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- W2332458413 abstract "This paper investigates if the relationships between the Mexican and the American stock market, presented by Arellano (1993), are still maintainable for the 1980-2007 period. In order to accomplish this, a cointegration analysis has been made in accordance with the methodology of Engle and Granger (1987) and Johansen (1991). The results show that both markets are not cointegrated. The explanation presented in our research comes from the structural break in the cointegration relationship for the period indicated, backed by the chaos theory. Specifically it has been corroborated that there is a chaotic behavior in those series." @default.
- W2332458413 created "2016-06-24" @default.
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- W2332458413 date "2009-01-01" @default.
- W2332458413 modified "2023-09-22" @default.
- W2332458413 title "Relación de Largo Plazo Entre el Mercado Accionario Mexicano y Estadounidense Long-term relation between Mexican and American Shares Market" @default.
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