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documents deviations from covered interest parity (CIP) for Mexico after the global financial crisis (GFC), and then it … in Mexico, and it was robust to including arbitrage funding and foreign exchange transaction costs in the regression …
Persistent link: https://www.econbiz.de/10012166177
In this research paper ARCH-type models and option implied volatilities (IV) are applied in order to estimate the Value-at-Risk (VaR) of a stock index futures portfolio for several time horizons. The relevance of the asymmetries in the estimated volatility estimation is considered. The empirical...
Persistent link: https://www.econbiz.de/10012292347
We analyze forecasts of inflation and GDP growth contained in Banco de México's Survey of Professional Forecasters for …
Persistent link: https://www.econbiz.de/10008737163
We construct a panel data at the state level in Mexico for the years 2006, 2008 and 2011 in order to investigate the … impact that entry deregulation efforts have on the cost of opening new businesses in Mexico, where this cost is taken from … the Doing Business in Mexico report of the World Bank. Using a model that the controls for the financial strength of the …
Persistent link: https://www.econbiz.de/10010459837
Specialists in Economics from the Private Sector, maintained by Banco de M´exico. The study concentrates on the mean across …
Persistent link: https://www.econbiz.de/10003748770
Persistent link: https://www.econbiz.de/10002513462
This article presents three methods to estimate the logarithm of monthly real GDP in Mexico from the Global Indicator …
Persistent link: https://www.econbiz.de/10009655244
This paper shows that the evolution of the level of Mexico real and real per capita output between 1895 and 2008 can be … results indicate that for Mexico real and real per capita GDP, there are four stationary growth paths, separated by three …
Persistent link: https://www.econbiz.de/10009348003
quarterly GDP for Mexico. In particular, the mixed data sampling (MIDAS) regression model is employed to incorporate both …
Persistent link: https://www.econbiz.de/10011729120
Persistent link: https://www.econbiz.de/10011915109