Francisco Venegas-Martínez
(Francisco Venegas-Martinez)
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Semei Coronado & Omar Rojas & Rafael Romero-Meza & Francisco Venegas-Martinez, 2015.
"A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective,"
Papers
1503.06926, arXiv.org.
Cited by:
- Semei Coronado & Omar Rojas, 2016. "A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico," Papers 1602.03271, arXiv.org.
- Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos, 2015. "Nonlinearities and financial contagion in Latin American stock markets," Economic Modelling, Elsevier, vol. 51(C), pages 653-656.
- Ana Carolina Costa Correa & Tabajara Pimenta Júnior & Luiz Eduardo Gaio, 2018. "Interdependence and asymmetries: Latin American ADRs and developed markets," Brazilian Business Review, Fucape Business School, vol. 15(4), pages 391-409, July.
- Aali-Bujari, Alí & Venegas-Martínez, Francisco & Pérez-Lechuga, Gilberto, 2014.
"Impact of the Stock Market Capitalization and the Banking Spread in Growth and Development in Latin American: A Panel Data Estimation with System GMM,"
MPRA Paper
56588, University Library of Munich, Germany.
- Ali Aali-Bujari & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2017. "Impact of the stock market capitalization and thebanking spread in growth and development in LatinAmerican: A panel data estimation with System GMM," Contaduría y Administración, Accounting and Management, vol. 62(5), pages 3-4, Diciembre.
Cited by:
- Tayyab Raza Fraz & Samreen Fatima & Fayaz Hussain Tunio & Magdalena Radulescu, 2026. "Financial forecasting and new frontiers of Spline-GARCH: a superiority analysis over the traditional GARCH and machine learning models on belt and road initiative economies," Risk Management, Palgrave Macmillan, vol. 28(2), pages 1-38, May.
- Mojtaba Nabipour & Pooyan Nayyeri & Hamed Jabani & Amir Mosavi, 2020. "Deep learning for Stock Market Prediction," Papers 2004.01497, arXiv.org.
- Sadeghi, Abdorasoul & Tayebi, Seyed Komail & Roudari, Soheil, 2023. "Financial markets, inflation and growth: The impact of monetary policy under different political structures," Journal of Policy Modeling, Elsevier, vol. 45(5), pages 935-956.
- Hana Bawazir & Mukesh Kumar & Saban Celik & Khadija Abdulredha Abdulla & Bora Aktan, 2020. "The interdependence between stock market development and economic growth: a multi-country examination," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 619-652.
- Mbondo, Georges Dieudonné & Bouwawe, Duclo, 2023. "Transformation structurelle des pays à revenu faible et intermédiaire en Afrique Sub-saharienne : quels rôles des flux des capitaux internationaux ? [Structural transformation of low- and middle-income countries in Sub-saharan Africa: what role fo," MPRA Paper 117911, University Library of Munich, Germany, revised 11 Jul 2023.
- Samet Gunay & Gokberk Can, 2022. "The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis," PLOS ONE, Public Library of Science, vol. 17(1), pages 1-20, January.
- Mafo Tchinda, Ghislaine & Bouwawe, Duclo & Mbondo, Georges Dieudonné, 2025. "Performance du secteur bancaire des pays d’Afrique Subsaharienne (ASS) : les effets différenciés de la croissance économique [Banking sector performance in Sub-Saharan Africa (SSA): the differentiated effects of economic growth]," MPRA Paper 123809, University Library of Munich, Germany.
- Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2014.
"Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach,"
MPRA Paper
56127, University Library of Munich, Germany.
Cited by:
- de Resende, Charlene C. & Pereira, Adriano C.M. & Cardoso, Rodrigo T.N. & de Magalhães, A.R. Bosco, 2017. "Investigating market efficiency through a forecasting model based on differential equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 199-212.
- Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2014.
"Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo [Optimal Portfolio and Structured Notes in alpha-stable Markets: a Risk Minimization Approach],"
MPRA Paper
57740, University Library of Munich, Germany.
Cited by:
- Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018. "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto [Optimal portfolios in the Mexican stock market minimizing a coherent measure of risk subject," MPRA Paper 85446, University Library of Munich, Germany.
Articles
- Benavides-Perales, Guillermo & Borrego-Salcido, Carmen & Venegas-Martínez, Francisco, 2025.
"Forecasting Economic Growth Based on Systemic Risk for a Sample of Emerging Countries: a MIDAS Approach with Almon Polynomial Lag Distribution,"
International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, vol. 15(4), pages 405-415, June.
Cited by:
- Zhao, Kai & Dang, Yaoguo & Wang, Junjie & Tu, Leping, 2026. "Mixed-frequency external grey information model for forecasting new energy power generation under the global 2 °C trajectory," Renewable Energy, Elsevier, vol. 268(C).
- Oscar V. De la Torre-Torres & Francisco Venegas-Martínez & José Álvarez-García, 2024.
"The Benefits of Workforce Well-Being on Profitability in Listed Companies: A Comparative Analysis between Europe and Mexico from an ESG Investor Perspective,"
JRFM, MDPI, vol. 17(3), pages 1-23, March.
Cited by:
- Leonir Vilani & Antonio Zanin & Mauro Lizot & Marcelo Gonçalves Trentin & Paulo Afonso & José Donizetti de Lima, 2024. "A Framework for Investment and Risk Assessment of Agricultural Projects," JRFM, MDPI, vol. 17(9), pages 1-15, August.
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024.
"Electrical Load Forecasting to Plan the Increase in Renewable Energy Sources and Electricity Demand: a CNN-QR-RTCF and Deep Learning Approach,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(4), pages 186-194, July.
Cited by:
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(5), pages 527-533, September.
- Tachrir, Tachrir & Lolok, Agustinus & Zulkaida, Wa Ode & Aswad, Nini H. & Fariki, La & Alwi, Saemu & Hasddin, Hasddin, 2025. "Projections and Policy Scenarios to Meet Future Global Electric Energy Needs," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(4), pages 127-138, June.
- José Carlos Trejo-García & Ramón Valencia-Romero & María De Lourdes Soto-Rosales & Francisco Venegas-Martínez, 2024.
"On the Asymmetric Relation between Inflation and Growth in Mexico: A NARDL Approach,"
Economies, MDPI, vol. 12(1), pages 1-25, January.
Cited by:
- Alejandro Steven Fonseca-Zendejas & Carmen Borrego-Salcido & Francisco Venegas-Martínez, 2025. "An Estimated DSGE Model Under the New Keynesian Framework for Mexico," Computational Economics, Springer;Society for Computational Economics, vol. 66(2), pages 1297-1320, August.
- Ana Lorena Jiménez-Preciado & Salvador Cruz-Aké & Francisco Venegas-Martínez, 2024.
"Identification of Patterns in CO 2 Emissions among 208 Countries: K-Means Clustering Combined with PCA and Non-Linear t -SNE Visualization,"
Mathematics, MDPI, vol. 12(16), pages 1-18, August.
Cited by:
- Adel Mendoza-Mendoza & Delimiro Visbal-Cadavid & Enrique De La Hoz-Domínguez, 2025. "Classification of Latin American and Caribbean Countries Based on Multidimensional Development Indicators: A Multivariate Empirical Analysis," Economies, MDPI, vol. 13(6), pages 1-21, June.
- Gilberto Pérez-Lechuga & José Francisco Martínez-Sánchez & Francisco Venegas-Martínez & Karla Nataly Madrid-Fernández, 2024.
"A Routing Model for the Distribution of Perishable Food in a Green Cold Chain,"
Mathematics, MDPI, vol. 12(2), pages 1-27, January.
Cited by:
- Pérez-Lechuga, Gilberto & Venegas-Martínez, Francisco, 2026.
"The Vehicle Routing Problem with Time Window and Randomness in Demands, Travel, and Unloading Times,"
MPRA Paper
128859, University Library of Munich, Germany, revised 05 Jan 2026.
- Gilberto Pérez-Lechuga & Francisco Venegas-Martínez, 2026. "The Vehicle Routing Problem with Time Window and Randomness in Demands, Travel, and Unloading Times," Logistics, MDPI, vol. 10(1), pages 1-33, January.
- Pérez-Lechuga, Gilberto & Venegas-Martínez, Francisco, 2026.
