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†
Version of Record 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 online: 21 AUG 2012
- Version of Record online: 21 AUG 2012
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