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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Detalhes bibliográficos

Autores principales:	Rodríguez Benavides, Domingo, López Herrera, Francisco, Sánchez Vargas, Armando
Formato:	Online
Idioma:	espanhol
Editor:	El Colegio de México, A.C. 2021
Assuntos:	modelos GARCH con saltos precios petroleros Precios accionarios petróleo Q43 G15 G12 GARCH models with jumps oil prices Stock prices
Acesso em linha:	https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/424
Recursos:	Estudios Económicos