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...

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書目詳細資料

發表在:	Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance
Principais autores:	Semei Lepoldo Coronado Ramírez, Rafael Romero-Meza, Francisco Venegas-Martínez
格式:	Artigo
語言:	Inglês
出版:	Instituto Mexicano de Ejecutivos de Finanzas A.C. 2017
主題:	Economía y Finanzas
在線閱讀:	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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