Rendimientos en el mercado accionario mexicano y los choques del precio internacional del petróleo

We analyze the impact of shocks from the international oil price on the Mexican Stock Exchange’s returns in the presence of conditional jumps attributable to extraordinary events. We find a positive and significant effect from the shocks in the international oil price, a result that is consistent wi...

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Auteurs principaux:	Rodríguez Benavides, Domingo, López Herrera, Francisco, Sánchez Vargas, Armando
Format:	Online
Langue:	espagnol
Éditeur:	El Colegio de México, A.C. 2021
Sujets:	modelos GARCH con saltos precios petroleros Precios accionarios petróleo Q43 G15 G12 GARCH models with jumps oil prices Stock prices
Accès en ligne:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/424
Institution:	Estudios Económicos