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Mercados cambiarios y tipos de cambio de Asia y Latinoamérica : sincronización de largo plazo, cambios estructurales y choques estocásticos
Ruiz Porras, Antonio; Fregoso Becerra, Luis Enrique - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 295-317
The exchange markets and the exchange rates of Asia and Latin America are studied econometrically. Endogenous structural change and cointegration analyzes and impulse-response functions are used. The findings indicate that: 1) the long-term timing of the exchange markets is low; 2) there is no...
Persistent link: https://www.econbiz.de/10011870778
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Efectos derrame en los mercados de valores del continente americano
Diebold, Francis X.; Yılmaz, Kamil - In: Economía chilena 12 (2009) 2, pp. 55-65
Persistent link: https://www.econbiz.de/10003874593
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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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Por qué las economías emergentes deberían renunciar a sus monedas nacionales : la dolarización como un caso de la "sustitución de instituciones"
Mendoza, Enrique G. - In: El trimestre económico 71 (2004) 1, pp. 7-41
Persistent link: https://www.econbiz.de/10002082565
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Análisis del efecto día de semana en los principales mercados accionarios latinoamericanos : una aproximación mediante el criterio de dominancia estocástica
Kristjanpoller, Werner; Muñoz, Roberto E. - In: Estudios de economía 39 (2012) 1, pp. 5-26
In this paper we study the presence of calendar anomalies in the main Latin- American stock markets, for the 1993 to 2007 period. The literature has shown that the detection of those effects may depend on error distribution assumptions (Baker et al., 2008), and that their existence could be due...
Persistent link: https://www.econbiz.de/10009668346
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Información asimétrica y mercados financieros emergentes: al análisis de Mishkin
Sánchez Daza, Alfredo - In: Análisis económico 16 (2001) 2, pp. 35-66
Persistent link: https://www.econbiz.de/10001740549
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Política monetaria y auges del mercado de valores
Christiano, Lawrence J.; Ilut, Cosmin; Motto, Roberto; … - In: Monetaria 34 (2011) 2, pp. 257-319
Persistent link: https://www.econbiz.de/10009306932
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Medidas extendidas de restricciones a los flujos de capitales
Selaive, Jorge; Velásquez, Beatriz; Villena, José Miguel - In: Estudios de economía 36 (2009) 1, pp. 97-115
In this work we extend a De Jure measure of capital account restrictions, previously assembled by Miniane (2004) for 34 economies, to a set of 181 countries for the period 1996-2005. Additionally, having in mind the pitfalls of this indicator, we propose two new measures. The first excludes...
Persistent link: https://www.econbiz.de/10003974708
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Influencia de la asimetría cambiaria del peso mexicano frente al dólar norteamericano en la utilización de derivados financieros por las empresas no financieras mexicanas
Corona Dueñas, José Asunción; Guerrero Herrera, Juan … - In: Atlantic review of economics : AROE 2 (2014)
This paper analyzes from a long-term perspective, if the performance of the Mexican peso exchange, presents a recurring asymmetric behavior against the US dollar, and if that behavior has an influence on the potential use of financial derivatives by non-financial firms Mexican selected in the...
Persistent link: https://www.econbiz.de/10011308139
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Análisis de la utilización de derivados financieros en las empresas no financieras mexicanas y su efecto en las cotizaciones bursátiles
Corona Dueñas, José Asunción - In: Atlantic review of economics : AROE 1 (2012)
In this paper we study the possible effect it may have concerning the use of financial derivatives in the evolution of the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for trading. The first part is a review of the literature...
Persistent link: https://www.econbiz.de/10009664415