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¿Influye la corrupción percibida en el mercado de seguros de crédito en España? Un análisis mediante la herramienta Google Trends
[Does perceived corruption influence the credit insurance market in Spain? An analysis using the Google Trends tool]

Author

Listed:
  • Naveira Gallego, Judit

    (Universidad de León)

  • González-Fernández, Marcos

    (Universidad de León)

Abstract

En este estudio, se realiza un análisis del efecto de la corrupción percibida en la actividad del mercado de seguros de crédito o CDSs en España en el periodo comprendido entre los años 2008 y 2018. Para medir la corrupción percibida se utiliza la herramienta Google Trends para la palabra “corrupcion”. Por su parte, para medir la actividad del mercado de CDSs, se utiliza la evolución de los Credit Default Swaps o CDSs a 5 años. Posteriormente, se realiza un análisis empírico a través de la metodología de regresión y el análisis out-of-sample para comprobar la capacidad predictiva del modelo. Los resultados muestran que la corrupción percibida es influyente en la evolución de los CDSs y que su influencia es mayor en los años en los que la economía del país no atraviesa una crisis.

Suggested Citation

  • Naveira Gallego, Judit & González-Fernández, Marcos, 2022. "¿Influye la corrupción percibida en el mercado de seguros de crédito en España? Un análisis mediante la herramienta Google Trends [Does perceived corruption influence the credit insurance market in," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 169-190, June.
    • Handle: RePEc:pab:rmcpee:v:33:y:2022:i:1:p:169-190
    DOI: https://doi.org/10.46661/revmetodoscuanteconempresa.5171
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    More about this item

    Keywords

    corrupción percibida; Google Trends; actividad del mercado de CDSs; análisis out-of-sample; perceived corruption; CDS market activity; out-of-sample analysis;
    All these keywords.

    JEL classification:

    • D73 - Microeconomics - - Analysis of Collective Decision-Making - - - Bureaucracy; Administrative Processes in Public Organizations; Corruption
    • H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
    • G40 - Financial Economics - - Behavioral Finance - - - General

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