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A Bayesian approach to model changes in volatility in the Mexican stock exchange index

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Adaptive efficiency of the Mexican Stock Exchange

Brito-Cervantes, Esmeralda; Coronado, Semei; … - In: Academia Revista Latinoamericana de Administración 31 (2018) 2, pp. 326-335

Purpose: The purpose of this paper is to analyse the adaptive market efficiency in the price–volume (P–V) relationship of the stocks listed in the Mexican Stock Exchange. The period under study goes from 1982 to 2015. In order to detect causality and, thus, determine adaptive efficiency in...

Persistent link: https://www.econbiz.de/10012066078

<scp>Time‐varying</scp> causality between bond and oil markets of the United States : Evidence from over one and half centuries of data

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Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data

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Stock market behaviour : efficient or adaptive? : evidence from the Pakistan Stock Exchange

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Stochastic temporary stabilization: Undiversifiable devaluation and income risks

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Temporary stabilization: A stochastic analysis

Venegas-Martinez, Francisco - In: Journal of Economic Dynamics and Control 25 (2001) 9, pp. 1429-1449

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