Justin Vitanza

Board of Governors of the Federal Reserve System

Research Assistant

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

2

DOWNLOADS

176

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices

FRB International Finance Discussion Paper No. 956
Number of pages: 51 Posted: 08 Dec 2008
Paul Eitelman and Justin Vitanza
Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 140 (214,678)

Abstract:

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random walk, long-range dependence, equities, commodities, exchange rates

2.

The Puzzling Peso

FRB International Finance Discussion Paper No. 976
Number of pages: 47 Posted: 26 Sep 2009
Carlos Oscar Arteta, Steven B. Kamin and Justin Vitanza
Board of Governors of the Federal Reserve - Division of International Finance (IFDP), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 36 (456,925)

Abstract:

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Mexico, peso, dollar, exchange rates, interest rate differentials, inflation, output gap, output growth differentials