Código QR (código de barras bidimensional)

Exchange Markets and Stock Markets Integration in Latin-America

We analyze the relationship between the exchange markets and the integration process of the Latin American stock markets (MILA), focusing the analysis on two points. First, we evaluate the existence and nature of exchange risk premium and its relationship with the uncovered interest parity (UIP) bia...

Fuld beskrivelse

Na minha lista:
Principais autores: Jorge Andrés Muñoz Mendoza, Carmen Lissette Veloso Ramos, Sandra María Sepúlveda Yelpo, Carlos Leandro Delgado Fuentealba, Edinson Edgardo Cornejo Saavedra
Format: Artigo
Sprog:Inglês
Udgivet: Instituto Mexicano de Ejecutivos de Finanzas 2022-06-01
Serier:Revista Mexicana de Economía y Finanzas Nueva Época REMEF
Fag:
exchange returns, risk premium, market integration, garch, dcc-mgarch.
Online adgang:https://www.remef.org.mx/index.php/remef/article/view/719
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!

Lignende værker