237/423765204002/movil |
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