Backtesting of the value in risk for the stock markets and of Latin American currencies

被引:0
|
作者
Kristjanpoller Rodriguez, Werner [1 ]
Barahona Ossa, Andres [1 ]
机构
[1] Univ Tecn Federico Santa Maria, Dept Ind, Region, Chile
来源
INVESTIGACION ECONOMICA | 2014年 / 73卷 / 287期
关键词
EQUILIBRIUM;
D O I
10.1016/S0185-1667(14)72606-2
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:37 / 60
页数:24
相关论文
共 50 条
  • [1] Size, value and momentum in stock returns: The case of Latin American emerging markets
    Vuong, Ngoc B.
    Vu, Trang T. Q.
    AESTIMATIO-THE IEB INTERNATIONAL JOURNAL OF FINANCE, 2018, (17): : 82 - 103
  • [2] Calendar effects in Latin American stock markets
    Winkelried, Diego
    Iberico, Luis A.
    EMPIRICAL ECONOMICS, 2018, 54 (03) : 1215 - 1235
  • [3] Calendar effects in Latin American stock markets
    Diego Winkelried
    Luis A. Iberico
    Empirical Economics, 2018, 54 : 1215 - 1235
  • [4] Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors
    Assaf, Ata
    Al-Shboul, Mohammad
    Mokni, Khaled
    Demir, Ender
    EMERGING MARKETS REVIEW, 2025, 65
  • [5] Spillovers and portfolio risk management of gold and stock markets: evidence from emerging Latin American markets
    Yousaf, Imran
    Ali, Shoaib
    Abbas, Faisal
    MACROECONOMICS AND FINANCE IN EMERGING MARKET ECONOMIES, 2022, 15 (02) : 160 - 176
  • [6] Volatility and dependence structures of Latin American stock markets
    Cardoso, Guilherme
    Ribeiro, Karem
    Carvalho, Luciano
    MANAGERIAL FINANCE, 2021, 47 (04) : 441 - 465
  • [7] Nonlinearities and financial contagion in Latin American stock markets
    Romero-Meza, Rafael
    Bonilla, Claudio
    Benedetti, Hugo
    Serletis, Apostolos
    ECONOMIC MODELLING, 2015, 51 : 653 - 656
  • [8] An analysis of herd behavior in Latin American stock markets
    Duarte Duarte, Juan Benjamin
    Garces Carreno, Laura Daniela
    Sierra Suarez, Katherine Julieth
    ECOS DE ECONOMIA, 2016, 20 (42): : 4 - 18
  • [9] INFORMATION ASYMMETRY EFFECTS ON LATIN AMERICAN STOCK MARKETS
    Villarraga, Edwin
    Giraldo, Santiago
    Agudelo, Diego A.
    ACADEMIA-REVISTA LATINOAMERICANA DE ADMINISTRACION, 2012, (50): : 100 - 117
  • [10] Pricing of Liquidity Risk: New Evidence from the Latin American Emerging Stock Markets
    de Carvalho, Gabriel Augusto
    Amaral, Hudson Fernandes
    Pinheiro, Juliano Lima
    Correia, Laise Ferraz
    EMERGING MARKETS FINANCE AND TRADE, 2022, 58 (02) : 398 - 416