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Indicadores históricos de volatilidad financiera. Un análisis de desempeño comparado utilizando tipos de cambio nominales

Author

Listed:
  • Omar Rilver Velasco Portillo

    (Banco Central de Bolivia)

Abstract

En contextos de elevada volatilidad cambiaria e incertidumbre económica se requiere mejorar el monitoreo al tipo de cambio de mercado. Este trabajo analiza y propone catorce indicadores para medir la volatilidad financiera, aplicados al tipo de cambio nominal en países de América del Sur. En el caso particular de Bolivia, estos indicadores financieros serían de gran utilidad para que la autoridad monetaria pueda minimizar los ataques especulativos, reducir la volatilidad cambiaria, anclar las expectativas del público, en torno a sus anuncios y ser una guía para futuras intervenciones en el mercado de divisas.

Suggested Citation

  • Omar Rilver Velasco Portillo, 2024. "Indicadores históricos de volatilidad financiera. Un análisis de desempeño comparado utilizando tipos de cambio nominales," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 40(1), pages 10-52, January -.
    • Handle: RePEc:blv:journl:v:40:y:2024:i:1:p:10-52
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    More about this item

    Keywords

    Finanzas; tipo de cambio; volatilidad;
    All these keywords.

    JEL classification:

    • D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
    • O24 - Economic Development, Innovation, Technological Change, and Growth - - Development Planning and Policy - - - Trade Policy; Factor Movement; Foreign Exchange Policy

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