The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru
This paper analyses the effects of sterilised, intraday foreign exchange market operations (non-discretionary and discretionary) on foreign exchange returns and volatility in four inflation targeting economies in Latin America. The distribution of exchang
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2014
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oai:RI-BanRep:20.500.12134-61362019-04-16T16:26:42Z The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru Fuentes, Miguel Pincheira, Pablo Julio-Román, Juan Manuel Rincón-Castro, Hernán García-Verdú, Santiago Zerecero, Miguel E58 - Central Banks and Their Policies F31 - Foreign Exchange G14 - Information and Market Efficiency; Event Studies; Insider Trading Exchange rate Central bank intervention Microstructure Mercado financiero -- América Latina Inflación -- América Latina Tipos de cambio -- Volatilidad -- Colombia Cambio exterior -- Intervención del estado -- Colombia Cambio exterior -- Intervención del estado -- América Latina Tipos de cambio -- Intervención del estado -- Colombia G14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiada F31 - Tipos de cambio E58 - Bancos centrales y sus políticas This paper analyses the effects of sterilised, intraday foreign exchange market operations (non-discretionary and discretionary) on foreign exchange returns and volatility in four inflation targeting economies in Latin America. The distribution of exchang 2014-10-21 2014-10-21 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/6136 http://hdl.handle.net/20.500.12134/6136 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 849 https://ideas.repec.org/p/bdr/borrec/849.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República |
institution |
Repositorio Institucional del Banco de la República de Colombia |
collection |
DSpace |
language |
Español (Spanish) |
topic |
E58 - Central Banks and Their Policies F31 - Foreign Exchange G14 - Information and Market Efficiency; Event Studies; Insider Trading Exchange rate Central bank intervention Microstructure Mercado financiero -- América Latina Inflación -- América Latina Tipos de cambio -- Volatilidad -- Colombia Cambio exterior -- Intervención del estado -- Colombia Cambio exterior -- Intervención del estado -- América Latina Tipos de cambio -- Intervención del estado -- Colombia G14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiada F31 - Tipos de cambio E58 - Bancos centrales y sus políticas |
spellingShingle |
E58 - Central Banks and Their Policies F31 - Foreign Exchange G14 - Information and Market Efficiency; Event Studies; Insider Trading Exchange rate Central bank intervention Microstructure Mercado financiero -- América Latina Inflación -- América Latina Tipos de cambio -- Volatilidad -- Colombia Cambio exterior -- Intervención del estado -- Colombia Cambio exterior -- Intervención del estado -- América Latina Tipos de cambio -- Intervención del estado -- Colombia G14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiada F31 - Tipos de cambio E58 - Bancos centrales y sus políticas Fuentes, Miguel Pincheira, Pablo Julio-Román, Juan Manuel Rincón-Castro, Hernán García-Verdú, Santiago Zerecero, Miguel The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru |
description |
This paper analyses the effects of sterilised, intraday foreign exchange market operations (non-discretionary and discretionary) on foreign exchange returns and volatility in four inflation targeting economies in Latin America. The distribution of exchang |
format |
Documento de trabajo (Working Paper) |
author |
Fuentes, Miguel Pincheira, Pablo Julio-Román, Juan Manuel Rincón-Castro, Hernán García-Verdú, Santiago Zerecero, Miguel |
author_facet |
Fuentes, Miguel Pincheira, Pablo Julio-Román, Juan Manuel Rincón-Castro, Hernán García-Verdú, Santiago Zerecero, Miguel |
author_sort |
Fuentes, Miguel |
title |
The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru |
title_short |
The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru |
title_full |
The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru |
title_fullStr |
The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru |
title_full_unstemmed |
The effects of intraday foreign exchange market operations in Latin America : results for Chile, Colombia, Mexico and Peru |
title_sort |
effects of intraday foreign exchange market operations in latin america : results for chile, colombia, mexico and peru |
publisher |
Banco de la República |
publishDate |
2014 |
url |
http://repositorio.banrep.gov.co/handle/20.500.12134/6136 |
_version_ |
1637305920923893760 |
score |
12,131701 |