Tracking the Exchange Rate Management in Latin America
Download full text from publisher
Other versions of this item:
- César Carrera, 2015. "Tracking the Exchange Rate Management in Latin America," Working Papers 2015-28, Peruvian Economic Association.
References listed on IDEAS
- Lolbert, Tamás, 2008. "On the non-existence of a general Benford's law," Mathematical Social Sciences, Elsevier, vol. 55(2), pages 103-106, March.
- Rosa Abrantes-Metz & Sofia Villas-Boas & George Judge, 2011.
"Tracking the Libor rate,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 18(10), pages 893-899.
- Villas-Boas, Sofia B & Judge, George & Abrantes-Metz, Rosa, 2011. "Tracking the Libor Rate," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0g79j32p, Department of Agricultural & Resource Economics, UC Berkeley.
- Abrantes-Metz, Rosa & Villas-Boas, Sofia B. & Judge, George G., 2013. "Tracking the Libor Rate," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2p33x7dk, Department of Agricultural & Resource Economics, UC Berkeley.
- Aggarwal, Raj & Lucey, Brian M., 2007.
"Psychological barriers in gold prices?,"
Review of Financial Economics,
Elsevier, vol. 16(2), pages 217-230.
- Brian Lucey & Raj Aggarwal, 2005. "Psychological Barriers in Gold Prices," The Institute for International Integration Studies Discussion Paper Series iiisdp053, IIIS.
- De Ceuster, Marc J. K. & Dhaene, Geert & Schatteman, Tom, 1998. "On the hypothesis of psychological barriers in stock markets and Benford's Law," Journal of Empirical Finance, Elsevier, vol. 5(3), pages 263-279, September.
- Dorfleitner, Gregor & Klein, Christian, 2009. "Psychological barriers in European stock markets: Where are they?," Global Finance Journal, Elsevier, vol. 19(3), pages 268-285.
- Clippe, Paulette & Ausloos, Marcel, 2012.
"Benford’s law and Theil transform of financial data,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 391(24), pages 6556-6567.
- Paulette Clippe & Marcel Ausloos, 2012. "Benford's law and Theil transform of financial data," Papers 1208.5896, arXiv.org.
- Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne, 2008.
"Explaining the European exchange rates deviations: Long memory or non-linear adjustment?,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 18(3), pages 207-215, July.
- Gilles Dufrénot & Sandrine Lardic & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2008. "Explaining the European exchange rates deviations: long memory or nonlinear adjustment?," Post-Print halshs-00390141, HAL.
- Donaldson, R. Glen & Kim, Harold Y., 1993. "Price Barriers in the Dow Jones Industrial Average," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(03), pages 313-330, September.
- Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010.
"Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling,"
Elsevier, vol. 27(1), pages 404-416, January.
- Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center.
- Gottwald, Georg A. & Nicol, Matthew, 2002. "On the nature of Benford's Law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 303(3), pages 387-396.
- Koedijk, Kees G. & Stork, Philip A., 1994. "Should we care? psychological barriers in stock markets," Economics Letters, Elsevier, vol. 44(4), pages 427-432, April.
- Mitchell, Jason & Izan, H.Y., 2006. "Clustering and psychological barriers in exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 318-344, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marcel Ausloos & Rosella Castellano & Roy Cerqueti, 2016. "Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law," Papers 1603.01103, arXiv.org.
- Marcel Ausloos & Roy Cerqueti & Tariq A. Mir, 2017. "Data science for assessing possible tax income manipulation: The case of Italy," Papers 1709.02129, arXiv.org.
- repec:eee:quaeco:v:68:y:2018:i:c:p:158-170 is not listed on IDEAS
More about this item
KeywordsExchange rate; Forex; Benford’s law;
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rbp:wpaper:2014-020. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Research Unit). General contact details of provider: http://edirc.repec.org/data/bcrgvpe.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.