Browsing by Author "Gamboa-Estrada, Fredy Alejandro"
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The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis
We study the relationship between daily oil prices and nominal exchange rates between 1995 and 2019 in Colombia through a Time-Varying Vector Auto-Regressions with residual Stochastic Volatility, TV-VAR-SV, model. For this ...Documentos de Trabajo. 2019-09-24