Gustavo Abarca

Bank of Mexico

Av. 5 de Mayo 18

Piso 4

Mexico City, 06059

Mexico

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Exchange Rate Market Expectations and Central Bank Policy: The Case of the Mexican Peso-US Dollar from 2005-2009

Journal of Derivatives, Vol. 19, No. 4, 2012
Number of pages: 37 Posted: 10 Mar 2011 Last Revised: 02 Jul 2019
Bank of Mexico, Banco de Mexico and Goldman Sachs Group, Inc. - Global Investment Research
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Citation 5

Abstract:

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Exchange Rates, Interest Rate Targeting, Market Expectations, Mexican Peso-U.S. Dollar Exchange Rate, Monetary Policy, Risk-Neutral Densities