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Special issue: Latin American financial markets recent challenges : securities, valuation and integration

Santillán Salgado, Roberto Joaquín (ed.) - 2016

Persistent link: https://www.econbiz.de/10011757563

Impact of oil prices on stock markets in major Latin American countries (2000-2015)

Santillán Salgado, Roberto Joaquín; Calderón … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 4, pp. 205-215

Persistent link: https://www.econbiz.de/10011749955

On the relations among CO2 emissions, gross domestic product, energy consumption, electricity use, urbanization, and income inequality for a sample of 134 countries

Santillán Salgado, Roberto Joaquín; Valencia-Herrera, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 195-207

Persistent link: https://www.econbiz.de/10012522543

On the stock market-electricity sector nexus in Latin America : a dynamic panel data model

Aali-Bujari, Alí; Venegas-Martínez, Francisco; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 148-154

Persistent link: https://www.econbiz.de/10011954086

Exchange rate exposure of Latin American firms : empirical evidence

Santillán Salgado, Roberto Joaquín; Núñez-Mora, … - In: Journal of multinational financial management 51 (2019), pp. 80-97

Persistent link: https://www.econbiz.de/10012314631

Value-at-Risk effectiveness : a high-frequency data approach with semi-heavy tails

Contreras-Valdez, Mario Ivan; Sahu, Sonal; … - In: Risks : open access journal 12 (2024) 3, pp. 1-23

In the broader landscape of cryptocurrency risk management, this study delves into the nuanced estimation of Value-at-Risk (VaR) for a uniformly weighted portfolio of cryptocurrencies, employing the bivariate Normal Inverse Gaussian distribution renowned for its semi-heavy tails. Utilizing...

Persistent link: https://www.econbiz.de/10014497426