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Una medida de estrés financiero para México y su relación con la actividad económica

Author

Listed:
  • Yahir López Chuken

    (Banco de México)

Abstract

A measure of financial stress in Mexico is proposed. The measure allows the quantification of turmoil periods that it may hinder the financial stability and trigger a crisis. Therefore, studying the relationship between the financial stress and the economic activity is crucial. The aftermath of analyzing that relationship for Mexico during the last four decades indicates that stressful periods lessen the economic activity in one percent over ten months

Suggested Citation

  • Yahir López Chuken, 2014. "Una medida de estrés financiero para México y su relación con la actividad económica," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 8(1), pages 1-15.
    • Handle: RePEc:ega:rafega:201401
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    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/2014V8A1Lopez.pdf
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    More about this item

    Keywords

    Estrés financiero; mercados financieros; componentes principales;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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