Back to Search
Start Over
Volatilidad del tipo de cambio en México: ¿Síntoma de la enfermedad holandesa?
- Source :
-
Gestión y Estrategia . ene-jun2019, Issue 55, p75-89. 15p. - Publication Year :
- 2019
-
Abstract
- Some scholars establish the presence of the dutch disease in Mexico produced by the increase in oil prices in the first decade of the 21st century. In this context, the aim of this paper is to measure the impact of the volatility of the exchange rate (mexican peso-usdollar) influenced by volatility of mexican crude oil price, using a garch model and statistical daily information from 2010 to 2016. The results indicate that the volatility of exchange rate is not impacted by volatility of oil price but on speculation factors on itself. [ABSTRACT FROM AUTHOR]
Details
- Language :
- Spanish
- ISSN :
- 01888234
- Issue :
- 55
- Database :
- Academic Search Index
- Journal :
- Gestión y Estrategia
- Publication Type :
- Academic Journal
- Accession number :
- 139337437