Details about Juan R. Hernandez

Access statistics for papers by Juan R. Hernandez.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: phe622

Working Papers

2024

1. Covered interest parity: a forecasting approach to estimate the neutral band
   BIS Working Papers, Bank for International Settlements
2. Monetary Policy in Emerging Markets under Global Uncertainty
   Working Papers, CIDE, División de Economía

2021

3. Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic
   Working Papers, Banco de México View citations (2)
   See also Journal Article Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2024) (2024)

2020

4. Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band
   Working Papers, Banco de México
   Also in MPRA Paper, University Library of Munich, Germany (2020)

2017

5. Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico
   Working Papers, Banco de México View citations (1)
   See also Journal Article Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico, International Journal of Central Banking, International Journal of Central Banking (2019) View citations (1) (2019)

2016

6. Unit Root Testing in ARMA Models: A Likelihood Ratio Approach
   Working Papers, Banco de México

2014

7. Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis
   Working Papers, Banco de México View citations (4)

Journal Articles

2024

1. Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic
   International Journal of Finance & Economics, 2024, 29, (3), 2804-2836
   See also Working Paper Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic, Working Papers (2021) View citations (2) (2021)
2. Global supply chain inflationary pressures and monetary policy in Mexico
   Emerging Markets Review, 2024, 58, (C) View citations (1)

2023

3. Explaining Apparent deviations from Covered Interest Parity: Evidence from Mexico
   Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2023, 18, (1), 1-27

2019

4. Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico
   International Journal of Central Banking, 2019, 15, (5), 207-254 View citations (1)
   See also Working Paper Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico, Working Papers (2017) View citations (1) (2017)