Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market
This paper studies the integration of the Mexican Stock Exchange (MSE) into the World Capital Market (WCM). We detect a long-run equilibrium relationship, despite the effects of structural breaks associated to different financial crises during our period of analy-sis (1987-2012). The analytical appr...
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| Pubblicato in: | Investigación Económica |
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| Autori principali: | , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad Nacional Autónoma de México
2015
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=60141352005 https://www.redalyc.org/journal/601/60141352005/ https://www.redalyc.org/journal/601/60141352005/html/ https://www.redalyc.org/journal/601/60141352005/60141352005.epub https://www.redalyc.org/journal/601/60141352005/movil |
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