Sökning: "Eligio Rendon Castro"

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1. 1. THE EFFECT OF EXCHANGE RATE AND MONETARY POLICY CHANGES ON STOCK RETURNS IN MEXICO AFTER THE TEQUILA CRISIS

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Sidaarth Asok; Eligio Rendon Castro; [2012]
   Nyckelord :Mexico; Stock Returns; Fixed Exchange Rate Regime; Monetary Tightness; Vector Auto-Regression; Impulse Response; Variance Decomposition; Monetary Aggregates; Difference in Difference Approach; Business and Economics;

   Sammanfattning : Purpose: To address any effect in Mexico´s stock returns due to changes in exchange rate and monetary policy after an economic shock (crisis). Methodology: We used a framework based on the Vector Auto-Regression approach. Additionally, the Difference-in-Difference regression approach was employed in order to briefly generalize our results. LÄS MER