Zobrazeno 1 - 10
of 34
pro vyhledávání: '"tasas de cambio"'
Autor:
Rosa Elena Galindo Aguilar, María Jesús Pérez Hernández, Roberto Reynoso Santos, Octavio Rosas Rosas, Catalina González Gervacio
Publikováno v:
Revista Mexicana de Ciencias Forestales, Vol 10, Iss 52 (2019)
En México la selva alta perennifolia y el bosque mesófilo de montaña han sido eliminados y fragmentados, en estos ecosistemas habita el ocelote (Leopardus pardalis), una especie considerada en peligro de extinción en México. El objetivo del pres
Externí odkaz:
https://doaj.org/article/7394b985d4aa4504ad141d51ff52df8d
Autor:
Mikel Ugando-Peñate
Publikováno v:
Anuario Facultad de Ciencias Económicas y Empresariales, Vol 6, Iss 0, Pp 168-184 (2015)
This article studied the covered interest-rate parity (CIP) condition under extreme market movements using extreme value theory and extreme value copulas to characterize dependence between extreme interest rate differentials and forward premium. The
Externí odkaz:
https://doaj.org/article/75bc40581be2425a9b660a08e1b13e23
Autor:
Dolors Armenteras, Nelly Rodríguez
Publikováno v:
Colombia Forestal, Vol 17, Iss 2, Pp 233-246 (2014)
Over the past few years there have been a considerable number of studies on deforestation in Latin America. Deforestation rates reported up to the 2000s are generally lower in the region than in other tropical areas. The causes of deforestation in La
Externí odkaz:
https://doaj.org/article/18c5d3304341446eb2c3ad1f3554f865
Autor:
Emilio José Chaves
Publikováno v:
Tendencias, Vol 6, Iss 1-2, Pp 37-72 (2013)
El intercambio desigual es enfocado inicialmente desde algunas experiencias y reflexiones latinoamericanas sobre el tema. En la segunda parte del ensayo se presenta el método de cuantificación de Gernot Köhler, junto a sus resultados para las últ
Externí odkaz:
https://doaj.org/article/2a5e482ff1cf4fec923d90093bc5b2c1
Autor:
Raúl Serna-Laignelet
Publikováno v:
Inventum Ingeniería, Tecnología e Investigación, Vol 6, Iss 10, Pp 54-62 (2011)
El método tradicional para la solución de problemas prácticos con la ayuda de las Ecuaciones diferenciales es el desarrollo de las ecuaciones directamente de la descripción del problema. Este método requiere típicamente un proceso de prueba y e
Externí odkaz:
https://doaj.org/article/3171fa83615f4d91b26539154058a2d3
Autor:
Emilio José Chaves
Publikováno v:
Tendencias, Vol 6, Iss 1-2, Pp 37-72 (2005)
El intercambio desigual es enfocado inicialmente desde algunas experiencias y reflexiones latinoamericanas sobre el tema. En la segunda parte del ensayo se presenta el método de cuantificación de Gernot Köhler, junto a sus resultados para las últ
Externí odkaz:
https://doaj.org/article/7d83008e04c34b448607c0aa64e4ff8f
Publikováno v:
Cuadernos de Economía, Vol 18, Iss 31, Pp 13-20 (1999)
La Academia Real de Ciencias de Suecia concedió el Premio Banco de Suecia en Ciencias Económicas en memoria a Alfred Nobel, 1999, al Profesor Robert A. Mundell, Universidad de Culumbia, Nueva York, por su analisis de la politica monetaria y fiscal
Externí odkaz:
https://doaj.org/article/a52dcee24fc948d3bf87adbfcd157cc0
Autor:
Mundell Robert A.
Publikováno v:
Cuadernos de Economía, Vol 18, Iss 31, Pp 26-37 (1999)
Es evidente que las crisis periódicas de balanza de pagos seguirá siendo una característica integral del sistema conómico internacional mientras que las tasas de cambio fijas, los salarios y los niveles de precios rígidos impidan que los términ
Externí odkaz:
https://doaj.org/article/839cc3f8c5a7460fa0b21580c9d4eff2
Autor:
Rico Ramírez, Santiago
Publikováno v:
Aloui, R., Aïssa, M., & Nguyen, D. (2013). Conditional dependence structure between oil prices and exchange rates: A copula-garch approach. Journal of International Money and Finance, 32 (1), 719-738.