"The Vehicle Routing Problem with Time Window and Randomness in Demands, Travel, and Unloading Times,"
MPRA Paper
128859, University Library of Munich, Germany, revised 05 Jan 2026.
- Mijail Eduardo Ruiz-Alemán & Carolina Carbajal-De-Nova & Francisco Venegas-MartÃnez, 2023.
"On the Nexus between Economic growth and Environmental Degradation in 28 Countries Classified by Income Level: A Panel Data with an Error-components Model,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 13(6), pages 523-536, November.
Cited by:
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(5), pages 527-533, September.
- Ana Lorena Jiménez-Preciado & Salvador Cruz-Aké & Francisco Venegas-Martínez, 2024. "Identification of Patterns in CO 2 Emissions among 208 Countries: K-Means Clustering Combined with PCA and Non-Linear t -SNE Visualization," Mathematics, MDPI, vol. 12(16), pages 1-18, August.
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2025. "Crecimiento económico y degradación ambiental en países de ingreso medio alto [Economic growth and environmental degradation in upper middle income countries]," MPRA Paper 128860, University Library of Munich, Germany, revised 30 Jan 2025.
- Ricardo Jacob Mendoza-Rivera & Luis Enrique Garc a-P rez & Francisco Venegas-Mart nez, 2023.
"Renewable and Non-renewable Energy Consumption, CO2 Emissions, and Responsible Economic Growth with Environmental Stability in North America,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 13(4), pages 300-311, July.
Cited by:
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(5), pages 527-533, September.
- Kaki, Mohammed Ahmad, 2025. "Crafting Pathways to Sustainable Development: Strategic Approaches of Energy Production in OIC Nations, Pitting Renewables Against Non-Renewables," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(2), pages 338-351, February.
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Electrical Load Forecasting to Plan the Increase in Renewable Energy Sources and Electricity Demand: a CNN-QR-RTCF and Deep Learning Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(4), pages 186-194, July.
- Reguieg, Zakaria & Bouyakoub, Ismail & Mehedi, Fayçal, 2025. "Harmonic mitigation in grid-integrated renewable energy systems with nonlinear loads," Energy, Elsevier, vol. 324(C).
- Mijail Eduardo Ruiz-Alemán & Carolina Carbajal-De-Nova & Francisco Venegas-MartÃnez, 2023. "On the Nexus between Economic growth and Environmental Degradation in 28 Countries Classified by Income Level: A Panel Data with an Error-components Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 13(6), pages 523-536, November.
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2025. "Crecimiento económico y degradación ambiental en países de ingreso medio alto [Economic growth and environmental degradation in upper middle income countries]," MPRA Paper 128860, University Library of Munich, Germany, revised 30 Jan 2025.
- Benjamín Vallejo-Jiménez & Francisco Venegas-Martínez & Oscar V. De la Torre-Torres & José Álvarez-García, 2022.
"Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain,"
Mathematics, MDPI, vol. 10(16), pages 1-14, August.
Cited by:
- Monica Aureliana Petcu & Liliana Ionescu-Feleaga & Bogdan-Ștefan Ionescu & Dumitru-Florin Moise, 2023. "A Decade for the Mathematics : Bibliometric Analysis of Mathematical Modeling in Economics, Ecology, and Environment," Mathematics, MDPI, vol. 11(2), pages 1-30, January.
- Héctor F. Salazar-Núñez & Francisco Venegas-Martínez & José Antonio Lozano-Díez, 2022.
"Assessing the interdependence among renewable and non-renewable energies, economic growth, and CO2 emissions in Mexico,"
Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(11), pages 12850-12866, November.
Cited by:
- Li, Biqing & Amin, Azka & Nureen, Naila & Saqib, Najia & Wang, LingYan & Rehman, Mubeen Abdur, 2024. "Assessing factors influencing renewable energy deployment and the role of natural resources in MENA countries," Resources Policy, Elsevier, vol. 88(C).
- Li, Zhiyuan & Patel, Nikunj & Liu, Jiayang & Kautish, Pradeep, 2023. "Natural resources-environmental sustainability-socio-economic drivers nexus: Insights from panel quantile regression analysis," Resources Policy, Elsevier, vol. 86(PB).
- Raihan, Asif & Ridwan, Mohammad & Zimon, Grzegorz & Rahman, Junaid & Tanchangya, Tipon & Bari, ABM Mainul & Atasoy, Filiz Guneysu & Chowdhury, Anwarul Islam & Akter, Runa, 2025. "Dynamic effects of foreign direct investment, globalization, economic growth, and energy consumption on carbon emissions in Mexico: An ARDL approach," Innovation and Green Development, Elsevier, vol. 4(2).
- Ana Lorena Jiménez-Preciado & Francisco Venegas-Martínez & Abraham Ramírez-García, 2022.
"Stock Portfolio Optimization with Competitive Advantages (MOAT): A Machine Learning Approach,"
Mathematics, MDPI, vol. 10(23), pages 1-16, November.
Cited by:
- Carlos Andres Zapata Quimbayo & Robinson Alexander Garcia Gaona, 2025. "Construcción de portafolios de inversión usando el enfoque de paridad de riesgo," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 20(1), pages 1-14, Enero - M.
- Robert Cox Merton & Francisco Venegas-Martínez, 2021.
"Tendencias y perspectivas de la ciencia financiera: Un artículo de revisión,"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
Cited by:
- Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022. "Estimación bayesiana del modelo de difusión con saltos de Merton," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(2), pages 1-32, Abril - J.
- Oscar V. De la Torre-Torres & Francisco Venegas-Martínez & Mᵃ Isabel Martínez-Torre-Enciso, 2021.
"Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models,"
Mathematics, MDPI, vol. 9(2), pages 1-22, January.
Cited by:
- Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & María de la Cruz Del Río-Rama & José Álvarez-García, 2022. "Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)," Mathematics, MDPI, vol. 10(8), pages 1-28, April.
- Seyed Reza Tabatabaei Poudeh & Sungchul Choi & Chengbo Fu, 2022. "The Effect of COVID-19 on the Relationship between Idiosyncratic Volatility and Expected Stock Returns," Risks, MDPI, vol. 10(3), pages 1-11, March.
- Yuqin Sun & Yungao Wu & Gejirifu De, 2023. "A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds," Mathematics, MDPI, vol. 11(6), pages 1-21, March.
- Lim, Siphat & Flores, Edman & Barnett, Casey & Islam, Md Monirul, 2025. "Analyzing Cambodia Securities Exchange Index Returns using the Markov-Switching Autoregressive Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, vol. 15(2), pages 98-105, February.
- Al Aali-Bujari & Francisco Venegas-Mart nez, 2021.
"On the Relationship between Foreign Direct Investment and Energy Consumption: The Mexican Case,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 11(3), pages 231-235.
Cited by:
- Anggi Putri Kurniadi & Hasdi Aimon & Syamsul Amar, 2021. "Determinants of Biofuels Production and Consumption, Green Economic Growth and Environmental Degradation in 6 Asia Pacific Countries: A Simultaneous Panel Model Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 11(5), pages 460-471.
- Diocelina Toledo-Vázquez & Rosenberg J. Romero & Gabriela Hernández-Luna & Jesús Cerezo & Moisés Montiel-González, 2024. "Projections for the 2050 Scenario of the Mexican Electrical System," Energies, MDPI, vol. 17(17), pages 1-17, August.
- Sarfraz, Muddassar & Iqbal, Kashif & Wang, Yichu & Bhutta, Muhammad Shoaib & Jaffri, Zain ul Abidin, 2023. "Role of agricultural resource sector in environmental emissions and its explicit relationship with sustainable development: Evidence from agri-food system in China," Resources Policy, Elsevier, vol. 80(C).
- Zhen Liu & Renjie Cai & Ruotong Li & Jing Lan, 2023. "The effects of agricultural product exports on agricultural environmental pollution: evidence from OECD countries and China," Economic Change and Restructuring, Springer, vol. 56(6), pages 4071-4098, December.
- Ali Çelik, 2023. "Testing Linear and Nonlinear Relationships Between Foreign Direct Investment and Fossil Energy Consumption in Fragile Five Countries," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(38), pages 1-77, June.
- Martha Carpinteyro & Francisco Venegas-Martínez & Alí Aali-Bujari, 2021.
