Non-Linear Multivariate Dependence between the Mexican Stock Market Index and the Exchange Rate: Efficiency Hypothesis and Political Cycle in Mexico (1994-2012)
This paper uses a multivariate extension of the non-parametric nonlinearity test from Hinich (1991) with the objective of investigating whether there is a nonlinear relation between the index of The Mexican Stock Exchange (IPC) and the peso/dollar exchange rate measured through the Cross-correlation...
Gorde:
| Argitaratua izan da: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Egile Nagusiak: | , , |
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2017
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| Gaiak: | |
| Sarrera elektronikoa: | https://www.redalyc.org/articulo.oa?id=423749189005 https://www.redalyc.org/journal/4237/423749189005/ https://www.redalyc.org/journal/4237/423749189005/html/ https://www.redalyc.org/journal/4237/423749189005/423749189005.epub https://www.redalyc.org/journal/4237/423749189005/movil |
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