Is Mexico's Forward Exchange Rate Market Efficient?

This study tests the unbiased forward exchange rate hypothesis for the Mexican exchange market. Instead of the linear regression base model, we use a nonlinear Markov switching model. The model identifies two states in the behavior of the forward exchange rate: one in which the null hypothesis of ef...

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Detalles Bibliográficos
Autores: Alejandro Islas-Camargo, Willy W. Cortez, Pamela Sanabria
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2018
País:México
Institución:Universidad de Guadalajara
Repositorio:Redalyc-UDG
OAI Identifier:oai:redalyc.org:423755207005
Acceso en línea:https://www.redalyc.org/articulo.oa?id=423755207005
https://www.redalyc.org/journal/4237/423755207005/
https://www.redalyc.org/journal/4237/423755207005/html/
https://www.redalyc.org/journal/4237/423755207005/423755207005.epub
https://www.redalyc.org/journal/4237/423755207005/movil
Access Level:acceso abierto
Palabra clave:Economía y Finanzas
Markov Switching
Market Efficiency
Forward exchange rate
Mexican Foreign Exchange Market
Unbiased Forward Exchange Rate Hypothesis
Descripción
Sumario:This study tests the unbiased forward exchange rate hypothesis for the Mexican exchange market. Instead of the linear regression base model, we use a nonlinear Markov switching model. The model identifies two states in the behavior of the forward exchange rate: one in which the null hypothesis of efficiency holds and the other one in which it does not. The results show that the unbiased hypothesis is rejected for both the 30 and 90 day forward rates when using a lineal model. However, when using the two-state Markov switching model we cannot reject the null hypothesis for the 30 day forward rate in the state identified as the efficient but we reject it in other state. For the 90 day forward rate we cannot distinguish between the two states. Therefore, the nonlinear two-state Markov switching model is far superior to the traditional single state linear regression model to test the unbiased forward exchange rate hypothesis. Our study provides evidence that the hypothesis of efficiency is rejected in periods of high uncertainty in the economy and policy decisions.