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...
Kaydedildi:
| Yayımlandı: | Investigación Económica |
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| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Universidad Nacional Autónoma de México
2015
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| Konular: | |
| Online Erişim: | 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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