Details about Edgar Ortiz

Access statistics for papers by Edgar Ortiz.

Last updated 2020-06-03. Update your information in the RePEc Author Service.

Short-id: por31

Working Papers

2014

1. Productivity in services in Latin America and the Caribbean
   MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) View citations (2)

2007

2. Q DE TOBIN Y GOBIERNO CORPORATIVO DE LAS EMPRESAS LISTADAS EN BOLSA
   Borradores de Economia, Banco de la Republica de Colombia View citations (1)

1997

3. Financial Liberalization: Commercial Bank's Blessing or Curse?
   Finance, University Library of Munich, Germany View citations (10)

Journal Articles

2019

1. International Financial US Linkages: Networks Theory and MS-VAR Analyses
   Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2019, 14, (PNEA), 459-584 View citations (1)

2018

2. Inclusión financiera y ahorro en México: un análisis logístico binario y de redes neuronales artificiales/Financial inclusion and savings in Mexico: a binary logistic and artificial neural networks analysis
   Estocástica: finanzas y riesgo, 2018, 8, (1), 53-84

2017

3. Crisis financiera global y su impacto en la dinámica bursátil europea y americana
   Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2017, 12, (3), 1-27
4. Global Financial Crisis Volatility Impact and Contagion Effect on NAFTA Equity Markets / Impacto de la volatilidad y efecto de contagio de la crisis global financiera en los mercados bursátiles del TLCAN
   Estocástica: finanzas y riesgo, 2017, 7, (1), 67-88
5. Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America
   Contaduría y Administración, 2017, 62, (4), 1081-1099
6. Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina
   Contaduría y Administración, 2017, 62, (4), 1063-1080

2016

7. The integration of Latin American bond markets: a copula analysis approach (1999-2015)
   International Journal of Bonds and Derivatives, 2016, 2, (3), 267-283

2015

8. Educational Levels and the Impact of ICT on Economic Growth: Evidence of a Cointegrated Panel
   International Journal of Business and Social Research, 2015, 5, (9), 15-30 View citations (1)
9. Exchange rate disequilibria integration and crisis: Canada, México, Japan and United Kingdom vs EE.UU. dollar (1994-2014)
   Contaduría y Administración, 2015, 60, (6), 106-127
10. Have Mexico and the United States synchronized their economic cycles with TLCAN?
    Contaduría y Administración, 2015, 60, (5), 195-229

2014

11. Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach
    Panoeconomicus, 2014, 61, (6), 691-707 View citations (1)

2013

12. Long run peso/dollar exchange rates and extreme value behavior: Value at Risk modeling
    The North American Journal of Economics and Finance, 2013, 24, (C), 139-152 View citations (7)
13. Modelos VaR-GARCH y Portafolios de Inversión Trinacionales en los Mercados Accionarios del TLCAN
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2013, 8, (2), 129-155

2012

14. ¿Se desvanece el efecto-enero en las bolsas de valores del continente americano? / Does the January effect fade in the Americas´ stock markets?
    Estocástica: finanzas y riesgo, 2012, 2, (2), 101-121

2011

15. Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
    Frontiers in Finance and Economics, 2011, 8, (2), 49-88

2006

16. Long-Run Inflation and Exchange Rates Hedge of Stocks in Brazil and Mexico
    Global Economy Journal, 2006, 6, (3), 1-31 View citations (2)

2003

17. DAY OF THE WEEK AND MONTH OF THE YEAR ANOMALIES IN THE MEXICAN STOCK MARKET
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2003, 2, (3), 217-241

2001

18. Heterokedastic behavior of the Latin American emerging stock markets
    International Review of Financial Analysis, 2001, 10, (3), 287-305 View citations (6)