Aloui, R., & Ben-Aïssa, M. S. (2016). Relationship between oil, stock prices and exchange rates: A vine copula based garch method. North American Journal of Economics and Finance, 37 (1), 458-471.
Amano, R., & van Norden, S. (1998). Oil prices and the rise and fall of the us real exchange rate. Journal of International Money and Finance, 17 (1), 299-316.
Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 47–78.
Basher, S. A., Haugh, A. A., & Sadorsky, P. (2012). Oil prices, exchange rates and emerging stock markets. Energy Economics, 34 (1), 227-240.
Bénassy-Quéré, A., Mignon, V., & Penot, A. (2007). China and the relationship between the oil price and the dollar. Energy Policy, 35 (1), 5795-5805.
Bodart, V., Candelon, B., & Carpantier, J.-F. (2012). Real exchanges rates in commodity producing countries: A reappraisal. Journal of International Money and Finance, 31 (6), 1482–1502.
Bodart, V., Candelon, B., & Carpantier, J.-F. (2015). Real exchanges rates, commodity prices and structural factors in developing countries. Journal of International Money and Finance, 51, 264–284.
Buetzer, S., Habib, M. M., & Stracca, L. (2012). Global exchange rate configurations: do oil shocks matter?
Chen, H., Wang, Y., & Zhu, Y. (2016). Oil prices shocks and u.s. dollar exchange rates. Energy, 112 (1), 1036-1048.
Chen, L., Zerilli, P., & Baum, C. F. (2019). Leverage effects and stochastic volatility in spot oil returns: A bayesian approach with var and cvar applications. Energy Economics, 79, 111–129.
Chen, S.-S., & Chen, H.-C. (2007). Oil prices and real exchange rates. Energy Economics, 29 (1), 390-404.
Chen, Y.-c., & Rogoff, K. (2003). Commodity currencies. Journal of international Economics, 60 (1), 133–160.
Cherubini, U., Luciano, E., & Vecchiato, W. (2004). Copula methods in finance. John Wiley & Sons, Ltd.
Chiang, T. C., Jeon, B. N., & Li, H. (2007). Dynamic correlation analysis of financial contagion: Evidence from asian markets. Journal of International Money and finance, 26 (7), 1206–1228.
de Truchis, G., & Keddad, B. (2016). On the risk comovements between the crude oil market and us dollar exchange rates. Economic Modelling, 52, 206–215.
Dibooglu, S. (1996). Real disturbances, relative prices and purchasing power parity. Journal of Macroeconomics, 18 (1), 69-87.
Ding, Z., Granger, C. W., & Engle, R. F. (1993). A long memory property of stock market returns and a new model. Journal of Emporical Finance, 1 (1), 83-106.
Engle, R. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics, 20 (3), 339–350.
Fan, Y., & Patton, A. J. (2014). Copulas in econometrics. Annu. Rev. Econ., 6 (1), 179–200.
Fernandez, V. (2015). Commodity price excess co-movement from a historical perspective: 1900–2010. Energy Economics, 49, 698–710.
Fraga, A., Goldfajn, I., & Minella, A. (2003). Inflation targeting in emerging market economies. NBER macroeconomics annual, 18, 365–400.
Frankel, J. A. (2010). A comparison of monetary anchor options, including product price targeting, for commodity-exporters in latin america (Tech. Rep.). National Bureau of Economic Research.
Glosten, L. R., Jagannathan, R., & Runkle, D. E. (1993). On the relation between the expected value and the volatility of the nominal excess. The Journal of Finance, 48 (5), 1779-1801.
Golub, S. S. (1983). Oil prices and exchange rates. The Economic Journal, 93 (1), 576-593.
Gomez-Gonzalez, J. E., Hirs-Garzon, J., & Uribe, J. M. (2020). Giving and receiving: Exploring the predictive causality between oil prices and exchange rates. International Finance, 23 (1), 175–194.
González-Hermosillo, M. B., Martin, M. V., Fry, M. R., & Dungey, M. M. (2003).Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998 (No. 3-84). International Monetary Fund.
Habib, M. M., & Kalamova, M. M. (2007). Are there oil currencies? the real exchange rate of oil exporting countries.
