Time-frequency analysis of economic policy uncertainty and its relationship with exchange rates: application to Latin American countries, 2010-2022; [Analyse de la fréquence temporelle de l’incertitude des politiques économiques et de sa relation avec les taux de change: application aux pays d’Amérique latine, 2010-2022]; [Análisis tiempo-frecuencia de la incertidumbre de la política económica y su relación con los tipos de cambio: aplicación para países latinoamericanos, 2010-2022]

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dc.contributor.affiliationRúa J.A., Estudiante de Maestría en Finanzas, Universidad de Medellín, Facultad de Ingenierías, Medellín, Colombia
dc.contributor.affiliationMarín-Rodríguez N.J., Universidad de Medellín, Facultad de Ingenierías, Grupo de Investigación en Ingeniería Financiera (GINIF), Medellín, Colombia
dc.contributor.authorRúa J.A.; Marín-Rodríguez N.J.
dc.date.accessioned2025-04-28T22:10:35Z
dc.date.available2025-04-28T22:10:35Z
dc.date.issued2024
dc.descriptionThis paper offers a fresh perspective on the relationship between the Economic Policy Uncertainty (EPU) index and exchange rates in Latin American countries (Brazil, Chile, Colombia, and Mexico). Employing Wavelet Power Spectrum and Coherence Analyses on monthly data (January 2010 to May 2022). The findings reveal a consistent positive correlation between the EPU index and exchange rates across short, medium, and long-term. These results underscore the intricate link between economic uncertainty and exchange rates, emphasizing the need for careful economic policy management and consideration of political events to foster stability and economic growth in these nations. © 2024 Universidad de Antioquia. All rights reserved.
dc.identifier.doi10.17533/udea.le.n102a356728
dc.identifier.instnameinstname:Universidad de Medellínspa
dc.identifier.issn1202596
dc.identifier.reponamereponame:Repositorio Institucional Universidad de Medellínspa
dc.identifier.repourlrepourl:https://repository.udem.edu.co/
dc.identifier.urihttp://hdl.handle.net/11407/8893
dc.language.isospa
dc.publisher.facultyFacultad de Ingenieríasspa
dc.publisher.programIngeniería Financieraspa
dc.relation.citationendpage131
dc.relation.citationissue102
dc.relation.citationstartpage93
dc.relation.isversionofhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85213958197&doi=10.17533%2fudea.le.n102a356728&partnerID=40&md5=fc5889c5addd306f824633bf9f7cb831
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dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.sourceLecturas de Economia
dc.sourceLect. Econ.
dc.sourceScopus
dc.subjectFinancial Econometrics
dc.subjectFinancial Risk
dc.subjectForeign Exchange
dc.subjectLatin America
dc.subjectTime-frequency analysis
dc.subjectUncertainty
dc.subjectFinancial Econometrics
dc.subjectFinancial Risk
dc.subjectForeign Exchange
dc.subjectLatin America
dc.subjectTime-frequency analysis
dc.subjectUncertainty
dc.titleTime-frequency analysis of economic policy uncertainty and its relationship with exchange rates: application to Latin American countries, 2010-2022; [Analyse de la fréquence temporelle de l’incertitude des politiques économiques et de sa relation avec les taux de change: application aux pays d’Amérique latine, 2010-2022]; [Análisis tiempo-frecuencia de la incertidumbre de la política económica y su relación con los tipos de cambio: aplicación para países latinoamericanos, 2010-2022]
dc.typeArticle
dc.type.localArtículo revisado por paresspa
dc.type.versioninfo:eu-repo/semantics/publishedVersion

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