Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.

Autores:: Rojas Mora, Jaime
Chamorro Futinico, Julio Cesar

Tipo de recurso:: Article of journal

Fecha de publicación:: 2016

Institución:: Universidad de Cartagena

Repositorio:: Repositorio Universidad de Cartagena

Idioma:: spa

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dc.title.spa.fl_str_mv	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
dc.title.translated.eng.fl_str_mv	Dynamics and volatility at stock market indexes of Pacific Alliance countries.
title	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
spellingShingle	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico. Financial integration Cointegration Volatility Integración financiera Cointegración Volatilidad Intégration financière Co intégration Volatilité
title_short	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
title_full	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
title_fullStr	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
title_full_unstemmed	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
title_sort	Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.
dc.creator.fl_str_mv	Rojas Mora, Jaime Chamorro Futinico, Julio Cesar
dc.contributor.author.spa.fl_str_mv	Rojas Mora, Jaime Chamorro Futinico, Julio Cesar
dc.subject.eng.fl_str_mv	Financial integration Cointegration Volatility
topic	Financial integration Cointegration Volatility Integración financiera Cointegración Volatilidad Intégration financière Co intégration Volatilité
dc.subject.spa.fl_str_mv	Integración financiera Cointegración Volatilidad Intégration financière Co intégration Volatilité
publishDate	2016
dc.date.accessioned.none.fl_str_mv	2016-09-01 00:00:00
dc.date.available.none.fl_str_mv	2016-09-01 00:00:00
dc.date.issued.none.fl_str_mv	2016-09-01
dc.type.spa.fl_str_mv	Artículo de revista
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dc.identifier.uri.none.fl_str_mv	https://hdl.handle.net/11227/13775
dc.identifier.doi.none.fl_str_mv	10.32997/2463-0470-vol.24-num.0-2016-1550
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dc.language.iso.spa.fl_str_mv	spa
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dc.relation.ispartofjournal.spa.fl_str_mv	Panorama Económico
dc.relation.bitstream.none.fl_str_mv	https://revistas.unicartagena.edu.co/index.php/panoramaeconomico/article/download/1550/1402
dc.relation.citationedition.spa.fl_str_mv	, Año 2016
dc.relation.citationendpage.none.fl_str_mv	84
dc.relation.citationstartpage.none.fl_str_mv	71
dc.relation.citationvolume.spa.fl_str_mv	24
dc.relation.references.spa.fl_str_mv	Agudelo, D. A., Barraza, S. E., Castro, M. I., & Mongrut, S. (2012). Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA). Camara-Neto, A. F., & Vernengo, M. (2010). Beyond the original sin: a new regional financial architecture in South America. Journal of Post Keynesian Economics, 32(2), 199-212. https://doi.org/10.2753/PKE0160-3477320205 Carrieri, F., Errunza, V., & Hogan, K. (2007). Characterizing World Market Integration through Time. Journal of Financial and Quantitative Analysis, 42(04), 915. https://doi.org/10.1017/S0022109000003446 CEPAL. (2014). Integración regional Hacia una estrategia de cadenas de valor inclusivas. Naciones Unidas. Cheung, D. W. W. (2000). The impulse of stock market volatility and the market crash of October 1987. Journal of Business Finance & Accounting, 27(5-6), 761-776. https://doi.org/10.1111/1468-5957.00333 Christensen, B. V. (2014). Financial integration in Africa: implications for monetary policy and financial stability. BIS Paper, (76c). Duwicquet, V., & Mazier, J. (2011). Financial integration and macroeconomic adjustments in a monetary union. Journal of Post Keynesian Economics,33(2), 333-370, https://doi.org/10.2753/PKE0160-3477330207 Enders, W. (2014). Applied Econometric Time Series (14th ed.). Wiley Espinoza, R., Prasad, A., & Williams, O. (2011). Regional financial integration in the GCC. Emerging Markets Review, 12(4), 354-370. https://doi.org/10.1016/j.ememar.2011.04.005 Fama, E. F. (1995). Random Walks in Stock Market Prices. Financial Analysts Journal, 51(1), 75-80. https://doi.org/10.2469/faj.v51.n1.1861 Frey, L., & Volz, U. (2013). Regional Financial Integration In Sub-Saharan Africa-An Empirical Examination Of Its Effects On Financial Market Development. South African Journal of Economics, 81(1), 79-117. https://doi.org/10.1111/j.1813-6982.2012.01334.x Grobys, K. (2010). Have volatility spillover effects of cointegrated European stock markets increased over time?. The review of finance and banking, 2(2), 083-94. Gur, N. (2013). Does financial