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El origen del pánico de 2008: la crisis del mercado de crédito hipotecario en Estados Unidos
Salazar, Mauricio Pérez - In: Revista de Economía Institucional 10 (2008) July-December, pp. 19-54
This article analyzes the causes of U.S. mortgage backed securities crisis, a crucial market in the financial panic of 2008. It shows that irrational behavior of investors is not infrequent, as evidenced by Ponzi schemes and bubbles. A comparison is made between traditional and new models of...
Persistent link: https://www.econbiz.de/10005697770
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Liquidez En Los Mercados Accionarios Latinoamericanos : Estimando El Efecto Del Mercado Integrado Latinoamericano (MILA) (Stock Market Liquidity in Latin America: Estimating the Ef...
Agudelo, Diego A. - 2014
Spanish Abstract: En este estudio se estiman los costos de transacción asociados a la liquidez intradiaria de acciones que pertenecen a seis mercados accionarios latinoamericanos (Argentina, Brasil, Chile, Colombia, México y Perú) durante un periodo de seis meses (Julio 2009–Enero 2010). Se...
Persistent link: https://www.econbiz.de/10013058190
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Riesgo Sistémico En El Mercado De Acciones Colombiano : Alternativas De Diversificación Bajo Eventos Extremos (Systemic Risk in the Colombian Stock Market: Diversification Alternat...
Uribe, Jorge; Fernández, Julián - 2015
Spanish Abstract: Se plantea el coeficiente de dependencia asintótica, basado en cópulas, como una medida para la administración del riesgo en portafolios de acciones. Se describen algunos aspectos de las estructuras macro y microeconómicas del mercado en Colombia, motivando la introducción...
Persistent link: https://www.econbiz.de/10013023603
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Tiempo y Capital Financiero en el Capital de Marx (Time and Financial Capital in Marx's Capital)
Salazar, Boris - 2018
Spanish Abstract: Este artículo sugiere que la metamorfosis de las deudas en derivados y títulos financieros, y de estos en deudas, genera redes de activos y obligaciones, que inducen la emergencia de distintos tiempos del capital, articulados en un sistema complejo, cuya dinámica hace...
Persistent link: https://www.econbiz.de/10012915847
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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
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Modelo evolutivo del impacto de técnicas VaR en los mercados financieros
Llacay, Bàrbara; Peffer, Gilbert - In: Revista de Métodos Cuantitativos para la Economía y … 36 (2023), pp. 1-25
evolutionary game theory of a financial market, where part of the investors use the VaR technique to manage their risk. We study …
Persistent link: https://www.econbiz.de/10014494552
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Modelo evolutivo del impacto de técnicas VaR en los mercados financieros
Llacay, Bàrbara; Peffer, Gilbert - In: Revista de métodos cuantitativos para la economía y … 36 (2023), pp. 1-25
evolutionary game theory of a financial market, where part of the investors use the VaR technique to manage their risk. We study …
Persistent link: https://www.econbiz.de/10014452090
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La pregunta de los 100 mil millones
Haldane, Andrew G. - In: Revista de Economía Institucional 12 (2010) January-June, pp. 83-110
This article examines the costs of banking pollution and the role of regulation and restrictions on the financial system in tackling it. It studies the benefits of such restrictions in terms of modularity, robustness and incentives, and the costs in terms of the economies of scale and the...
Persistent link: https://www.econbiz.de/10008539917
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Gobernanza y crisis del neoliberalismo
Angulo Sánchez, Nicolás - In: Entelequia. Revista Interdisciplinar (2010) 11, pp. 241-259
The current financial crisis, hitting the very nucleus of capitalist metropolis and placing its roots and causes at the spheres (financial and commercial ones) that have been privileged by neo-liberals, is another sample of the scarce or nonexistent viability of neo-liberal projects, having in...
Persistent link: https://www.econbiz.de/10008784319