He, Y., & Hamori, S. (2019). Conditional dependence between oil prices and exchange rates in brics countries: An application of the copula-garch model. Journal of Risk and Financial Management, 12 (2), 99.
Huang, W., & Prokhorov, A. (2014). A goodness-of-fit test for copulas. Econometric Reviews, 33 (7), 751–771.
Kim, J.-M., & Jung, H. (2018). Dependence structure between oil prices, exchange rates, and interest rates. The Energy Journal, 39 (2), 259-280.
Kristoufek, L. (2014). Leverage effect in energy futures. Energy Economics, 45, 1–9.
Krugman, P. (1983). Exchange rates and international macroeconomics. In J. A. Frankel (Ed.), (p. 259-284). University of Chicago Press.
Lescaroux, F. (2009). On the excess co-movement of commodity prices—a note about the role of fundamental factors in short-run dynamics. Energy Policy, 37 (10), 3906–3913.
Lizardo, R. A., & Mollick, A. V. (2010). Oil price fluctuations and u.s. dollar exchange rates. Energy Economics, 32 (1), 399-408.
Loaiza-Maya, R. A., Gómez-González, J. E., & Melo-Velandia, L. F. (2015a). Exchange rate contagion in latin america. Research in International Business and Finance, 34, 355–367.
Loaiza-Maya, R. A., Gómez-González, J. E., & Melo-Velandia, L. F. (2015b). Latin american exchange rate dependencies: A regular vine copula approach. Contemporary Economic Policy, 33 (3), 535–549.
McKenzie, M., & Mitchell, H. (2002). Generalized asymmetric power arch modelling of exchange rate volatility. Applied Financial Economics, 12 (8), 555–564.
Narayan, P. K., Narayan, S., & Prasad, A. (2008). Understanding the oil price-exchange rate nexus for the fiji islands. Energy Economics, 30 (5), 2686–2696.
Nusair, S. A., & Olson, D. (2019). The effects of oil price shocks on asian exchange rates: Evidence from quantile regression analysis. Energy Economics, 78 (1), 44-63.
Reboredo, J. C. (2012). Modelling oil price and exchange rate co-movements. Journal of Policy Modelling, 34 (1), 419-440.
Sebai, S., Naoui, K., et al. (2015). A study of the interactive relationship between oil price and exchange rate: A copula approach and a dcc-mgarch model. The Journal of Economic Asymmetries, 12 (2), 173–189.
Tiwari, A. K., Mutascu, M. I., & Albulescu, C. T. (2013). The influence of the international prices on the real effective exchange rate in romania in a wavelet transform framework. Energy Economics, 40 (1), 714-733.
Tse, Y. K., & Tsui, A. K. C. (2002). A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations. Journal of Business & Economic Statistics, 20 (3), 351–362.
Turhan, M. I., Sensoy, A., & Hacihasanoglu, E. (2014). A comparative analysis of the dynamic relationship between oil prices and exchange rates. Journal of International Financial Markets, Institutions and Money, 32, 397–414.
Wu, C.-C., Chung, H., & Chang, Y.-H. (2012). The economic value of co-movement between oil price and exchange rate using copula-based garch models. Energy Economics, 34 (1), 270-282.
Yang, L., Cai, X. J., & Hamori, S. (2017). Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? a wavelet coherence analysis. International Review of Economics and Finance, 49 (1), 536-547.
Zakoian, J.-M. (1994). Threshold heteroskedastic models. Journal of Economic Dynamics and Control, 18 (1), 931-955.
Zhu, H.-M., Li, R., & Li, S. (2014). Modelling dynamic dependence between crude oil prices and asia-pacific stock market returns. International Review of Economics and Finance, 29 (1), 208-223.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario
Aloui, R., & Ben-Aïssa, M. S. (2016). Relationship between oil, stock prices and exchange rates: A vine copula based garch method. North American Journal of Economics and Finance, 37 (1), 458-471.
Amano, R., & van Norden, S. (1998). Oil prices and the rise and fall of the us real exchange rate. Journal of International Money and Finance, 17 (1), 299-316.
Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 47–78.
Basher, S. A., Haugh, A. A., & Sadorsky, P. (2012). Oil prices, exchange rates and emerging stock markets. Energy Economics, 34 (1), 227-240.
