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Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts.. (2009). Capistrán, Carlos ; Benavides, Guillermo.
In: Working Papers.
RePEc:bdm:wpaper:2009-01.

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  1. Central Bank Exchange Rate Interventions and Market Expectations: The Case of México During the Financial Crisis 2008-2009. (2012). Benavides, Guillermo.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:20121018.

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  2. Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL. (2011). Gözgör, Giray ; Nokay, Pinar .
    In: MPRA Paper.
    RePEc:pra:mprapa:34369.

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  3. Central Bank Exchange Rate Interventions and Market Expectations: The Case of México During the Financial Crisis 2008-2009. (2011). Benavides, Guillermo.
    In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
    RePEc:imx:journl:v:6:y:2011:i:1:p:5-27.

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  4. Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009. (2010). Rangel, Jose ; Abarca, Gustavo ; Benavides, Guillermo.
    In: Working Papers.
    RePEc:bdm:wpaper:2010-17.

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References

References cited by this document

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