Analysis of interest rate differentials and exchange rate between Colombia and the United States 2000-2013

This paper aims to analyze the influence of the money market interest rates differential on the peso-dollar exchange rate between Colombia and the United States in light of the model of Frankel (1979). For this purpose, in the first instance it is implemented a cointegration model that captures the...

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Detalles Bibliográficos
Autores Principales: Astaiza Gómez, Jose Gabriel, Gómez Sánchez, Andrés Mauricio
Formato: Artículo Revisado por Pares Académicos
Lenguaje:Español (Spanish)
Español (Spanish)
Publicado: Universidad Libre 2014
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