IDEAS home Printed from https://ideas.repec.org/p/emc/thgrad/tesg003.html
   My bibliography  Save this paper

Relaciones entre los mercados bursátiles de México y Estados Unidos: Evidencia de cointegración y Causalidad de Granger

Author

Listed:
  • Juan Carlos Bonifacio Ramírez

    (Division of Economics, CIDE)

Abstract

En este trabajo se analiza la relación de causalidad de Granger y la cointegración entre el mercado bursátil de Estados Unidos y los sectores de la Bolsa Mexicana de Valores. Esto con la finalidad de hallar posibilidades de diversificación para las inversiones realizadas en estos países. El análisis sigue la ruta de las pruebas clásicas de causalidad de Granger y cointegración de Johansen, además, del método de Toda-Yamamoto.

Suggested Citation

  • Juan Carlos Bonifacio Ramírez, 2016. "Relaciones entre los mercados bursátiles de México y Estados Unidos: Evidencia de cointegración y Causalidad de Granger," Graduate theses (Spanish) TESG 003, CIDE, División de Economía.
    • Handle: RePEc:emc:thgrad:tesg003
    as

    Download full text from publisher

    File URL: http://www.economiamexicana.cide.edu/RePEc/emc/pdf/thgrad/TESG003.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Causalidad de Granger; mercado bursátil; Estados Unidos; México;
    All these keywords.

    JEL classification:

    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:emc:thgrad:tesg003. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Alfonso Miranda (email available below). General contact details of provider: https://edirc.repec.org/data/cideemx.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.