Response of the USD/MXN Exchange Rate to Macroeconomic Data
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Keywords
The Forex Market; macroeconomic data; currency exchange rates; GARCH model.;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
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