| Autor: |
ARTURO RUIZ-VALENCIANO, JUAN, CORTEZ, KLENDER |
| Předmět: |
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| Zdroj: |
Journal of Multiple-Valued Logic & Soft Computing; 2024, Vol. 43 Issue 1/2, p155-166, 12p |
| Abstrakt: |
This research aims to analyze how economic policy uncertainty affects stock market capitalization, using stock prices as a proxy for four of the seven largest banking institutions (referred to as the G7) in Mexico's financial system. We compare the behavior of domestic and foreign banks using fuzzy regression and classical least squares models over January 2015 to December 2022. Results suggest that uncertainty impacts domestic banks less due to their conservative approach in managing assets and liabilities. Fuzzy regression provided a range of estimations, differing from classical regression. This study contributes to understanding economic policy uncertainty's impact on Mexican banking stock prices using fuzzy regression. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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