Factores que explican el comportamiento del mercado accionario mexicano
Contenido principal del artículo
Resumen
Descargas
Detalles del artículo
Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0.
Esta revista proporciona un acceso abierto a su contenido, basado en el principio de ofrecer al público un acceso libre a las investigaciones ayuda a un mayor intercambio global del conocimiento. De igual forma su versión impresa es de libre acceso y no tiene costos asociados por publicación.
Citas
Akram, Q. F. (2004). Oil prices and exchange rates: Norwegian evidence. Econometrics Journal, 7(2), 476-504. doi:10.1111/j.1368-423X.2004.00140.x
Al-mulali, U. y Che Sab, C. B. (2012). Oil prices and the real exchange rate in oil-exporting countries: a bounds testing approach. OPEC Energy Review, 36(4), 375-382. doi:10.1111/j.1753-0237.2012.00216.x
Anderson, D. R., Sweeney, D. J. y Williams, T. A. (2008). Estadística para la Administración y la Economía. México: Cengage Learning Editores.
Banco de México. (2016). Tasa de fondeo gubernamental. Recuperado de http://www.banxico.org.mx/divulgacion/glosario/#I
Basnet, H. C., Vatsa, P. y Sharma, S. (2014). Common Trends and Common Cycles in Oil Price and Real Exchange Rate. Global Economy Journal, 14(2), 249-263. doi: 10.1515/gej-2013-0042
Blahum, I. I. (2019). Causal Relationship between the Stock Market and Exchange Rate in Ukraine. The Problems of Economy, (1), 199–207. doi: https://doi.org/10.32983/2222-0712-2019-1-199-207
Bolsa Mexicana de Valores. (2014). Índice de Precios y Cotizaciones (IPC). Recuperado de http://www.bmv.com.mx/docs- pub/INDICES/CTEN_INNM/NotaMetIPC_Sep2014.pdf
Clement, N. C., Pool, C. y Carrillo, M.M. (1991). Economía Enfoque América Latina. México: Mc Graw Hill.
El Abed, R. y Zardoub, A. (2019). Exploring the nexus between macroeconomic variables and stock market returns in Germany: An ARDL Co-integration approach. Theoretical and Applied Economics, 2(2), 139-148. Recuperado de https://ideas.repec.org/a/agr/journl/vxxviy2019i2(619)p139-148.html
Góngora Cortés, J. J. y Hernández Ramírez, R. (1999). Estadística Descriptiva. México: Trillas.
Hajilee, M. y Al Nasser, O. M. (2014). Exchange rate volatility and stock market development in emerging economies. Journal of Post Keynesian Economics, 37(1), 163-180. doi: https://doi.org/10.2753/PKE0160-3477370110
Hsing, Y. (2011). Macroeconomic variables and the stock market: the case of Lithuania. Review of Finance & Banking, 3(1), 31-37.
Hsing, Y. y Hsieh, W. (2012). Impacts of macroeconomic variables on the stock market index in Poland: new evidence. Journal of Business Economics & Management, 13(2), 334-343. doi: https://doi.org/10.3846/16111699.2011.620133
IBM Knowledge Center. (2019). R2 ajustado. Recuperado de https://www.ibm.com/support/knowledgecenter/es/SS4QC9/com.ibm.solutions.wa_an_overview.2.0.0.doc/rsquared_adjusted.html
Karakas, M. (2019). An analysis of dependence between oil price and stock market with Copula-GARCH approach. An Empirical Analysis from Istanbul Stock Exchange. Thermal Science, 23(1), 33-46. doi: https://doi.org/10.2298/TSCI180917328M
Lind, D. A., Mason, R. D. y Marchal, W. G. (2003). Estadística para administración y economía. México: McGraw-Hill.
Rojo, J. M. (2007). Regresión lineal múltiple. Recuperado de http://humanidades.cchs.csic.es/cchs/web_UAE/tutoriales/PDF/Regresion_lineal_multiple_3.pdf
Méndez-Carbajo, D. (2011). Energy dependence, oil prices and exchange rates: The Dominican economy since 1990. Empirical Economics, 40(2), 509-520. doi: https://doi.org/10.1007/s00181-010-0340-4
Sabäu-Popa, D. C., Bolos, M. I., Scarlat, E., Delcea, C. y Bradea, I. (2014). Effects of macroeconomic variables on stock prices of the Bucharest stock Exchange (BSE). Economic Computation & Economic Cybernetics Studies & Research, 48(4), 98-108.
Samuelson, P. A. y Nordhaus, W. D. (2002). Macroeconomía con aplicaciones a Latinoamérica. España: Mc Graw Hill.
Singh, G. (2015). The Relationship between Exchange Rate and Stock Price in India: An Empirical Study. IUP Journal of Financial Risk Management, 12(2), 18-29.
Sinha, P., y Kohli, D. (2015). Modeling Exchange Rate Dynamics in India Using Stock Market Indices and Macroeconomic Variables. Amity Global Business Review, 105-18.
Stoica, O., Nucu, A. E. y Diaconasu, D.E. Interest Rates and Stock Prices: Evidence from Central and Eastern European Markets. Emerging Markets Finance and Trade, 50(4), 47-62. doi: https://doi.org/10.2753/REE1540-496X5004S403
Valdez, I. P. (2016). Regresión Lineal Simple. Recuperado de http://www.dcb.unam.mx/profesores/irene/Notas/Regresion.pdf
Wen, F., Xiao, J., Xia, X., Chen, B., Xiao, Z. y Li, J. (2019). Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence. Emerging Markets Finance and Trade, 55(6), 1247-1263. doi: https://doi.org/10.1080/1540496X.2018.1496078
Živkov, D., Balaban, S. y Djurašković, J. (2018). What Multiscale Approach Can Tell About the Nexus Between Exchange Rate and Stocks in the Major Emerging Markets? Czech Journal of Economics and Finance, 68(5), 491-512. Recuperado de https://ideas.repec.org/a/fau/fauart/v68y2018i5p491-512.html