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: Comunicado oficial del Consejo Interacción


  • Consejo Interacción


La actual situación mundial. 1. Cuando contemplamos al mundo político y económico de hoy, vemos con claridad cada vez mayor que la globalización y el torbellino del cambio que la acompaña están convirtiéndose con rapidez en las fuerzas dominantes que enmarcan el debate político dentro de continentes enteros y por todos ellos. No menos claro es, empero, que hasta la fecha las respuestas gubernamentales no han sido adecuadas ni coherentes...

Suggested Citation

  • Consejo Interacción, 1996. ": Comunicado oficial del Consejo Interacción," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(252), pages 1375-1379, octubre-d.
  • Handle: RePEc:elt:journl:v:63:y:1996:i:252:p:1375-1379

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    References listed on IDEAS

    1. Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
    2. Hurd, Matthew & Salmon, Mark & Schleicher, Christoph, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers 5114, C.E.P.R. Discussion Papers.
    3. Roman Liesenfeld & Robert C. Jung, 2000. "Stochastic volatility models: conditional normality versus heavy-tailed distributions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(2), pages 137-160.
    4. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 437-480, Fall.
    5. Christoph Schleicher & Mark Salmon & Matthew Hurd, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (Revised)," Working Papers wp05-14, Warwick Business School, Finance Group.
    6. Lucchetti, Riccardo, 2002. "Analytical Score for Multivariate GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 133-143, April.
    7. François Longin, 2001. "Extreme Correlation of International Equity Markets," Journal of Finance, American Finance Association, vol. 56(2), pages 649-676, April.
    8. Hsieh, David A, 1989. "Modeling Heteroscedasticity in Daily Foreign-Exchange Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 307-317, July.
    9. Joe, Harry & Hu, Taizhong, 1996. "Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions," Journal of Multivariate Analysis, Elsevier, vol. 57(2), pages 240-265, May.
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