Exchange Rates
Linkages Among Latin American Foreign Exchange Markets: A Long-Run Perspective in the Presence of Structural Breaks, Applied Economic Letters (2009)
This article examines stationarity properties, linkages and market efficiency of the Latin American foreign exchange...
Common Volatility across Latin American Foreign Exchange Markets, Applied Financial Economics (2009)
This paper uses high frequency exchange rate data for a group of thirteen Latin American...
Exchange Rates and U.S. Direct Investment into Latin America (with Susan Pozo), of International Trade and Economic Development (2008)
This paper analyzes the impact of exchange rate levels and exchange rate uncertainty on U.S....
Applied Time Series
Linkages Among Latin American Foreign Exchange Markets: A Long-Run Perspective in the Presence of Structural Breaks, Applied Economic Letters (2009)
This article examines stationarity properties, linkages and market efficiency of the Latin American foreign exchange...
Common Volatility across Latin American Foreign Exchange Markets, Applied Financial Economics (2009)
This paper uses high frequency exchange rate data for a group of thirteen Latin American...
Remittances, Institutions and Growth: A Panel Semi-Parametric Approach (with Elias Shukralla and Carlos Vargas-Silva), International Economic Journal (2009)
In this article we re-examine the relationship between remittances and economic growth placing special attention...
Volatility Persistence, Long Memory and Time-Varying Unconditional Mean: Evidence from Ten Equity Indices (with David G. McMillan), The Quarterly Review of Economics and Finance (2009)
This paper re-examines evidence of volatility persistence and long memory in the light of potential...
Exchange Rates and U.S. Direct Investment into Latin America (with Susan Pozo), of International Trade and Economic Development (2008)
This paper analyzes the impact of exchange rate levels and exchange rate uncertainty on U.S....
International Finance and Trade
Linkages Among Latin American Foreign Exchange Markets: A Long-Run Perspective in the Presence of Structural Breaks, Applied Economic Letters (2009)
This article examines stationarity properties, linkages and market efficiency of the Latin American foreign exchange...
Common Volatility across Latin American Foreign Exchange Markets, Applied Financial Economics (2009)
This paper uses high frequency exchange rate data for a group of thirteen Latin American...
Exchange Rates and U.S. Direct Investment into Latin America (with Susan Pozo), of International Trade and Economic Development (2008)
This paper analyzes the impact of exchange rate levels and exchange rate uncertainty on U.S....