Bénassy-Quéré, A., Mignon, V., & Penot, A. (2007). China and the relationship between the oil price and the dollar. Energy Policy, 35 (1), 5795-5805.
Bodart, V., Candelon, B., & Carpantier, J.-F. (2012). Real exchanges rates in commodity producing countries: A reappraisal. Journal of International Money and Finance, 31 (6), 1482–1502.
Bodart, V., Candelon, B., & Carpantier, J.-F. (2015). Real exchanges rates, commodity prices and structural factors in developing countries. Journal of International Money and Finance, 51, 264–284.
Buetzer, S., Habib, M. M., & Stracca, L. (2012). Global exchange rate configurations: do oil shocks matter?
Chen, H., Wang, Y., & Zhu, Y. (2016). Oil prices shocks and u.s. dollar exchange rates. Energy, 112 (1), 1036-1048.
Chen, L., Zerilli, P., & Baum, C. F. (2019). Leverage effects and stochastic volatility in spot oil returns: A bayesian approach with var and cvar applications. Energy Economics, 79, 111–129.
Chen, S.-S., & Chen, H.-C. (2007). Oil prices and real exchange rates. Energy Economics, 29 (1), 390-404.
Chen, Y.-c., & Rogoff, K. (2003). Commodity currencies. Journal of international Economics, 60 (1), 133–160.
Cherubini, U., Luciano, E., & Vecchiato, W. (2004). Copula methods in finance. John Wiley & Sons, Ltd.
Chiang, T. C., Jeon, B. N., & Li, H. (2007). Dynamic correlation analysis of financial contagion: Evidence from asian markets. Journal of International Money and finance, 26 (7), 1206–1228.
de Truchis, G., & Keddad, B. (2016). On the risk comovements between the crude oil market and us dollar exchange rates. Economic Modelling, 52, 206–215.
Dibooglu, S. (1996). Real disturbances, relative prices and purchasing power parity. Journal of Macroeconomics, 18 (1), 69-87.
Ding, Z., Granger, C. W., & Engle, R. F. (1993). A long memory property of stock market returns and a new model. Journal of Emporical Finance, 1 (1), 83-106.
Engle, R. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics, 20 (3), 339–350.
Fan, Y., & Patton, A. J. (2014). Copulas in econometrics. Annu. Rev. Econ., 6 (1), 179–200.
Fernandez, V. (2015). Commodity price excess co-movement from a historical perspective: 1900–2010. Energy Economics, 49, 698–710.
Fraga, A., Goldfajn, I., & Minella, A. (2003). Inflation targeting in emerging market economies. NBER macroeconomics annual, 18, 365–400.
Frankel, J. A. (2010). A comparison of monetary anchor options, including product price targeting, for commodity-exporters in latin america (Tech. Rep.). National Bureau of Economic Research.
Glosten, L. R., Jagannathan, R., & Runkle, D. E. (1993). On the relation between the expected value and the volatility of the nominal excess. The Journal of Finance, 48 (5), 1779-1801.
Golub, S. S. (1983). Oil prices and exchange rates. The Economic Journal, 93 (1), 576-593.
Gomez-Gonzalez, J. E., Hirs-Garzon, J., & Uribe, J. M. (2020). Giving and receiving: Exploring the predictive causality between oil prices and exchange rates. International Finance, 23 (1), 175–194.
González-Hermosillo, M. B., Martin, M. V., Fry, M. R., & Dungey, M. M. (2003).Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998 (No. 3-84). International Monetary Fund.
Habib, M. M., & Kalamova, M. M. (2007). Are there oil currencies? the real exchange rate of oil exporting countries.
He, Y., & Hamori, S. (2019). Conditional dependence between oil prices and exchange rates in brics countries: An application of the copula-garch model. Journal of Risk and Financial Management, 12 (2), 99.
Huang, W., & Prokhorov, A. (2014). A goodness-of-fit test for copulas. Econometric Reviews, 33 (7), 751–771.
Kim, J.-M., & Jung, H. (2018). Dependence structure between oil prices, exchange rates, and interest rates. The Energy Journal, 39 (2), 259-280.
Kristoufek, L. (2014). Leverage effect in energy futures. Energy Economics, 45, 1–9.
