A simple test of momentum in foreign exchange markets

This study proposes a new method for testing for the presence of momentum in nominal exchange rates, using a probabilistic approach. We illustrate our methodology estimating a binary response model using information on local currency / US dollar exchange rates of eight emerging economies. After cont...

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Autores:

Tipo de recurso:

Fecha de publicación:

2011

Institución:

Universidad del Rosario

Repositorio:

Repositorio EdocUR - U. Rosario

Idioma:

eng

OAI Identifier:

oai:repository.urosario.edu.co:10336/10984

Acceso en línea:

https://doi.org/10.48713/10336_10984
http://repository.urosario.edu.co/handle/10336/10984

Palabra clave:

Economía financiera
Momentum
Foreign exchange markets
Hazard duration analysis
Emerging economies
Cambio exterior::Modelos Econométricos
Mercado monetario
Política monetaria
Economía internacional

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