On the stylized facts of nominal exchange rates in Brazil, Chile, Colombia, México and Perú

Author:

Julio-Román Juan Manuel

Publisher

Banco de la República

Reference31 articles.

1. 0. Antweiler, W. (2014). PACIFIC Exchange Rate Service. University of British Columbia. Sauder School of Business. http://fx.sauder.ubc.ca/. (Accessed: 1-May-2014)

2. 1. Baillie, R. T. (1996, July). Long memory processes and fractional integration in econometrics. Journal of Econometrics, 73 (1), 5-59.

3. 2. Baillie, R. T., Bollerslev, T., & Mikkelsen, H. O. (1996, September). Fractionally integrated generalized autoregressive conditional heteroskedasticity. Journal of Econometrics,74 (1), 3-30.

4. 3. Barkoulas, J. T., Baum, C. F., Caglayan, M., & Chakraborty, A. (2004). Persistent dependence in foreign exchange rates? a reexamination. In D. Ghosh & M. Ariff (Eds.), (chap. 10). Westport CT.: Praeger.

5. Long range dependence in financial markets;Cont;In E Luton & J L Vehel (Eds,2005

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