"Modeling Precious Metal Returns through Fractional Jump-Diffusion Processes Combined with Markov Regime-Switching Stochastic Volatility,"
Mathematics, MDPI, vol. 9(4), pages 1-17, February.
Cited by:
- Benjamín Vallejo-Jiménez & Francisco Venegas-Martínez & Oscar V. De la Torre-Torres & José Álvarez-García, 2022. "Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain," Mathematics, MDPI, vol. 10(16), pages 1-14, August.
- Arregui, Íñigo & López-Núñez, Alejandro & Vázquez, Carlos, 2026. "Pricing American real options with double continuation region under Heston model," Applied Mathematics and Computation, Elsevier, vol. 513(C).
- Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022. "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, vol. 75(C).
- Garcia-Remigio, Carlos Manuel & Cardenete, Manuel Alejandro & Campoy-Muñoz, Pilar & Venegas-Martínez, Francisco, 2020.
"Valoración del impacto de la industria automotriz en la economía mexicana: una aproximación mediante matrices de contabilidad social,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 87(346), pages 437-461, abril-jun.
Cited by:
- García-Remigio, Carlos Manuel & Cardenete-Flores, Manuel Alejandro & Venegas-Martínez, Francisco, 2024. "Propuesta de matriz de contabilidad social para México 2022: un análisis estructural postpandemia de los sectores estratégicos, clave, impulsores e independientes [Proposal for a social accounting matrix for Mexico 2022: a post-pandemic structural," MPRA Paper 121186, University Library of Munich, Germany.
- Semei Coronado & Jose N. Martinez & Francisco Venegas-Martinez, 2020.
"Spillover effects of the US economic policy uncertainty in Latin America,"
Estudios de Economia, University of Chile, Department of Economics, vol. 47(2 Year 20), pages 273-293, December.
Cited by:
- Erik Munoz Henríquez & Francisco G�lvez-Gamboa, 2022. "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, vol. 38(165), pages 519-528.
- Guillermo Benavides Perales & Carmen Borrego Salcido, 2024. "Global Economic Policy Uncertainty and Global Economic Leaders' Influence on Regional Economic Growth," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 19(4), pages 1-22, Octubre -.
- Ana Aguilar & Rafael Guerra & Carola Müller & Alexandre Tombini, 2026. "The macro-financial impact of economic policy uncertainty in Latin America," BIS Working Papers 1324, Bank for International Settlements.
- Ramírez-Orihuela, Mitzi Vania & Venegas-Martínez, Francisco, 2024. "Impacto del covid-19 en la actividad económica y en la incertidumbre de política económica: un enfoque de datos panel para una muestra de países de América Latina [Impact of covid-19 on economic activity and economic policy uncertainty: a panel da," MPRA Paper 119668, University Library of Munich, Germany.
- Ricardo Jacob Mendoza-Rivera & José Antonio Lozano-Díez & Francisco Venegas-Martínez, 2020.
"Impacto de la pandemia Covid-19 en variables financieras relevantes en las principales economías de Latinoamérica,"
Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 0(2), pages 125-144, Diciembre.
Cited by:
- Héctor Alonso Olivares Aguayo, 2021. "Afectaciones financieras en los principales paÃses de América Latina con mayores registros de COVID-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-18, Julio - S.
- Ricardo Jacob Mendoza-Rivera & Francisco Venegas-MartÃnez, 2021. "Impacto de la pandemia COVID-19 en los precios de la gasolina y el gas natural en las principales economÃas de Latinoamérica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-22, Julio - S.
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020.
"How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies,"
Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020. "How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
Cited by:
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020.
"How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies,"
Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020. "How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
- Humberto Valencia-Herrera & Roberto Joaquín Santillán-Salgado & Francisco Venegas-Martínez, 2020.
"On the Interaction among Economic Growth, Energy-Electricity Consumption, CO2 Emissions, and Urbanization in Latin America,"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 15(4), pages 745-767, Octubre -.
Cited by:
- Pablo-Romero, María P. & Pozo-Barajas, Rafael & Washburn, Christian, 2024. "Productive electricity and non-electricity consumption effects on economic growth: A Latin America analysis," Energy, Elsevier, vol. 305(C).
- H ctor F. Salazar-N ez & Francisco Venegas-Mart nez & Miguel Tinoco-Zerme o, 2020.
"Impact of Energy Consumption and Carbon Dioxide Emissions on Economic Growth: Cointegrated Panel Data in 79 Countries Grouped by Income Level,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(2), pages 218-226.
Cited by:
- Geoffrey Ssebabi Mutumba & Tomson Odongo & Francis Nathan Okurut & Vincent Bagire & Livingstone Senyonga, 2022. "Renewable and non-renewable energy consumption and economic growth in Uganda," SN Business & Economics, Springer, vol. 2(7), pages 1-28, July.
- Nuno Carlos Leitão, 2021. "Testing the Role of Trade on Carbon Dioxide Emissions in Portugal," Economies, MDPI, vol. 9(1), pages 1-15, February.
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(5), pages 527-533, September.
- Katarzyna Szymczyk & Dilek Şahin & Haşim Bağcı & Ceyda Yerdelen Kaygın, 2021. "The Effect of Energy Usage, Economic Growth, and Financial Development on CO 2 Emission Management: An Analysis of OECD Countries with a High Environmental Performance Index," Energies, MDPI, vol. 14(15), pages 1-21, August.
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Electrical Load Forecasting to Plan the Increase in Renewable Energy Sources and Electricity Demand: a CNN-QR-RTCF and Deep Learning Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(4), pages 186-194, July.
- Roberto J. Santill n-Salgado & Humberto Valencia-Herrera & Francisco Venegas-Mart nez, 2020. "On the Relations among CO2 Emissions, Gross Domestic Product, Energy Consumption, Electricity Use, Urbanization, and Income Inequality for a Sample of 134 Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(6), pages 195-207.
- László Török, 2023. "Effects of Energy Economic Variables on the Economic Growth of the European Union (2010–2019)," Energies, MDPI, vol. 16(16), pages 1-17, August.
- Chen Pei Zhao & Gurgen Gukasyan & Valery Bezpalov & Valeriy Prasolov, 2020. "Development of Modern Standards for Energy Efficiency of Industrial Enterprises within the European Union Policy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(6), pages 451-459.
- Błażej Suproń & Janusz Myszczyszyn, 2023. "Impact of Renewable and Non-Renewable Energy Consumption and CO 2 Emissions on Economic Growth in the Visegrad Countries," Energies, MDPI, vol. 16(20), pages 1-20, October.
- Ramírez-Orihuela, Mitzi Vania & Venegas-Martínez, Francisco, 2024. "Impacto del covid-19 en la actividad económica y en la incertidumbre de política económica: un enfoque de datos panel para una muestra de países de América Latina [Impact of covid-19 on economic activity and economic policy uncertainty: a panel da," MPRA Paper 119668, University Library of Munich, Germany.
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2025. "Crecimiento económico y degradación ambiental en países de ingreso medio alto [Economic growth and environmental degradation in upper middle income countries]," MPRA Paper 128860, University Library of Munich, Germany, revised 30 Jan 2025.
- Roberto J. Santill n-Salgado & Humberto Valencia-Herrera & Francisco Venegas-Mart nez, 2020.
"On the Relations among CO2 Emissions, Gross Domestic Product, Energy Consumption, Electricity Use, Urbanization, and Income Inequality for a Sample of 134 Countries,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(6), pages 195-207.
Cited by:
- Wellcome Peujio Jiotsop-Foze & Adrián Hernández-del-Valle & Francisco Venegas-MartÃnez, 2024. "Transforming Mexico’s Electric Load Infrastructure: A Quantile Transformer Network Deep Learning Approach, 2019-2020," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(5), pages 527-533, September.
- Alexander Mihailov, 2023.
"Greening Prosperity Stripes across the Globe,"
Economics Discussion Papers
em-dp2023-17, Department of Economics, University of Reading.
- Mihailov, Alexander, 2026. "Greening prosperity stripes across the globe," Ecological Economics, Elsevier, vol. 241(C).
- Torres-Brito, David Israel & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2023. "Impacto de los contaminantes por gases de efecto invernadero en el crecimiento económico en 86 países (1990-2019): Sobre la curva inversa de Kuznets [Impact of the Effect of Greenhouse Gas Pollutants on Economic Growth in 86 Countries (1990-2019):," MPRA Paper 119031, University Library of Munich, Germany.
