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Estimación de un índice de condiciones financieras para México
Villarreal, Thelma Armendáriz; Bulos, Claudia Ramírez - 2015
markets in Mexico such as the financial crisis of 2008-2009, the crisis in Europe in mid-2011, the beginning of the "tapering …
Persistent link: https://www.econbiz.de/10011445077
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Estimación de un índice de condiciones financieras para México
Villarreal, Thelma Armendáriz; Bulos, Claudia Ramírez - 2015
markets in Mexico such as the financial crisis of 2008-2009, the crisis in Europe in mid-2011, the beginning of the "tapering …
Persistent link: https://www.econbiz.de/10011337615
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Mercados cambiarios y tipos de cambio de Asia y Latinoamérica: Sincronización de largo plazo, cambios estructurales y choques estocásticos
Ruiz Porras, Antonio; Fregoso Becerra, Luis Enrique - In: Revista de Métodos Cuantitativos para la Economía y … 25 (2018), pp. 295-317
The exchange markets and the exchange rates of Asia and Latin America are studied econometrically. Endogenous structural change and cointegration analyzes and impulse-response functions are used. The findings indicate that: 1) the long-term timing of the exchange markets is low; 2) there is no...
Persistent link: https://www.econbiz.de/10011995022
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Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): Una evidencia del grado de integración
Fuentes Vélez, Mariana; Pinilla Barrera, Alejandro - In: Revista de Métodos Cuantitativos para la Economía y … 31 (2021), pp. 301-328
This paper presents the progress in the integration of the Latin American Integrated Market (MILA by its Spanish acronym) by studying the dynamic relationship between the volatilities of the markets that conform it: Colombia, Mexico, Peru and Chile. To achieve this objective, data between 2002...
Persistent link: https://www.econbiz.de/10014494443
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Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA) : una evidencia del grado de integración
Fuentes Vélez, Mariana; Pinilla Barrera, Alejandro - In: Revista de métodos cuantitativos para la economía y … 31 (2021), pp. 301-328
This paper presents the progress in the integration of the Latin American Integrated Market (MILA by its Spanish acronym) by studying the dynamic relationship between the volatilities of the markets that conform it: Colombia, Mexico, Peru and Chile. To achieve this objective, data between 2002...
Persistent link: https://www.econbiz.de/10012522512
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Mercados cambiarios y tipos de cambio de Asia y Latinoamérica : sincronización de largo plazo, cambios estructurales y choques estocásticos
Ruiz Porras, Antonio; Fregoso Becerra, Luis Enrique - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 295-317
The exchange markets and the exchange rates of Asia and Latin America are studied econometrically. Endogenous structural change and cointegration analyzes and impulse-response functions are used. The findings indicate that: 1) the long-term timing of the exchange markets is low; 2) there is no...
Persistent link: https://www.econbiz.de/10011870778
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Construcción de un "Ïndice de Percepción de Riesgo" de los Mercados Financieros Globales
Velandia, Luis Fernando Melo; ramírez, Juan Mauricio; … - Banco de la Republica de Colombia
En este documento se construye un Indice de Percepción de Riesgo de los inversionistas institucionales en los mercados industrializados. Este índice se estima con base en un modelo de análisis factorial dinámico, que explora las tendencias comunes de las volatilidades de los retornos de una...
Persistent link: https://www.econbiz.de/10005113974
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El Mercado de Valores Chileno: Análisis y Propuesta en el Ámbito Tributario
Agostini, Claudio; Budnevich, Carlos - Superintendencia de Valores y Seguros, Ministerio de … - 2009
En este trabajo, a partir de un marco tributario que considera tanto los objetivos de la política tributaria de un país como sus efectos, se analizan los distintos impuestos que afectan al mercado de capitales en Chile. Dicho análisis junto a una exhaustiva revisión de la literatura...
Persistent link: https://www.econbiz.de/10008475777
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Did the contagion effect occur on the Latin America stock markets during the global financial crisis?
de Jesús Gutiérrez, Raúl - In: Revista de Métodos Cuantitativos para la Economía y … 29 (2020), pp. 237-258
This paper tests the existence of financial contagion between US and Latin America stock markets based on the analysis … procedure to examine the potential channels of financial contagion effects on emerging stock markets. The empirical results … markets are significantly affected by the contagion effects from the global financial crisis. However, Argentina stock market …
Persistent link: https://www.econbiz.de/10014494541
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Did the contagion effect occur on the Latin America stock markets during the global financial crisis?
Gutiérrez, Raúl de Jesús - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 237-258
This paper tests the existence of financial contagion between US and Latin America stock markets based on the analysis … procedure to examine the potential channels of financial contagion effects on emerging stock markets. The empirical results … markets are significantly affected by the contagion effects from the global financial crisis. However, Argentina stock market …
Persistent link: https://www.econbiz.de/10012260195