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Publications by Guillermo Benavides

Exchange Rate Market Expectations and Central Bank Policy:The Case of the Mexican Peso/U.S. Dollar From 2005–2009

Journal of Derivatives

English

Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts

SSRN Electronic Journal

English

Related publications

Exchange Rate Expectations, Unbiasedness and Central Bank Intervention: The Experience of the Southern Cone

Journal of Global Economics

English

Managing Financial Market Expectations: The Role of Central Bank Transparency and Central Bank Communication

SSRN Electronic Journal

English

Interest Rate Expectations in the Media and Central Bank Communication

English

On the Risk Comovements Between the Crude Oil Market and U.S. Dollar Exchange Rates

Economic Modelling

English

Exchange Rate Risk Premium: An Analysis of Its Determinants for the Mexican Peso-Usd

Revista Mexicana de Economía y Finanzas

English

The Effect of Central Bank Transparency on Exchange Rate Volatility

Journal of International Money and Finance

English

The Impact of the Japanese Purchases of U.S. Treasuries on the Dollar/Yen Exchange Rate

Global Economy Journal

English

Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach

English

Central Bank Policy Rate Guidance and Financial Market Functioning

SSRN Electronic Journal

English