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Juan R Hernandez
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Year
Identifying Dornbusch's exchange rate overshooting with structural VECs: evidence from Mexico
C Capistrán, D Chiquiar, JR Hernández
61st issue (December 2019) of the International Journal of Central Banking, 2019
182019
Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic
C Alba, G Cuadra, JR Hernandez, R Ibarra
International Journal of Finance & Economics, 2021
92021
Peso-Dollar forward market analysis: Explaining arbitrage opportunities during the financial crisis
JR Hernandez
Working Papers, 2014
62014
Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band
JR Hernández
22020
Explaining apparent deviations from covered interest parity: Evidence from mexico
JR Hernández
Revista Mexicana de Economía y Finanzas (REMEF): nueva época 18 (1), 3, 2023
12023
Identificando la Sobre-Reacción del Tipo de Cambio de Dornbusch con VEC Estructurales: Evidencia en México
C Capistrán, D Chiquiar, JR Hernández
Documentos de Investigación del Banco de México 11, 2017
12017
Global supply chain inflationary pressures and monetary policy in Mexico
JR Hernández, D Ventosa-Santaulària, JE Valencia
Emerging Markets Review 58, 101089, 2024
2024
Capital flows to emerging economies and global risk aversion during the COVID-19 pandemic
C Alba, G Cuadra, JR Hernandez, R Ibarra
International Journal of Finance and Economics, 2023
2023
Paridad de Tasas Cubierta: Un Enfoque de Volatilidad Estocástica para Estimar la Banda Neutral
JR Hernández
2020
Identifying Dornbusch's exchange rate overshooting with structural VECs: Evidence from Mexico
C Capistrán Carmona, D Chiquiar, JR Hernández
Working Papers, 2017
2017
Unit Root Testing in ARMA Models: A Likelihood Ratio Approach
JR Hernández
2016
Paridad de Tasas Cubierta y la Banda Neutral
JR Hernández
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Articles 1–12