integration increase exports? Evidence from international industry-level data. Emerging Markets Finance and Trade, 49 (SUP5), 112-129. https://doi.org/10.2753/REE1540-496X4905S507 Hyme, P. (2003). La teoría de los mercados de capitales eficientes. Un examen crítico. Cuadernos de Economía, 22(39), 57-83. Kim, S., & Lee, J. W. (2012). Real and financial integration in east Asia. Review of International Economics, 20(2), 332-349. https://doi.org/10.1111/j.1467-9396.2012.01025.x Lee, H. H., Huh, H. S., & Park, D. (2013). Financial integration in east Asia: An empirical investigation. The World Economy, 36(4), 396-418. https://doi.org/10.1111/twec.12030 Lizarzaburu Bolaños, E. R., Burneo, K., Galindo, H., & Berggrun, L. (2015). Emerging Markets Integration in Latin America (MILA) Stock Market indicators: Chile, Colombia and Peru. Journal of Economics, Finance and Administrative Science, 20(xx), 74-83. https://doi.org/10.1016/j.anpedi.2012.06.005 Lütkepohl, H., & Krätzig, M. (2004). Applied time series econometrics. Themes in modern econometrics. https://doi.org/10.1017/CBO9780511606885 Markowitz, H. (1952). Portafolio Selection. The Journal of Finance, 7(1), 77-91. https://doi.org/10.1111/j.1540-6261.1952.tb01525.x MILA (2010). Adenda al Memorando de Entendimiento de fecha 15 de enero del 2010 suscrito entre la Comisión Nacional Supervisora de Empresas y Valores del Perú, la Superintendencia Financiera de Colombia y la Superintendencia de Valores y Seguros de Chile. Ocampo, J. A., & Titelman, D. (2010). Subregional financial cooperation: the South American experience. Journal of Post Keynesian Economics, 32(2), 249-268. https://doi.org/10.2753/PKE0160-3477320208 Panopoulou, E. & Pantelidis, T. (2009). Integration at a cost: evidence from volatility impulse response functions. Applied Financial Economics, 19(11), 917-933. https://doi.org/10.1080/09603100802112300 Pérez, P. P. (2010). The Ecuadorian proposal for a new regional financial architecture. Journal of Post Keynesian Economics, 32(2), 163-172. https://doi.org/10.2753/PKE0160-3477320202 Schmiedel, H., & Schönenberger, A. (2005). Integration of securities market infrastructures in the euro area. ECB Occasional Paper, (33). Traczyk, A. (2012). Financial integration and the term structure of interest rates. Empirical Economics, 45(3), 1267-1305. https://doi.org/10.1007/s00181-012-0652-7 Volz, U. (2013). ASEAN Financial Integration in the Light of Recent European Experiences. Asean Economic Bulletin, 30(2), 124. https://doi.org/10.1355/ae30-2b You, J., Liu, C., & Du, G. (2014). With Economic integration comes financial contagion? evidence from China. Emerging Markets Finance and Trade, 50(3), 62-80. https://doi.org/10.2753/REE1540-496X500305
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spelling	Rojas Mora, JaimeChamorro Futinico, Julio Cesar2016-09-01 00:00:002016-09-01 00:00:002016-09-010122-8900https://hdl.handle.net/11227/1377510.32997/2463-0470-vol.24-num.0-2016-15502463-0470https://doi.org/10.32997/2463-0470-vol.24-num.0-2016-1550application/pdfspaUniversidad de CartagenaPanorama Económicohttps://revistas.unicartagena.edu.co/index.php/panoramaeconomico/article/download/1550/1402, Año 2016847124Agudelo, D. A., Barraza, S. E., Castro, M. I., & Mongrut, S. (2012). Liquidez en los Mercados Accionarios Latinoamericanos: Estimando el efecto del Mercado Integrado Latinoamericano (MILA).Camara-Neto, A. F., & Vernengo, M. (2010). Beyond the original sin: a new regional financial architecture in South America. Journal of Post Keynesian Economics, 32(2), 199-212. https://doi.org/10.2753/PKE0160-3477320205Carrieri, F., Errunza, V., & Hogan, K. (2007). Characterizing World Market Integration through Time. Journal of Financial and Quantitative Analysis, 42(04), 915. https://doi.org/10.1017/S0022109000003446CEPAL. (2014). Integración regional Hacia una estrategia de cadenas de valor inclusivas. Naciones Unidas.Cheung, D. W. W. (2000). The impulse of stock market volatility and the market crash of October 1987. Journal of Business Finance & Accounting, 27(5-6), 761-776. https://doi.org/10.1111/1468-5957.00333Christensen, B. V. (2014). Financial integration in Africa: implications for monetary policy and financial stability. BIS Paper, (76c).Duwicquet, V., & Mazier, J. (2011). Financial integration and macroeconomic adjustments in a monetary union. Journal of Post Keynesian Economics,33(2), 333-370, https://doi.org/10.2753/PKE0160-3477330207Enders, W. (2014). Applied Econometric Time Series (14th ed.). WileyEspinoza, R., Prasad, A., & Williams, O. (2011). Regional financial integration in the GCC. Emerging