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Persistent link: https://www.econbiz.de/10003746019
Spanish Abstract: Este articulo pretende mostrar la existencia de un conjunto reglas generales, las cuales son las responsables de la cobertura de los gaps de apertura. Estas reglas se deducen mediante la comparación y reducción a la esencia de las macroestructuras de los gaps de un...
Persistent link: https://www.econbiz.de/10013214440
Spanish Abstract: En el presente estudio, se ofrece una mejor explicación al proceso de generación de gaps de apertura en los mercados financieros, que a mi forma de ver es proporcionado en el artículo Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock...
Persistent link: https://www.econbiz.de/10014344472
Persistent link: https://www.econbiz.de/10011524116
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
Income distribution among social classes, a preferred topic by the classical economists, has not often been frequented by later scholars. Some recent studies show a new interest, and a generalized increase in income concentration in favor of the capitalist class, particularly in Latin America....
Persistent link: https://www.econbiz.de/10015225579
In recent years the need arose to assess the effects of the policies implemented since 2006 in Bolivia. A document that refutes the results achieved by the government of Evo Morales (Chumacero R., 2019), indicates that the growth achieved between 2006 and 2016 was luck. However, the...
Persistent link: https://www.econbiz.de/10015265443
This document employs simulation techniques (of what kind) to attempt to replicate the market's behavior under various conditions associated with its competitive structure and the potential existence of entry barriers. The aim is to connect these simulations with theoretical and empirical...
Persistent link: https://www.econbiz.de/10015270912
El clásico modelo de valoración de opciones europeas de Black y Scholes (1973) supone que los retornos logarítmicos de un activo financiero se distribuyen normalmente, no obstante varios estudios empíricos muestran, primero, que esta distribución puede ser asimétrica y tener colas pesadas"...
Persistent link: https://www.econbiz.de/10005768227
Business decision making is a critical factor to the viability of companies. In the current more dynamic, global and competitive scenario, this critical factor opens space to wider requirements. Modeling and simulation have traditionally formed a substantial part of the toolkit used to support...
Persistent link: https://www.econbiz.de/10011787586