- Ana Lorena Jiménez-Preciado & Salvador Cruz-Aké & Francisco Venegas-Martínez, 2024. "Identification of Patterns in CO 2 Emissions among 208 Countries: K-Means Clustering Combined with PCA and Non-Linear t -SNE Visualization," Mathematics, MDPI, vol. 12(16), pages 1-18, August.
- Ricardo Jacob Mendoza-Rivera & Luis Enrique Garc a-P rez & Francisco Venegas-Mart nez, 2023. "Renewable and Non-renewable Energy Consumption, CO2 Emissions, and Responsible Economic Growth with Environmental Stability in North America," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 13(4), pages 300-311, July.
- Miguel Á. Tinoco-Zermeño, 2023. "Energy consumption, financial development, CO2 emissions, and economic growth in 23 developing economies," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(1), pages 1-24, Enero - M.
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2025. "Crecimiento económico y degradación ambiental en países de ingreso medio alto [Economic growth and environmental degradation in upper middle income countries]," MPRA Paper 128860, University Library of Munich, Germany, revised 30 Jan 2025.
- Al Aali-Bujari & Francisco Venegas-Mart nez & Roberto J. Santill n-Salgado, 2018.
"On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 8(6), pages 148-154.
Cited by:
- Roberto J. Santill n-Salgado & Al Aali-Bujari & Francisco Venegas-Mart nez, 2019. "Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 9(3), pages 229-243.
- José Carlos Trejo-García & Miguel Ángel Martínez-García & Francisco Venegas-Martínez, 2017.
"Credit risk management at retail in Mexico: An econometric improvement in the selection of variables and changes in their characteristics,"
Contaduría y Administración, Accounting and Management, vol. 62(2), pages 13-14, Abril-Jun.
Cited by:
- Chuanbao Niu & Mingzhu Zhang, 2022. "Using Image Feature Extraction to Identification of Ancient Ceramics Based on Partial Differential Equation," Advances in Mathematical Physics, John Wiley & Sons, vol. 2022(1).
- Al Aali-Bujari & Francisco Venegas-Mart nez & Alfredo Omar Palafox-Roca, 2017.
"Impact of Energy Consumption on Economic Growth in Major Organization for Economic Cooperation and Development Economies (1977-2014): A Panel Data Approach,"
International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 7(2), pages 18-25.
Cited by:
- Karen Fernandes & Y. V. Reddy, 2020. "Energy Consumption and Economic Growth in Newly Industrialised Countries of Asia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(4), pages 384-391.
- Md. Nazmus Sadekin & Md. Mahbub Alam & Syed Moudud-Ul-Huq & Mohammad Ghozali Hassan & Tarequl Islam, 2021. "Do Energy Consumption and Environmental Degradation (CO2 Emissions) Matter for Economic Growth? Fresh Evidence from a Developing Economy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 11(5), pages 289-297.
- Lu s Miguel Marques & Jos Alberto Fuinhas & Ant nio Cardoso Marques, 2017. "On the Dynamics of Energy-growth Nexus: Evidence from a World Divided into Four Regions," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 7(3), pages 208-215.
- Ndzembanteh Aboubakary Nulambeh & Kadir Yasin Eryiğit, 2022. "Exploring the energy-environment growth nexus in francophone Africa in presence of institutions," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(8), pages 10069-10087, August.
- BenjamÃn Vallejo Jiménez & Francisco Venegas MartÃnez, 2017.
"Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with,"
Economics Bulletin, AccessEcon, vol. 37(1), pages 314-326.
Cited by:
- Robert Cox Merton & Francisco Venegas-Martínez, 2021. "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- Semei Coronado Ramírez & Rafael Romero Meza & Francisco Venegas Martinez, 2017.
"Non-Linear Multivariate Dependence between the Mexican Stock Market Index and the Exchange Rate: Efficiency Hypothesis and Political Cycle in Mexico (1994-2012),"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(1), pages 91-102, Enero-Mar.
Cited by:
- Gözde YILDIRIM & Zafer ADALI, 2018. "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
- Ali Aali-Bujari & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2017.
"Impact of the stock market capitalization and thebanking spread in growth and development in LatinAmerican: A panel data estimation with System GMM,"
Contaduría y Administración, Accounting and Management, vol. 62(5), pages 3-4, Diciembre.
See citations under working paper version above.
- Aali-Bujari, Alí & Venegas-Martínez, Francisco & Pérez-Lechuga, Gilberto, 2014. "Impact of the Stock Market Capitalization and the Banking Spread in Growth and Development in Latin American: A Panel Data Estimation with System GMM," MPRA Paper 56588, University Library of Munich, Germany.
- Francisco Venegas-Martínez & Jos� Francisco Mart�nez-S�nchez & Mar�a Teresa V. Mart�nez-Palacios, 2016.
"An analysis on operational risk in international banking: A Bayesian approach (2007–2011),"
Estudios Gerenciales, Universidad Icesi, vol. 32(140), pages 208-220.
Cited by:
- Alondra M. Gress Guerrero & Jedidia Hernández Vargas & José F. Martínez Sánchez & Francisco J. Martínez Farías, 2025. "A Bayesian Network Model to Evaluate the Credit Risk of Mexican Microfinance Institutions in 2023," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 20(1), pages 1-18, Enero - M.
- José Ruiz-Canela López, 2021. "How Can Enterprise Risk Management Help in Evaluating the Operational Risks for a Telecommunications Company?," JRFM, MDPI, vol. 14(3), pages 1-26, March.
- Sophia Beckett Velez, 2021. "Idiosyncratic Viral Loss Theory: Systemic Operational Losses in Banks," JRFM, MDPI, vol. 14(2), pages 1-13, February.
- Bae, Taehan & Miljkovic, Tatjana, 2024. "Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 182-195.
- Francisco Venegas-Martínez & Gabriel Alberto Agudelo Torres & Luis Ceferino Franco Arbeláez & Luis Eduardo Franco Ceballos, 2016.
"Precio del dólar estadounidense en el mundo. Procesos de Itô económicamente ponderados en un análisis espacial,"
Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 34, pages 83-105, Enero-Jun.
Cited by:
- Hernández-Bautista, Oscar Iván & Venegas-Martínez, Francisco, 2023. "Efecto del gasto en seguridad en Bienestar y crecimiento económicos en México: Una perspectiva de optimización dinámica [Effect of security spending on welfare and economic growth in Mexico: a dynamic optimization perspective]," MPRA Paper 117145, University Library of Munich, Germany.
- Islas-Aguirre, Juan Francisco & Torres-Rojo, Juan Manuel & Venegas-Martínez, Francisco & Ríos-Bolívar, Humberto, 2024. "Impacto de las transferencias monetarias agrícolas en el desarrollo humano en los municipios de México; un modelo teórico de crecimiento del sector agrícola [Impact of agricultural monetary transfers on human development in the municipalities of M," MPRA Paper 119919, University Library of Munich, Germany.
- Salvador Cruz-Aké & Reyna Susana GarcÃa-Ruiz & Francisco Venegas-MartÃnez, 2016.
"Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications,"
International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, vol. 2(3), pages 211-232.
Cited by:
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022.
"Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT),"
MPRA Paper
115967, University Library of Munich, Germany.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022. "¿Can the stock market boost economic growth? evidence from the Mexican real estate investment trust (REIT)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 17(36), pages 9-32, Primer se.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022.
"Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT),"
MPRA Paper
115967, University Library of Munich, Germany.
- Alí Aali Bujari & Francisco Venegas Martínez, 2016.
"Technological Innovation and Economic Growth in Latin America,"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 11(2), pages 77-89, Julio-Sep.
Cited by:
- Bin Amin, Sakib & Taghizadeh-Hesary, Farhad & Khan, Farhan & Manal Rahman, Faria, 2024. "Does technology have a lead or lag role in economic growth? The case of selected resource-rich and resource-scarce countries," Resources Policy, Elsevier, vol. 89(C).
- Khan, Yasir & Liu, Fang & Hassan, Taimoor, 2023. "Natural resources and sustainable development: Evaluating the role of remittances and energy resources efficiency," Resources Policy, Elsevier, vol. 80(C).
- Koray Uğurluay & Dervis Kirikkaleli, 2022. "Sustainable Technology in High-Income Economies: The Role of Innovation," Sustainability, MDPI, vol. 14(6), pages 1-16, March.