Markets Review, 12(4), 354-370. https://doi.org/10.1016/j.ememar.2011.04.005Fama, E. F. (1995). Random Walks in Stock Market Prices. Financial Analysts Journal, 51(1), 75-80. https://doi.org/10.2469/faj.v51.n1.1861Frey, L., & Volz, U. (2013). Regional Financial Integration In Sub-Saharan Africa-An Empirical Examination Of Its Effects On Financial Market Development. South African Journal of Economics, 81(1), 79-117. https://doi.org/10.1111/j.1813-6982.2012.01334.xGrobys, K. (2010). Have volatility spillover effects of cointegrated European stock markets increased over time?. The review of finance and banking, 2(2), 083-94.Gur, N. (2013). Does financial integration increase exports? Evidence from international industry-level data. Emerging Markets Finance and Trade, 49 (SUP5), 112-129. https://doi.org/10.2753/REE1540-496X4905S507Hyme, P. (2003). La teoría de los mercados de capitales eficientes. Un examen crítico. Cuadernos de Economía, 22(39), 57-83.Kim, S., & Lee, J. W. (2012). Real and financial integration in east Asia. Review of International Economics, 20(2), 332-349. https://doi.org/10.1111/j.1467-9396.2012.01025.xLee, H. H., Huh, H. S., & Park, D. (2013). Financial integration in east Asia: An empirical investigation. The World Economy, 36(4), 396-418. https://doi.org/10.1111/twec.12030Lizarzaburu Bolaños, E. R., Burneo, K., Galindo, H., & Berggrun, L. (2015). Emerging Markets Integration in Latin America (MILA) Stock Market indicators: Chile, Colombia and Peru. Journal of Economics, Finance and Administrative Science, 20(xx), 74-83. https://doi.org/10.1016/j.anpedi.2012.06.005Lütkepohl, H., & Krätzig, M. (2004). Applied time series econometrics. Themes in modern econometrics. https://doi.org/10.1017/CBO9780511606885Markowitz, H. (1952). Portafolio Selection. The Journal of Finance, 7(1), 77-91. https://doi.org/10.1111/j.1540-6261.1952.tb01525.xMILA (2010). Adenda al Memorando de Entendimiento de fecha 15 de enero del 2010 suscrito entre la Comisión Nacional Supervisora de Empresas y Valores del Perú, la Superintendencia Financiera de Colombia y la Superintendencia de Valores y Seguros de Chile.Ocampo, J. A., & Titelman, D. (2010). Subregional financial cooperation: the South American experience. Journal of Post Keynesian Economics, 32(2), 249-268. https://doi.org/10.2753/PKE0160-3477320208Panopoulou, E. & Pantelidis, T. (2009). Integration at a cost: evidence from volatility impulse response functions. Applied Financial Economics, 19(11), 917-933. https://doi.org/10.1080/09603100802112300Pérez, P. P. (2010). The Ecuadorian proposal for a new regional financial architecture. Journal of Post Keynesian Economics, 32(2), 163-172. https://doi.org/10.2753/PKE0160-3477320202Schmiedel, H., & Schönenberger, A. (2005). Integration of securities market infrastructures in the euro area. ECB Occasional Paper, (33).Traczyk, A. (2012). Financial integration and the term structure of interest rates. Empirical Economics, 45(3), 1267-1305. https://doi.org/10.1007/s00181-012-0652-7Volz, U. (2013). ASEAN Financial Integration in the Light of Recent European Experiences. Asean Economic Bulletin, 30(2), 124. https://doi.org/10.1355/ae30-2bYou, J., Liu, C., & Du, G. (2014). With Economic integration comes financial contagion? evidence from China. Emerging Markets Finance and Trade, 50(3), 62-80. https://doi.org/10.2753/REE1540-496X500305Panorama Económico - 2016https://creativecommons.org/licenses/by-nc-sa/4.0http://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessEsta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0.https://revistas.unicartagena.edu.co/index.php/panoramaeconomico/article/view/1550Financial integrationCointegrationVolatilityIntegración financieraCointegraciónVolatilidadIntégration financièreCo intégrationVolatilitéDinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.Dynamics and volatility at stock market indexes of Pacific Alliance countries.Artículo de revistainfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Textinfo:eu-repo/semantics/articleJournal articlePublicationOREORE.xmltext/xml2583https://repositorio.unicartagena.edu.co/bitstreams/27d2c7b6-863a-4e2b-858a-10ef98957a73/download1ec5e8c6eb0916c1407f21f29849b8a4MD5111227/13775oai:repositorio.unicartagena.edu.co:11227/137752024-09-05 15:19:41.189https://creativecommons.org/licenses/by-nc-sa/4.0Panorama Económico - 2016metadata.onlyhttps://repositorio.unicartagena.edu.coBiblioteca Digital Universidad de Cartagenabdigital@metabiblioteca.com

Dinámica y volatilidad en los índices bursátiles de los países de la Alianza Pacífico.

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