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El mercado bursátil español: BME Growth frente al IBEX

Author

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  • Javier Teo Sanz Ortega

    (Universidad Complutense de Madrid. España.)

Abstract

Este trabajo analiza la relación de causalidad en el sentido de Granger entre los índices de la familia Ibex (Ibex 35, Ibex Medium Cap e Ibex Small Cap), y el índice para empresas en expansión BME Growth 15. Los resultados sugieren la existencia de una relación de causalidad de Granger unidireccional desde los índices Ibex35 y del Ibex Medium Cap hacia el índice BME Growth 15 y una relación de causalidad de Granger bidireccional entre Ibex Small Cap y BME Growth 15. Así pues, se concluye que los índices Ibex35 y del Ibex Medium Cap contienen información útil que no está presente en el índice BME Growth 15 que puede ayudar a explicar la evolución a corto plazo de este último y que existen mecanismos de realimentación entre los índices Ibex Small Cap y BME Growth 15.

Suggested Citation

  • Javier Teo Sanz Ortega, 2024. "El mercado bursátil español: BME Growth frente al IBEX," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(6), pages 185-198, Septiembr.
    • Handle: RePEc:cud:journ2:v:2:y:2024:i:6:p:185-198
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    More about this item

    Keywords

    Ibex-35; BME Groth; Causalidad; Predicción; Correlación;
    All these keywords.

    JEL classification:

    • A10 - General Economics and Teaching - - General Economics - - - General
    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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