We thank the valuable suggestions made by two anonymous referees and the editor Benn Steil. We are also grateful to Manuel Ramos Francia, Guillermo Benavides and the seminar participants at Banco de Mexico on 17 July 2009; Ai Jun Hou for her discussion at the 2010 Eastern Finance Association Annual Conference; and Janko Hernandez for helpful discussions and comments. Renata Herrerías gratefully acknowledges the financial support of Asociación Mexicana de Cultura A.C.
Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the Mexican Market†
Article first published online: 21 AUG 2012
© 2012 Blackwell Publishing Ltd
Volume 15, Issue 2, pages 225–250, Summer 2012
How to Cite
Herrerías, R. and Gurrola, P. (2012), Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the Mexican Market. International Finance, 15: 225–250. doi: 10.1111/j.1468-2362.2012.01303.x
- Issue published online: 21 AUG 2012
- Article first published online: 21 AUG 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
If your institution is a registered Wiley Online Library customer, you can log in under your institution's name to see our content. This access is provided by Shibboleth or Athens.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!