- Ofori, Isaac K. & Gbolonyo, Emmanuel Y. & Vezzulli, Andrea, 2025. "Heterogeneous effects of frontier technology adoption on economic growth in Africa," Structural Change and Economic Dynamics, Elsevier, vol. 75(C), pages 526-540.
- Ahmad, Najid & Youjin, Liu & Žiković, Saša & Belyaeva, Zhanna, 2023. "The effects of technological innovation on sustainable development and environmental degradation: Evidence from China," Technology in Society, Elsevier, vol. 72(C).
- Tao Wang & Shuhong Wang & Wei Ding & Huiwen Guo, 2023. "Can Technological Innovation and Financial Agglomeration Promote the Growth of Real Economy? Evidence from China," Sustainability, MDPI, vol. 15(22), pages 1-17, November.
- YazmÃn V. Soriano-Morales & Francisco Venegas-MartÃnez & BenjamÃn Vallejo-Jiménez, 2015.
"Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process,"
Economics Bulletin, AccessEcon, vol. 35(4), pages 2074-2084.
Cited by:
- Soriano-Morales, Yazmín Viridiana & Vallejo-Jiménez, Benjamín & Venegas-Martínez, Francisco, 2017.
"Impact of the Degree of Relative Risk Aversion, the Interest Rate and the Exchange Rate Depreciation on Economic Welfare in a Small Open Economy,"
MPRA Paper
76441, University Library of Munich, Germany.
- Soriano-Morales, Y. V. & Vallejo-Jiménez, Benjamín & Venegas-Martínez, Francisco, 2017. "Impact of the degree of relative risk aversion, the interest rate and the exchange rate depreciation on economic welfare in a small open economy," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 13(25), pages 7-24, Primer se.
- BenjamÃn Vallejo Jiménez & Francisco Venegas MartÃnez, 2017. "Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with," Economics Bulletin, AccessEcon, vol. 37(1), pages 314-326.
- Soriano-Morales, Yazmín Viridiana & Vallejo-Jiménez, Benjamín & Venegas-Martínez, Francisco, 2017.
"Impact of the Degree of Relative Risk Aversion, the Interest Rate and the Exchange Rate Depreciation on Economic Welfare in a Small Open Economy,"
MPRA Paper
76441, University Library of Munich, Germany.
- José A. Climent Hernández & Francisco Venegas Martínez & Francisco Ortiz Arango, 2015.
"Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo,"
Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 81-106.
Cited by:
- Alfredo Omar Palafox-Roca & Francisco Venegas-martínez, 2014.
"Average consumer decisions in an economy with heterogeneous subjective discount rates and risk aversion coefficients: the finite horizon case,"
Economics Bulletin, AccessEcon, vol. 34(2), pages 842-849.
Cited by:
- Alfredo Omar Palafox-Roca, 2023. "Consumo óptimo en el retiro con diferentes leyes de mortalidad," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(3), pages 1-30, Julio - S.
- YazmÃn V. Soriano-Morales & Francisco Venegas-MartÃnez & BenjamÃn Vallejo-Jiménez, 2015. "Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process," Economics Bulletin, AccessEcon, vol. 35(4), pages 2074-2084.
- Miguel Tinoco-Zermeño & Francisco Venegas-Martínez & Víctor Torres-Preciado, 2014.
"Growth, bank credit, and inflation in Mexico: evidence from an ARDL-bounds testing approach,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 23(1), pages 1-22, December.
Cited by:
- Serhat Yuksel & Mustafa Ozsari, 2016. "Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 2(2), pages 3-14, December.
- Shahbaz, Muhammad & Mallick, Hrushikesh & Kumar, Mantu & Hammoudeh, Shawkat, 2017.
"Is globalization detrimental to financial development? Further evidence from a very large emerging economy with significant orientation towards policies,"
MPRA Paper
78805, University Library of Munich, Germany, revised 24 Apr 2017.
- Muhammad Shahbaz & Hrushikesh Mallick & Mantu Kumar Mahalik & Shawkat Hammoudeh, 2018. "Is globalization detrimental to financial development? Further evidence from a very large emerging economy with significant orientation towards policies," Applied Economics, Taylor & Francis Journals, vol. 50(6), pages 574-595, February.
- Olalere Oluwaseyi Ebenezer & Md. Aminul Islam & Wan Sallha Yusoff & Farid Ahammad Sobhani, 2019. "Exploring Liquidity Risk and Interest-Rate Risk: Implications for Profitability and Firm Value in Nigerian Banks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 315-326.
- Farrukh Shahzad & Zeeshan Fareed & Bushra Zulfiqar & Umme Habiba & Muhammad Ikram, 2019. "Does abnormal lending behavior increase bank riskiness? Evidence from Turkey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-15, December.
- Mohamad Egi Destiartono & Firmansyah Firmansyah, 2024. "Does the Linkage between GDP, Renewable Energy, and Methane Validate the EKC hypothesis? Evidence from Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 14(2), pages 711-720, March.
- Nazif Durmaz & Tairu Jie, 2024. "Money demand in Mexico: a nonlinear ARDL approach," Economics and Business Letters, Oviedo University Press, vol. 13(1), pages 20-28.
- Witness Nyasha Bandura & Temitope L. A. Leshoro, 2022. "Inflation And Financial Development In Sub-Saharan Africa," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 67(233), pages 85-112, April – J.
- Yakira Fernández-Torres & Milagros Gutiérrez-Fernández & Julián Ramajo-Hernández, 2018. "Business Regulation And Economic Growth: The Indirect Effect Of Corruption In Latin America And The Caribbean," Journal of Developmental Entrepreneurship (JDE), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-22, March.
- Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2019. "Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy," Resources Policy, Elsevier, vol. 60(C), pages 277-287.
- Arvian Triantoro & Muhammad Zaheer Akhtar & Shiraz Khan & Khalid Zaman & Haroon ur Rashid Khan & Abdul Wahab Pathath & Muhamad Amar Mahmad & Kamil Sertoglu, 2023. "Riding the Waves of Fluctuating Oil Prices: Decoding the Impact on Economic Growth," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 13(2), pages 34-50, March.
- Muhammad Kashif & Syed Faizan Iftikhar & Khurram Iftikhar, 2016. "Loan growth and bank solvency: evidence from the Pakistani banking sector," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-13, December.
- Ikhsan Ikhsan & Khairul Amri, 2023. "Sectoral Growth Impacts of Bank Credit Allocation: The Role of COVID-19 Pandemic as Moderating Variable," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 32-50.
- Rubén Chavarín Rodríguez & Aurea Tlatoa Chávez, 2023. "La importancia del crédito bancario para la actividad económica en México: un análisis del sector manufacturero," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 42(1), pages 83-120, January.
- Akinlo Anthony Enisan & Okunlola Charles Olalekan, 2022. "On the Interaction Between Export Promotion and Agricultural Growth in Poverty Reduction in Nigeria: Empirical Evidence for The Period 1980-2016," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(1), pages 109-135.
- Martínez Sánchez José Francisco & Venegas Martínez, 2013.
"Riesgo operacional en el proceso de pago del Procampo. Un enfoque bayesiano,"
Contaduría y Administración, Accounting and Management, vol. 58(2), pages 221-259, abril-jun.
Cited by:
- Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo & Venegas-Martínez, Francisco, 2015. "Riesgo operativo en el sector salud en Colombia [Operational Risk in the Health Sector in Colombia]," MPRA Paper 63149, University Library of Munich, Germany.
- Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos, 2013.
"EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 28(2), pages 193-216.
Cited by:
- Guglielmo-Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015.
"The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks,"
CESifo Working Paper Series
5630, CESifo.
- Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018. "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, vol. 24(C), pages 34-41.
- Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015. "The EMBI in Latin America: Fractional Integration, Non-linearities and Breaks," Discussion Papers of DIW Berlin 1524, DIW Berlin, German Institute for Economic Research.
- Guglielmo-Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015.
"The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks,"
CESifo Working Paper Series
5630, CESifo.
- Arturo GarcÃa-Santillán & Francisco Venegas-Martinez & Milka Elena Escalera Chávez & Arturo Córdova-Rangel, 2013.
"Attitude toward Statistic in College Students (An Empirical Study in Public University),"
Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 2(1), pages 1-4.
