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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主要作者:	López Herrera, Francisco, Venegas Martínez, Francisco, Gurrola Ríos, César
格式:	Online
語言:	西班牙语
出版:	El Colegio de México, A.C. 2013
主題:	GARCH multivariado EMBI riesgo país G19 G15 G12 G10 F65 F36 F34 F31 multivariate GARCH country risk
在線閱讀:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/81
機構:	Estudios Económicos