Browsing All of EconStor by Author Benavides, Guillermo
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2009 | Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts | Benavides, Guillermo; Capistrán, Carlos |
| 2009 | A note on the volatilities of the interest rate and the exchange rate under different monetary policy instruments: Mexico 1998-2008 | Benavides, Guillermo; Capistrán, Carlos |
| 2010 | Exchange rate market expectations and Central Bank policy: The case of the Mexican peso-US dollar from 2005-2009 | Abarca, Gustavo; Benavides, Guillermo; Rangel, José Gonzalo |
| 2010 | Forecasting short-run inflation volatility using futures prices: An empirical analysis from a value at risk perspective | Benavides, Guillermo |
| 2016 | Exchange rate risk premium: An analysis of its determinants for the Mexican Peso-USD | Benavides, Guillermo |
| 2020 | Asymmetric volatility effects in risk management: An empirical analysis using a stock index futures | Benavides, Guillermo |
