Copertina

CONDITIONAL CORRELATION BETWEEN OIL AND STOCK MARKET RETURNS: THE CASE OF MEXICO

Fuente: Redalyc

Salvato in:

Dettagli Bibliografici
Autore principale:	Arturo Lorenzo Valdés
Natura:	Artículo científico
Lingua:	en
Pubblicazione:	Instituto Mexicano de Ejecutivos de Finanzas A.C. 2012
Soggetti:	Economía y Finanzas Oil price BEKK model Financial markets
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Recent movement of oil prices and future scenarios
di: Fernando Antonio Lucena Aiube
Pubblicazione: (2019)

Conditional Probability of Jumps in Oil Prices
di: Arturo Lorenzo-Valdés
Pubblicazione: (2021)

Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets
di: Runumi Das
Pubblicazione: (2022)

A COPULA-TGARCH APPROACH OF CONDITIONAL DEPENDENCE BETWEEN OIL PRICE AND STOCK MARKET INDEX: THE CASE OF MEXICO
di: Arturo Lorenzo Valdés
Pubblicazione: (2016)

On the estimation of the price elasticity of electricity demand in the manufacturing industry of Colombia
di: Jorge Barrientos
Pubblicazione: (2018)

Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia*
di: Martha López
Pubblicazione: (2023)

Oil Price Shocks and Macroeconomic Performance in Nigeria
di: Simeon Oludiran Akinley
Pubblicazione: (2013)

ELECTRICITY PRICE FORECASTING USING MONTE CARLO SIMULATION: THE CASE OF LITHUANIA
di: Andrejus Ngujen Tat
Pubblicazione: (2018)

INTERRELATION OF MONEY AND CAPITAL MARKETS
di: Meilė Jasienė
Pubblicazione: (2009)

Spatial Integration of Mexico-U.S. Grain Markets: The Case of Maize, Wheat and Sorghum
di: Antonio Yunez - Naude
Pubblicazione: (2015)

A COMPARATIVE STUDY ON DIFFERENT STATISTICAL MODELS FOR CALCULATING THE OPTIMAL HEDGE RATIO IN THE LIVE CATTLE MARKET
di: Marcos Antônio de Camargos
Pubblicazione: (2017)

Pricing Derivatives Securities with Prior Information on Long- Memory Volatility
di: Francisco Venegas Martínez
Pubblicazione: (2003)

DYNAMIC PRICE AS BARGAINING RESULT FOR REVENUE MAXIMIZATION IN RETAIL
di: Indrė Deksnytė
Pubblicazione: (2014)

The informational role of thin options markets: Empirical evidence from the Spanish case
di: C. José García Martín
Pubblicazione: (2016)

A Quality of Life Index of Mexican cities: An equalizing-difference approach
di: Roberto Gallardo del Ángel
Pubblicazione: (2017)

Determination and forecast of agricultural land prices
di: Bastiaan Philip Reydon
Pubblicazione: (2014)

Optimal transmission tariff regulation for the Southern Baja-Californian electricity network system
di: Rubí Espinosa
Pubblicazione: (2017)

Bull vs. Bear Oil & Gas Leveraged Exchange Traded Fund: A Rolling Risk-Performance
di: Ricardo Jacob Mendoza-Rivera
Pubblicazione: (2020)

PRICE SETTING IN LITHUANIA: MORE EVIDENCE FROM THE SURVEY OF FIRMS
di: Ernestas Virbickas
Pubblicazione: (2011)

Financialization at the international level: evidence from emerging market economies
di: Raquel A. Ramos
Pubblicazione: (2017)

A model to measure the effects of exchange rate variations on prices
di: Nooraddin Sharify
Pubblicazione: (2022)

Multifactor Asset Pricing Analysis of the Baltic Stock Market
di: Raimonds Lieksnis
Pubblicazione: (2010)

Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
di: Stephanía Mosquera
Pubblicazione: (2016)

Hedge dinâmicos: uma evidência para os contratos futuros brasileiros
di: Wanderci Alves Bitencourt
Pubblicazione: (2006)

THE FINANCIAL MARKET OF UKRAINE AND THE ROLE OF FOREIGN DIRECT INVESTMENT
di: Igor Lyutiy
Pubblicazione: (2013)

Modelización heterocedástica multivariante de la dinámica del riesgo sistemático en el mercado chileno de valores
di: Eduardo Ortas
Pubblicazione: (2012)

Performance measurement models and their influence on net fundraising of investment funds
di: Anderson Rocha de J. Fernandes
Pubblicazione: (2018)

Cost of equity capital and country risk: an econometric analysis of the expected rate of return for four Latin American countries
di: Juan Pablo Domínguez H.
Pubblicazione: (2007)

EXPLAINING THE CHANGES OF AGRICULTURE LAND PRICES IN LITHUANIA
di: Virgilijus Rutkauskas
Pubblicazione: (2018)

Artificial Neural Networks for Predicting Real Estate Price
di: Julia M. Núñez Tabales
Pubblicazione: (2013)

THE IMPACT OF OIL REFINERY MARKET POWER ON RETAIL FUEL PRICES IN THE EUROPEAN UNION
di: Aras Zirgulis
Pubblicazione: (2016)

Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
di: Oscar De la Torre Torres
Pubblicazione: (2013)

¿SON LOS ÍNDICES IPC MEXICANO E IBEX35 ESPAÑOL UNA ADECUADA DEFINICIÓN DE CARTERA DE MERCADO? UNA REVISIÓN DE ESTE SUPUESTO EMPLEANDO EL ESTADÍSTICO DE KANDEL Y STAMBUGH EN UN CONTEXTO MUESTRAL
di: Oscar V. De la Torre Torres
Pubblicazione: (2013)

O mercado imobiliário residencial no município de São Paulo: uma abordagem de preços hedônicos espacial
di: Rodger Barros Antunes Campos
Pubblicazione: (2017)

Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence
di: Leandro dos Santos Maciel
Pubblicazione: (2017)

CHICKEN PRICE TRANSMISSION ELASTICITY IN SÃO PAULO STATE MARKET
di: U. CORRÊA
Pubblicazione: (2017)

IS THE MEXICAN STOCK MARKET BECOMING MORE EFFICIENT?
di: Roberto J. Santillán-Salgado
Pubblicazione: (2011)

SPECULATIVE BUBBLE TENDENCIES IN TIME SERIES OF BITCOIN MARKET PRICES
di: Michael Demmler
Pubblicazione: (2022)

Resource allocation and pricing for multi-server multi-model federated learning based on market equilibrium
di: Diamanti, Maria, et al.
Pubblicazione: (2025)

On the Applicability of WACC for Investment Decisions
di: Jaime Sabal
Pubblicazione: (2009)