Showing 1 - 10 of 15
This document presents a multivariate analysis of the relations among daily returns of pension funds in Mexico from 1997 to 2019. Evidence of a positive relation among daily returns through five statistical methods is provided. We find Granger causality of the returns of some funds to others,...
Persistent link: https://www.econbiz.de/10012510672
Persistent link: https://www.econbiz.de/10003422673
Persistent link: https://www.econbiz.de/10012317429
Persistent link: https://www.econbiz.de/10000879034
Persistent link: https://www.econbiz.de/10003431023
Persistent link: https://www.econbiz.de/10003645631
Persistent link: https://www.econbiz.de/10011632156
Persistent link: https://www.econbiz.de/10014482846
Persistent link: https://www.econbiz.de/10013367952
Persistent link: https://www.econbiz.de/10012197158