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Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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Forecasting short-run inflation volatility using futures prices: An empirical analysis from a value at risk perspective
Benavides, Guillermo - 2010
In this research paper ARCH-type models are applied in order to estimate the Value-at-Risk (VaR) of an inflation-index futures portfolio for several time-horizons. The empirical analysis is carried out for Mexican inflation-indexed futures traded at the Mexican Derivatives Exchange (MEXDER). To...
Persistent link: https://www.econbiz.de/10010322620
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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Interest rate volatility, capital controls and contagion
Edwards, Sebastian - 1998
Persistent link: https://www.econbiz.de/10000679903
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Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard; Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000631761
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The effect of the exchange rates on investment in Mexican manufacturing industry
Caglayan, Mustafa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003726123
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Simultaneous stochastic volatility transmission across american equity markets
Weber, Enzo (contributor) - 2008
market to three American countries are revealed. The impact is strongest for Canada, followed by Mexico and Brazil, which are …
Persistent link: https://www.econbiz.de/10003727720
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Volatilidad del precio de la mezcla mexicana de exportación
Dávila Pérez, Javier; Núñez Mora, José Antonio; … - In: Economía: teoría y práctica 25 (2006), pp. 37-52
Persistent link: https://www.econbiz.de/10003742698
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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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Mexico versus Canada: Stability benefits from making common currency with USD?
Von Furstenberg, George M. - In: The North American journal of economics and finance : a … 17 (2006) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10003308296