dc.creator | Fernández-Mejía, Julián | |
dc.creator | Uribe, Jorge Mario | |
dc.date.accessioned | 2016-01-01 00:00:00 | |
dc.date.accessioned | 2023-01-23T16:14:29Z | |
dc.date.accessioned | 2023-06-05T15:36:45Z | |
dc.date.available | 2016-01-01 00:00:00 | |
dc.date.available | 2023-01-23T16:14:29Z | |
dc.date.available | 2023-06-05T15:36:45Z | |
dc.date.created | 2016-01-01 00:00:00 | |
dc.date.created | 2023-01-23T16:14:29Z | |
dc.date.issued | 2015-01-01 | |
dc.identifier | 10.14718/revfinanzpolitecon.2016.8.1.5 | |
dc.identifier | 2011-7663 | |
dc.identifier | 2248-6046 | |
dc.identifier | https://hdl.handle.net/10983/29346 | |
dc.identifier | https://doi.org/10.14718/revfinanzpolitecon.2016.8.1.5 | |
dc.identifier.uri | https://repositorioslatinoamericanos.uchile.cl/handle/2250/6646219 | |
dc.description.abstract | En este artículo se analizan diferentes índices accionarios de mercados alrededor del mundo, en el periodo 1995-2013, con el fin de poner a prueba la existencia y fechar la aparición de procesos explosivos en sus mercados de acciones. Se hace uso de una prueba de signo, para construir diferentes índices de burbujas en los mercados financieros representativos de cada región, y se construye además un índice de las principales regiones financieras a partir de modelos dinámicos por factores. Estos índices permiten caracterizar las regiones en términos de riesgo y, asimismo, de ocurrencia de burbujas financieras. Se encuentra evidencia que señala cierto grado de sincronización entre los episodios de burbujas financieras en los mercados analizados y, en general, en todo el mundo. | |
dc.description.abstract | This article analyzes different international share price indices for the period 1995-2013, in order to test for the existence and date of appearance of asset price explosions in the world's stock markets. A sign test is employed to construct different indices of bubbles in representative financial markets for each region, using dynamic factor models. These indices permit a characterization to be made of each region in terms of risk and, also, of the occurrence of financial bubbles. Evidence is found that indicates a certain degree of synchronization between episodes of financial bubbles in the markets analyzed and, generally, at international level. | |
dc.language | spa | |
dc.publisher | Universidad Católica de Colombia | |
dc.relation | https://revfinypolecon.ucatolica.edu.co/article/download/929/976 | |
dc.relation | https://revfinypolecon.ucatolica.edu.co/article/download/929/2149 | |
dc.relation | https://revfinypolecon.ucatolica.edu.co/article/download/929/2260 | |
dc.relation | Núm. 1 , Año 2016 | |
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dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | http://purl.org/coar/access_right/c_abf2 | |
dc.rights | https://creativecommons.org/licenses/by-nc-sa/4.0/ | |
dc.rights | Julián Fernández Mejía, Jorge Mario Uribe - 2016 | |
dc.source | https://revfinypolecon.ucatolica.edu.co/article/view/929 | |
dc.subject | Sign test | |
dc.subject | Factors | |
dc.subject | Indices | |
dc.subject | Crises | |
dc.subject | Bubbles | |
dc.subject | Burbujas | |
dc.subject | Prueba de signo | |
dc.subject | Factores | |
dc.subject | Índices | |
dc.subject | Crisis | |
dc.subject | Bolhas | |
dc.subject | Teste de signo | |
dc.subject | Fatores | |
dc.subject | Índices | |
dc.subject | Crise | |
dc.title | Análisis de procesos explosivos en el precio de los activos financieros : evidencia alrededor del mundo. | |
dc.type | Artículo de revista | |