EMBI+ México y su relación dinámica con otros factores de riesgo sistemático: 1997 - 2011

The relationships among the Mexico EMBI+ and local and foreign risk factors are examined in this paper. The long run relationships and the dynamics are analyzed taking in account the effects of economic slowdowns into the period of the study. Also the volatilities of EMBI+, domestic interest rate, e...

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Auteurs principaux:	López Herrera, Francisco, Venegas Martínez, Francisco, Gurrola Ríos, César
Format:	Online
Langue:	espagnol
Éditeur:	El Colegio de México, A.C. 2013
Sujets:	GARCH multivariado EMBI riesgo país G19 G15 G12 G10 F65 F36 F34 F31 multivariate GARCH country risk
Accès en ligne:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/81
Institution:	Estudios Económicos