Cited by:
- Sunze Yu & Jie Zhang, 2021. "Technical and Individual Factors Influencing Mobile Learning in China’s Higher Education during the Outbreak of Covid-19," Revista romaneasca pentru educatie multidimensionala - Journal for Multidimensional Education, Editura Lumen, Department of Economics, vol. 13(1), pages 41-53, March.
- Elsy Gómez-Ramos & Francisco Venegas-Martínez, 2013.
"A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?,"
Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 7-15, Diciembre.
Cited by:
- Andrea Manni & Giovanna Saviano & Maria Grazia Bonelli, 2021. "Optimization of the ANNs Predictive Capability Using the Taguchi Approach: A Case Study," Mathematics, MDPI, vol. 9(7), pages 1-16, April.
- Climent Hernández José Antonio & Venegas Martínez Francisco, 2013.
"Valuación de opciones sobre subyacentes con rendimientos a-estables,"
Contaduría y Administración, Accounting and Management, vol. 58(4), pages 119-150, octubre-d.
Cited by:
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.
- Domingo Rodriguez Benavides & Ignacio Perrotini Hernandez & Francisco Venegas-Martinez, 2012.
"La hipotesis de convergencia en America Latina: Un analisis de cointegracion en panel,"
EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(2), pages 99-122, Julio-Dic.
Cited by:
- Torres-Brito, David Israel & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2023. "Impacto de los contaminantes por gases de efecto invernadero en el crecimiento económico en 86 países (1990-2019): Sobre la curva inversa de Kuznets [Impact of the Effect of Greenhouse Gas Pollutants on Economic Growth in 86 Countries (1990-2019):," MPRA Paper 119031, University Library of Munich, Germany.
- Trofimov, Ivan D., 2018. "Income terms of trade and economic convergence: Evidence from Latin America," MPRA Paper 87598, University Library of Munich, Germany.
- Ivan Trofimov, 2021. "Income terms of trade and economic convergence: Evidence from Latin America," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 46(2), pages 41-67, June.
- Hurtado Briceño, Alberto José & Zerpa de Hurtado, Sadcidi & Mora, José U. Mora, 2021. "Economic and commercial convergence in Latin America. How are these countries doing so far?," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 239-250.
- González-Martínez, Jesús Jonatan & Venegas-Martínez, Francisco & Martínez-Palacios, María Teresa Verónica, 2024. "Relaciones entre mercados de petróleo y gas, mercados financieros y PIB en América del Norte [Relationships among oil and gas markets, financial markets and GDP in North America]," MPRA Paper 120129, University Library of Munich, Germany.
- Hernández, Onésimo & Venegas, Francisco, 2012.
"Toma de decisiones de agentes racionales con procesos markovianos. Avances recientes en economía y finanzas,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 79(316), pages 733-779, octubre-d.
Cited by:
- David Conaly Martínez Vázquez & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2021. "Proyección Markoviana para 2020 y 2021 de las Calificaciones Corporativas en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-21, Enero - M.
- Francisco Venegas-Martinez & Ambrosio Ortiz-Ramirez & Francisco Ortiz-Arango, 2012.
"Temporary stabilization: a Frechet-Weibullextreme value distribution approach,"
EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(1), pages 35-55, Enero-Jun.
Cited by:
- López-Herrera, Francisco & Rodríguez-Nava, Abigail & Venegas-Martínez, Francisco, 2011. "Efectos en las decisiones de consumo y portafolio del riesgo cambiario con discontinuidades," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Perrotini-Hernández, Ignacio (ed.), Crecimiento y Desarrollo Económico en México, volume 1, chapter 12, pages 172-182, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Martínez-Sánchez, José Francisco. & Venegas-Martínez, Francisco., 2012.
"Una propuesta para medir dinámica y coherentemente el riesgo operacional,"
Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(15), pages 101-116, segundo s.
Cited by:
- Venegas-Martínez, Francisco & Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo, 2015. "Riesgo operativo en el sector salud en Colombia: 2013," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(43), pages 7-36, segundo s.
- Isela Téllez-León. & Francisco Venegas-Martínez. & Abigail Rodríguez-Nava., 2011.
"Inflation Volatility and Growth in a Stochastic Small Open Economy: A Mixed Jump-Diffusion Approach,"
Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 35(2), pages 131-156, Julio-Dic.
Cited by:
- Robert Cox Merton & Francisco Venegas-Martínez, 2021. "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- L. Arturo Bernal Ponce & Francisco Venegas Martínez, 2011.
"Impacto de los productos derivados los objetivos de política monetaria: un modelo de equilibrio general,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 26(2), pages 187-216.
Cited by:
- L. Arturo Bernal Ponce & Humberto Valencia Herrera, 2010. "Relación entre inflación y volatilidad de derivados financieros: el caso de México," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(1), pages 18-28.
- Venegas-Martínez, Francisco, 2010.
"Planes no creíbles de estabilización de precios, riesgo cambiario y opciones reales para posponer consumo. Un análisis con volatilidad estocástica,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 77(308), pages 899-936, octubre-d.
Cited by:
- Francisco Venegas-Martinez & Ambrosio Ortiz-Ramirez & Francisco Ortiz-Arango, 2012. "Temporary stabilization: a Frechet-Weibullextreme value distribution approach," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(1), pages 35-55, Enero-Jun.
- Venegas Martínez Francisco & Rodríguez Nava Abigail, 2010.
"Optimal portafolio and consumption decisions under exchange rate and interest rate risks. A jump-diffusion approach,"
Contaduría y Administración, Accounting and Management, vol. 55(1), pages 9-24, enero-abr.
Cited by:
- Manuel Rodríguez Achach & Enrique Baquedano Pérez, 2017. "Formation of monopolies in a bipartite market," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1335-1344, Octubre-D.
- José Carlos Trejo García & Francisco Venegas-Martínez, 2010.
"Persistencia Inflacionaria: El Caso Mexicano 2000-2008,"
Economia y Sociedad., Universidad Michoacana de San Nicolas de Hidalgo, Facultad de Economia, issue 26, pages 63-81, Julio-Dic.
Cited by:
- Koray Yıldırım & Neşe Algan & Harun Bal, 2026. "Hysteresis in Unemployment: An Empirical Examination for the Turkish Economy," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 17(2), pages 4233-4278, April.
- José Carlos Trejo García & Estefanía Carolina Rivera Hernández & Humberto Ríos Bolívar, 2017. "Analysis of the hysteresis of unemployment in Mexico in the face of macroeconomic shocks," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1249-1269, Octubre-D.
- Abigail Rodríguez Nava & Francisco Venegas Martínez, 2009.
"Decisiones de los bancos comerciales en condiciones de riesgo e incertidumbre,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 24(1), pages 145-175.
Cited by:
- Lizethe Berenice Méndez-Heras & Francisco Venegas-Martínez & Diego Emilio Linthon-Delgado, 2021. "El impacto del crédito bancario sobre el desarrollo humano en México: un análisis de datos panel a nivel estatal, 2004-2016," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 40(1), pages 1-28, May.
- Francisco Venegas Martínez & Miguel Ángel Tinoco Zermeño & Víctor Hugo Torres Preciado, 2009.
"Desregulación financiera, desarrollo del sistema financiero y crecimiento económico en México: efectos de largo plazo y causalidad,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 24(2), pages 249-283.
Cited by:
- Ortiz-Zarco, Ruth & Ortiz-Zarco, Eusebio, 2016. "Impacto del desarrollo del sistema financiero en el comercio de los países que integran la OCDE," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(44), pages 35-62, primer se.
- Mikhail Stolbov, 2017.
"Causality between credit depth and economic growth: evidence from 24 OECD countries,"
Empirical Economics, Springer, vol. 53(2), pages 493-524, September.
- Stolbov, Mikhail, 2015. "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers 15/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Guillermo Cerda-Guillén & Salvador Cruz-Aké & María Teresa Verónica Martínez-Palacios, 2023. "Efectos del endeudamiento de los hogares mexicanos en su ahorro y consumo: Un enfoque de Ciencia de datos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-22, Abril - J.
- Miguel Á. Tinoco-Zermeño, 2023. "Energy consumption, financial development, CO2 emissions, and economic growth in 23 developing economies," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(1), pages 1-24, Enero - M.
