Calderón-Colín, Roberto; Carmona Sánchez, Juan Francisco - In: Latin American journal of central banking : LAJCB 4 (2023) 1, pp. 1-35
This document presents a multivariate analysis of the relationship among daily returns of pension funds in Mexico from 1997 to 2019. We provide evidence of a positive relationship among daily returns through five statistical methods. We find Granger causality of the returns of some funds to...