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Long-Run inflation and exchange rates hedge of stocks in Brazil and Mexico

Ortiz, Edgar (contributor); Cabello, Alejandra (contributor) - In: Global economy journal : GEJ 6 (2006) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10003561185

Inflación, tipos de cambio y rendimientos a largo plazo en los mercados de capital de México y Brasil

Ortiz, Edgar; Cabello, Alejandra; Jesús, Raúl de - In: Asimetrías e incertidumbre : los desafíos de una …, (pp. 101-134). 2009

Persistent link: https://www.econbiz.de/10009013170

Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic

Sosa, Miriam; Ortiz, Edgar; Cabello-Rosales, Alejandra - In: Studies in economics and finance 40 (2023) 3, pp. 411-424

Persistent link: https://www.econbiz.de/10014252615

Testing the Overreaction Hypothesis in the Mexican Stock Market

Jiménez, Jaime González Maiz; Ortiz, Edgar - 2021

The objective of this work is to test the overreaction hypothesis in the Mexican Stock Market for the period of 2002-2015, using monthly data and applying the Cumulative Average Residuals (CAR) methodology via the CAPM model and the three-factor model proposed by Fama and French. The CAR model...

Persistent link: https://www.econbiz.de/10013223769