- Téllez-León, Isela Elizabeth & Venegas-Martínez, Francisco, 2019. "Determinants of Financial Deepening in Mexico: A Dynamic Panel Data Approach || Determinantes de la Profundad Financiera en México: Un Enfoque de Datos De Panel Dinámico," 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. 27(1), pages 285-299, June.
- Venegas-Martínez, Francisco, 2007.
"Mercados de notas estructuradas. Un análisis descriptivo y métodos de evaluación,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 74(295), pages 615-661, julio-sep.
Cited by:
- Aguilar-Juárez, Isabel Patricia & Venegas-Martínez, Francisco, 2014.
"Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas [An Investment and Hedging Strategy by Combining Structured Notes],"
MPRA Paper
58928, University Library of Munich, Germany.
- Aguilar-Juárez, Isabel Patricia. & Venegas-Martínez, Francisco., 2015. "Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(20), pages 7-46, primer se.
- Aguilar-Juárez, Isabel Patricia & Venegas-Martínez, Francisco, 2014.
"Una estrategia de inversión y cobertura mediante la combinación de notas estructuradas [An Investment and Hedging Strategy by Combining Structured Notes],"
MPRA Paper
58928, University Library of Munich, Germany.
- Lucía A. Ruiz-Galindo & Francisco Venegas-Martínez, 2007.
"Un modelo macroeconométrico de simulación con microfundamentos para la economía mexicana,"
Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(2), pages 165-217, July-Dece.
Cited by:
- Miguel Ángel Mendoza González, 2020. "Sensibilidad y asimetrías ante choques de ingreso en el consumo privado de México, 1995-2017," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 39(1), pages 21-58, May.
- Abigail Rodríguez Nava. & Francisco Venegas Martínez., 2007.
"Equilibrio general con tasa de interés estocástica,"
Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, vol. 26(1), pages 9-30, Enero-Jun.
Cited by:
- Vergara-Pérez, Sami D. & Venegas-Martínez, Francisco, 2022. "Estimación bayesiana de un modelo dinámico estocástico nuevo keynesiano de equilibrio general con reglas de política fiscal y monetaria para México [Bayesian estimation of a new Keynesian stochastic dynamic general equilibrium model with rules of ," MPRA Paper 115458, University Library of Munich, Germany.
- Venegas Martínez, Francisco & Fundia Aizenstat, Andrés, 2006.
"Opciones reales, valuación financiera de proyectos y estrategias de negocios. Aplicaciones al caso mexicano,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 73(290), pages 363-405, abril-jun.
Cited by:
- Francisco Venegas-Martínez, 2005. "Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach," DEGIT Conference Papers c010_043, DEGIT, Dynamics, Economic Growth, and International Trade.
- Venegas-Martinez, Francisco, 2006.
"Stochastic temporary stabilization: Undiversifiable devaluation and income risks,"
Economic Modelling, Elsevier, vol. 23(1), pages 157-173, January.
Cited by:
- Francisco Venegas-Martinez & Ambrosio Ortiz-Ramirez & Francisco Ortiz-Arango, 2012. "Temporary stabilization: a Frechet-Weibullextreme value distribution approach," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(1), pages 35-55, Enero-Jun.
- Robert Cox Merton & Francisco Venegas-Martínez, 2021. "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail & Palafox-Roca, Alfredo Omar, 2014.
"Impacto de una reforma fiscal sobre el bienestar económico en un ambiente de incertidumbre [Impact of Tax Reform on Economic Welfare in an Uncertainty Environment],"
MPRA Paper
57108, University Library of Munich, Germany.
- Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail & Palafox-Roca, Alfredo Omar, 2015. "Impacto de una reforma fiscal sobre el bienestar económico en un ambiente de incertidumbre," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Instituto Politécnico Nacional (ed.), Contribuciones de Política Fiscal y Monetaria en el México Contemporáneo, volume 0, chapter 4, pages 92-106, Escuela Superior de Economía, Instituto Politécnico Nacional.
- YazmÃn V. Soriano-Morales & Francisco Venegas-MartÃnez & BenjamÃn Vallejo-Jiménez, 2015. "Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process," Economics Bulletin, AccessEcon, vol. 35(4), pages 2074-2084.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022.
"¿Can the stock market boost economic growth? evidence from the Mexican real estate investment trust (REIT),"
Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 17(36), pages 9-32, Primer se.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022. "Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT)," MPRA Paper 115967, University Library of Munich, Germany.
- Francisco Venegas-Martínez, 2005. "Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach," DEGIT Conference Papers c010_043, DEGIT, Dynamics, Economic Growth, and International Trade.
- L. Arturo Bernal Ponce & Francisco Venegas Martínez, 2011. "Impacto de los productos derivados los objetivos de política monetaria: un modelo de equilibrio general," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 26(2), pages 187-216.
- Francisco Venegas Martínez, 2005.
"Política fiscal, estabilización de precios y mercado incompletos,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 20(1), pages 3-25.
Cited by:
- Francisco Venegas-Martínez, 2005. "Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach," DEGIT Conference Papers c010_043, DEGIT, Dynamics, Economic Growth, and International Trade.
- Alejandro Islas Camargo & Francisco Venegas Martínez, 2003.
"Pricing Derivatives Securities with Prior Information on Long- Memory Volatility,"
Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 103-134, January-J.
Cited by:
- Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio, 2013. "Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(37), pages 55-75, primer tr.
- López-Herrera, Francisco & Ortiz-Arango, Francisco & Venegas-Martínez, Francisco, 2011. "Modelado de la volatilidad del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores con cambios markovianos de régimen," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Perrotini-Hernández, Ignacio (ed.), Crecimiento y Desarrollo Económico en México, volume 1, chapter 10, pages 153-164, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Francisco Venegas-Martínez & Jorge Miguel Carrillo Rivera, 2002.
"Cambio Tecnologico En La Administracion De Riesgos Financieros: El Caso Mexicano,"
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 1(4), pages 289-304, Diciembre.
Cited by:
- Coronado-Ramírez, Semei L. & Ramírez-Grajeda, Mauricio & Venegas-Martínez, Francisco, 2011. "Modelo Estocástico de Difusión con Saltos del Comportamiento de una Empresa ante Innovaciones Tecnológicas," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Perrotini-Hernández, Ignacio (ed.), Economía: Teoría y Métodos, volume 1, chapter 5, pages 72-83, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Francisco Venegas Martínez, 2001.
"Opciones, cobertura y procesos de difusión con saltos: Una aplicación a los títulos de Gcarso,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 16(2), pages 203-226.
Cited by:
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.
- Bernardo González-Aréchiga & Jaime Díaz Tinoco & Francisco Venegas-Martínez, 2001.
"Riesgo cambiario, brecha de madurez y cobertura con futuros: análisis local y de valor en riesgo,"
Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(2), pages 259-290, July-Dece.
Cited by:
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020.
"How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies,"
Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020. "How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
- Torres-Brito, David Israel & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2023. "Impacto de los contaminantes por gases de efecto invernadero en el crecimiento económico en 86 países (1990-2019): Sobre la curva inversa de Kuznets [Impact of the Effect of Greenhouse Gas Pollutants on Economic Growth in 86 Countries (1990-2019):," MPRA Paper 119031, University Library of Munich, Germany.
- Guillermo Benavides-Perales & Isela-Elizabeth Téllez-León & Francisco Venegas-Martínez, 2020.
"How Sensitive is the Exchange Rate to External and Internal Factors in Mexico? A Comparative Analysis with 27 Developed and Emerging Economies,"
Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 6(1), pages 4-18, December.
- Venegas-Martinez, Francisco, 2001.
"Temporary stabilization: A stochastic analysis,"
Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1429-1449, September.
Cited by:
- Francisco Venegas-Martinez & Ambrosio Ortiz-Ramirez & Francisco Ortiz-Arango, 2012. "Temporary stabilization: a Frechet-Weibullextreme value distribution approach," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 9(1), pages 35-55, Enero-Jun.
- Alejandro Islas Camargo & Francisco Venegas Martínez, 2003. "Pricing Derivatives Securities with Prior Information on Long- Memory Volatility," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 103-134, January-J.
- Venegas Martínez Francisco & Rodríguez Nava Abigail, 2010. "Optimal portafolio and consumption decisions under exchange rate and interest rate risks. A jump-diffusion approach," Contaduría y Administración, Accounting and Management, vol. 55(1), pages 9-24, enero-abr.
