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Financial Emerging Markets Revisited

In: Data Analytics Applications in Emerging Markets

Author

Listed:
  • Carlos Armando Franco Ruiz

    (Tecnologico de Monterrey, EGADE Business School)

  • Guillermo Benavides Perales

    (Banco de Mexico)

Abstract

This chapter analyzes the financial markets of the economic group MIST (Mexico, Indonesia, South Korea, and Turkey) by studying the ETFs related to these countries. The previous economic group is crucial because it has the potential of becoming a leading participant in emerging markets. The document examines their financial time series by identifying outliers, volatility models, time series decomposition, and detecting mildly explosive processes (“financial bubbles”). The results obtained show significant negative outliers, non-constant volatility, and the identification of five exuberant behaviors in Mexico’s ETF.

Suggested Citation

  • Carlos Armando Franco Ruiz & Guillermo Benavides Perales, 2022. "Financial Emerging Markets Revisited," Springer Books, in: José Antonio Núñez Mora & M. Beatriz Mota Aragón (ed.), Data Analytics Applications in Emerging Markets, pages 75-91, Springer.
    • Handle: RePEc:spr:sprchp:978-981-19-4695-0_4
    DOI: 10.1007/978-981-19-4695-0_4
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    Keywords

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    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • O54 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean

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