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

Detalles Bibliográficos
Autores Principales: Fuentes, Miguel, Pincheira, Pablo, Julio-Román, Juan Manuel, Rincón-Castro, Hernán, García-Verdú, Santiago, Zerecero, Miguel
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2014
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6136
id oai:RI-BanRep:20.500.12134-6136
recordtype dspace
spelling 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