- Robert Cox Merton & Francisco Venegas-Martínez, 2021. "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail & Palafox-Roca, Alfredo Omar, 2014.
"Impacto de una reforma fiscal sobre el bienestar económico en un ambiente de incertidumbre [Impact of Tax Reform on Economic Welfare in an Uncertainty Environment],"
MPRA Paper
57108, University Library of Munich, Germany.
- Venegas-Martínez, Francisco & Rodríguez-Nava, Abigail & Palafox-Roca, Alfredo Omar, 2015. "Impacto de una reforma fiscal sobre el bienestar económico en un ambiente de incertidumbre," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Instituto Politécnico Nacional (ed.), Contribuciones de Política Fiscal y Monetaria en el México Contemporáneo, volume 0, chapter 4, pages 92-106, Escuela Superior de Economía, Instituto Politécnico Nacional.
- Stanley Fischer & Ratna Sahay & Carlos A. Végh, 2002.
"Modern Hyper- and High Inflations,"
Journal of Economic Literature, American Economic Association, vol. 40(3), pages 837-880, September.
- Stanley Fischer & Ratna Sahay & Carlos A. Vegh, 2002. "Modern Hyper- and High Inflations," NBER Working Papers 8930, National Bureau of Economic Research, Inc.
- Mr. Stanley Fischer & Ms. Ratna Sahay & Mr. Carlos A. Végh Gramont, 2002. "Modern Hyper- and High Inflations," IMF Working Papers 2002/197, International Monetary Fund.
- Klaus Wälde, 2003.
"Endogenous Business Cycles and Growth,"
CESifo Working Paper Series
920, CESifo.
- Klaus Walde, 2004. "Endogenous business cycles and growth," Money Macro and Finance (MMF) Research Group Conference 2003 109, Money Macro and Finance Research Group.
- Wälde, Klaus, 2003. "Endogenous business cycles and growth," Dresden Discussion Paper Series in Economics 12/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Venegas-Martinez, Francisco, 2006. "Stochastic temporary stabilization: Undiversifiable devaluation and income risks," Economic Modelling, Elsevier, vol. 23(1), pages 157-173, January.
- Klaus, WAELDE, 2003.
"Endogenous growth cycles,"
LIDAM Discussion Papers IRES
2004012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 15 Mar 2004.
- Klaus Wälde, 2005. "Endogenous Growth Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 867-894, August.
- Francisco Venegas Martínez, 2001. "Opciones, cobertura y procesos de difusión con saltos: Una aplicación a los títulos de Gcarso," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 16(2), pages 203-226.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022.
"¿Can the stock market boost economic growth? evidence from the Mexican real estate investment trust (REIT),"
Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 17(36), pages 9-32, Primer se.
- Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022. "Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT)," MPRA Paper 115967, University Library of Munich, Germany.
- Horii, Ryo & Ono, Yoshiyasu, 2009. "Information Cycles and Depression in a Stochastic Money-in-Utility Model," MPRA Paper 13485, University Library of Munich, Germany.
- Francisco Venegas-Martínez, 2005. "Temporary Stabilization and the Real Option of Waiting when Consumption can be Delayed: an Extreme Value Approach," DEGIT Conference Papers c010_043, DEGIT, Dynamics, Economic Growth, and International Trade.
- Francisco Venegas & Enrique de Alba, 1995.
"An Economist´s guide to the Kalman filter,"
Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 10(2), pages 123-145.
Cited by:
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
Chapters
- Venegas-Martínez, Francisco & López-Herrera, Francisco, 2011.
"Una aproximación patinkiana al crecimiento económico,"
Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Facultad de Economía Vasco de Quiroga de la Universidad Michoacana de San Nicolas de Hidalgo & Escue (ed.), Avances recientes en teoría y práctica económica, volume 2, chapter 3, pages 35-64,
Escuela Superior de Economía, Instituto Politécnico Nacional.
Cited by:
- Padilla-Hernández, Salvador & Venegas-Martínez, Francisco & Gómez-Monge, Rodrigo (ed.), 2011. "Avances recientes en teoría y práctica económica," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, edition 1, volume 2, number 006, Segundo s.
- López-Herrera, Francisco & Venegas-Martínez, Francisco, 2011.
"Modelado de la volatilidad del mercado mundial de capitales durante la crisis financiera mundial mediante una cadena de Markov,"
Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Universidad de Guadalajara (ed.), Métodos no lineales en series económicas y/o financieras, volume 1, chapter 3, pages 82-106,
Escuela Superior de Economía, Instituto Politécnico Nacional.
Cited by:
- Gustavo Cabrera González, 2019. "Modeling and Projection of the Mexican Exchange Rate (Peso/Dollar): a Bayesian Approach for Model Selection," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 203-219, Abril-Jun.
Books
- Moreno G., Elena & Venegas-Martínez, Francisco & Baraya, Aristides R. (ed.), 2019.
"Tópicos Selectos sobre Inclusión y Educación Financiera en el Contexto Mexicano,"
Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional,
Escuela Superior de Economía, Instituto Politécnico Nacional,
edition 1, volume 1, number 023, Segundo s.
Cited by:
- José Carlos Trejo García & Humberto Ríos Bolívar & Maria De Lourdes Soto Rosales, 2024. "Inclusión financiera en México, un análisis mediante autocorrelación espacial y técnica de clustering," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 19(2), pages 1-21, Abril - J.
- Venegas-Martínez, Francisco & Medina-Hurtado, Santiago & Jaramillo, Johana Alexandra & Ramírez-Ateor (ed.), 2008.
"Riesgos financieros y económicos,"
Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional,
Escuela Superior de Economía, Instituto Politécnico Nacional,
edition 1, volume 1, number 020, Segundo s.
Cited by:
- Guillermo Sierra Juárez, 2023. "Prima para la cobertura por exceso de contagios de COVID-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-17, Abril - J.
- Araceli Matías González & María Teresa Verónica Martínez-Palacios & Ambrosio Ortiz-Ramírez, 2019. "Consumo e inversión óptimos y valuación de opciones asiáticas en un entorno estocástico con fundamentos microeconómicos y simulación Monte Carlo," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(3), pages 397-414, Julio - S.
- Venegas-Martínez, Francisco (ed.), 2008.
"Riesgos financieros y económicos, productos derivados y decisiones económicas bajo incertidumbre,"
Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional,
Escuela Superior de Economía, Instituto Politécnico Nacional,
edition 2, volume 1, number 019, Segundo s.
Cited by:
- Karina Valencia Serpel & Fernando Cruz Aranda & Francisco Ortiz Arango, 2023. "Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-20, Abril - J.
- Robert Cox Merton & Francisco Venegas-Martínez, 2021. "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-15, Enero - M.
- Ibañéz, Francisco & Romero-Meza, Rafael & Coronado-Ramírez, Semei & Venegas-Martínez, Francisco, 2016.
"Innovaciones financieras en América Latina:Mercado de Derivados y Determinates de la Administración de Riesgo,"
Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(22), pages 7-38, Primer se.
- Ibañez, Francisco & Romero-Meza, Rafael & Coronado-Ramírez, Semei & Venegas-Martínez, Francisco, 2015. "Innovaciones financieras en América Latina: mercados de derivados y determinantes de la administración de riesgo [Financial Innovations in Latin America: Derivatives markets and Determinants of Risk Management]," MPRA Paper 63151, University Library of Munich, Germany.
- José Antonio Climent Hernández & Carolina Cruz Matú, 2017. "Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1136-1159, Octubre-D.
- Islas-Aguirre, Juan Francisco & Torres-Rojo, Juan Manuel & Venegas-Martínez, Francisco & Ríos-Bolívar, Humberto, 2024. "Impacto de las transferencias monetarias agrícolas en el desarrollo humano en los municipios de México; un modelo teórico de crecimiento del sector agrícola [Impact of agricultural monetary transfers on human development in the municipalities of M," MPRA Paper 119919, University Library of Munich, Germany.
- Raúl Silva Noreña & Nora Gavira Durón & Angélica Alonso Rivera, 2024. "Extensión del modelo de tres factores de Fama y French, rendimientos de mercado y sustentabilidad corporativa," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 19(4), pages 1-21, Octubre -.
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