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
- 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.
- 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.
- 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.
- Lolbert, Tamás, 2008. "On the non-existence of a general Benford's law," Mathematical Social Sciences, Elsevier, vol. 55(2), pages 103-106, March.
- Dorfleitner, Gregor & Klein, Christian, 2009. "Psychological barriers in European stock markets: Where are they?," Global Finance Journal, Elsevier, vol. 19(3), pages 268-285.
- 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.
- 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.
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 .