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Transmission And Impact Of The Financial Risk Of The European, Asian And American Stock Markets In The Return Of Mexican IPYC Index

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  • Pablo Lopez Sarabia

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  • Pablo Lopez Sarabia, 2007. "Transmission And Impact Of The Financial Risk Of The European, Asian And American Stock Markets In The Return Of Mexican IPYC Index," EcoMod2007 23900054, EcoMod.
    • Handle: RePEc:ekd:000239:23900054
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    File URL: http://www.ecomod.net/sites/default/files/document-conference/ecomod2007/127.pdf
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    References listed on IDEAS

    as
    1. Carlo Acerbi, 2001. "Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem," Papers cond-mat/0107190, arXiv.org.
    2. Chiang, Thomas C & Doong, Shuh-Chyi, 2001. "Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model," Review of Quantitative Finance and Accounting, Springer, vol. 17(3), pages 301-318, November.
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