Krugman, P. (1983). Exchange rates and international macroeconomics. In J. A. Frankel (Ed.), (p. 259-284). University of Chicago Press.
Lescaroux, F. (2009). On the excess co-movement of commodity prices—a note about the role of fundamental factors in short-run dynamics. Energy Policy, 37 (10), 3906–3913.
Lizardo, R. A., & Mollick, A. V. (2010). Oil price fluctuations and u.s. dollar exchange rates. Energy Economics, 32 (1), 399-408.
Loaiza-Maya, R. A., Gómez-González, J. E., & Melo-Velandia, L. F. (2015a). Exchange rate contagion in latin america. Research in International Business and Finance, 34, 355–367.
Loaiza-Maya, R. A., Gómez-González, J. E., & Melo-Velandia, L. F. (2015b). Latin american exchange rate dependencies: A regular vine copula approach. Contemporary Economic Policy, 33 (3), 535–549.
McKenzie, M., & Mitchell, H. (2002). Generalized asymmetric power arch modelling of exchange rate volatility. Applied Financial Economics, 12 (8), 555–564.
Narayan, P. K., Narayan, S., & Prasad, A. (2008). Understanding the oil price-exchange rate nexus for the fiji islands. Energy Economics, 30 (5), 2686–2696.
Nusair, S. A., & Olson, D. (2019). The effects of oil price shocks on asian exchange rates: Evidence from quantile regression analysis. Energy Economics, 78 (1), 44-63.
Reboredo, J. C. (2012). Modelling oil price and exchange rate co-movements. Journal of Policy Modelling, 34 (1), 419-440.
Sebai, S., Naoui, K., et al. (2015). A study of the interactive relationship between oil price and exchange rate: A copula approach and a dcc-mgarch model. The Journal of Economic Asymmetries, 12 (2), 173–189.
Tiwari, A. K., Mutascu, M. I., & Albulescu, C. T. (2013). The influence of the international prices on the real effective exchange rate in romania in a wavelet transform framework. Energy Economics, 40 (1), 714-733.
Tse, Y. K., & Tsui, A. K. C. (2002). A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations. Journal of Business & Economic Statistics, 20 (3), 351–362.
Turhan, M. I., Sensoy, A., & Hacihasanoglu, E. (2014). A comparative analysis of the dynamic relationship between oil prices and exchange rates. Journal of International Financial Markets, Institutions and Money, 32, 397–414.
Wu, C.-C., Chung, H., & Chang, Y.-H. (2012). The economic value of co-movement between oil price and exchange rate using copula-based garch models. Energy Economics, 34 (1), 270-282.
Yang, L., Cai, X. J., & Hamori, S. (2017). Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? a wavelet coherence analysis. International Review of Economics and Finance, 49 (1), 536-547.
Zakoian, J.-M. (1994). Threshold heteroskedastic models. Journal of Economic Dynamics and Control, 18 (1), 931-955.
Zhu, H.-M., Li, R., & Li, S. (2014). Modelling dynamic dependence between crude oil prices and asia-pacific stock market returns. International Review of Economics and Finance, 29 (1), 208-223.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario
Este trabajo estudia la relación entre los precios del petróleo y las tasas de cambio en Latinoamérica utilizando una metodología copula-GARCH. Esta aproximación permite modelar algunas de las particulariedades conocidas tanto para las tasas de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3bf6ebf8d70b49f42f5b335ecd4bec01
https://repository.urosario.edu.co/handle/10336/24425
https://repository.urosario.edu.co/handle/10336/24425
Autor:
Octavio Rosas Rosas, María Jesús Pérez Hernández, Roberto Reynoso Santos, Catalina González Gervacio, Rosa Elena Galindo Aguilar
Publikováno v:
Revista Mexicana de Ciencias Forestales, Vol 10, Iss 52 (2019)
En México la selva alta perennifolia y el bosque mesófilo de montaña han sido eliminados y fragmentados, en estos ecosistemas habita el ocelote (Leopardus pardalis), una especie considerada en peligro de extinción en México. El objetivo del pres
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0d064eaaaab4f83e125fdac714751188
https://doi.org/10.29298/rmcf.v10i52.395
https://doi.org/10.29298/rmcf.v10i52.395