Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis
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More about this item
KeywordsCovered Interest Parity; Forward and Spot Exchange Rates; Structural Vector; Error Correction Model.;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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