Metal prices and international market risk in the Peruvian stock market
Mauricio Zevallos, Fernanda Villarreal, Carlos Del Carpio, Omar Abbara
| Alternative title: | Precio internacional de los metales y riesgo de mercado en la Bolsa de Valores de Lima |
|---|---|
| Year of publication: |
enero-junio 2017
|
| Authors: | Zevallos, Mauricio ; Villarreal, Fernanda ; Carpio, Carlos del ; Abbara, Omar |
| Published in: |
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú. - Lima : [Verlag nicht ermittelbar], ISSN 0254-4415, ZDB-ID 860820-9. - Vol. 40.2017, 79, p. 87-104
|
| Subject: | Commodities | copula | CoVaR | S&P500 | VaR | Peru | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Welt | World | Aktienmarkt | Stock market | VAR-Modell | VAR model | Volatilität | Volatility | Metallmarkt | Metal market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Other identifiers: | 10.18800/economia.201701.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011947836