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Análisis de volatilidad y correlación entre Estados Unidos y Asia

Author

Listed:
  • Natàlia Valls Ruiz

    (Departamento de Control de Riesgos de Mercado, Caixa d’Estalvis i Pensions de Barcelona, Barcelona, España)

  • Helena Chuliá Soler

    (Departamento de Econometría, Estadística y Economía Española, RFA-IREA, Universidad de Barcelona, Barcelona, España)

Abstract

El presente artículo analiza la correlación entre Estados Unidos y Asia teniendo en cuenta el impacto de la crisis financiera actual. Dentro de los países asiáticos se escoge un mercado desarrollado, Japón, y distintos mercados emergentes, entre los cuales se encuentran los tigres asiáticos, los tigres menores y China. Los resultados empíricos muestran que a medida que el grado de desarrollo del mercado asiático analizado disminuye, la correlación con Estados Unidos es inferior.

Suggested Citation

  • Natàlia Valls Ruiz & Helena Chuliá Soler, 2010. "Análisis de volatilidad y correlación entre Estados Unidos y Asia," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 33(93), pages 35-56, Octubre-D.
    • Handle: RePEc:cud:journl:v:33:y:2010:i:93:p:35-56
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    More about this item

    Keywords

    Social capital. climate. economic growth.;

    JEL classification:

    • C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
    • G01 - Financial Economics - - General - - - Financial Crises
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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