Details about Roberto Santillan

Access statistics for papers by Roberto Santillan.

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Short-id: psa147

Working Papers

2012

1. Endogeneidad y Exogeneidad en las Opciones Reales: Una Propuesta de Cambio de Paradigma para la Evaluaci´on de Proyectos de Inversi
   Post-Print, HAL

2011

2. Generalidades sobre los Fondos de Capital Privado y de Capital Emprendedor: una visión actualizada de la industria y de su entorno en México
   (Generalities on Private Equity and Venture Capital Funds: a current review of the industry and its environment in Mexico)
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2021

1. How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mexicanos
   Estocástica: finanzas y riesgo, 2021, 11, (1), 59-80
2. Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico
   Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2021, 16, (1), 1-15

2020

3. On the Interaction among Economic Growth, Energy-Electricity Consumption, CO2 Emissions, and Urbanization in Latin America
   Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2020, 15, (4), 745-767
4. On the Relations among CO2 Emissions, Gross Domestic Product, Energy Consumption, Electricity Use, Urbanization, and Income Inequality for a Sample of 134 Countries
   International Journal of Energy Economics and Policy, 2020, 10, (6), 195-207 View citations (5)
5. WHAT HAPPENED TO THE WILLINGNESS OF COMPANIES TO INVEST AFTER THE FINANCIAL CRISIS? EVIDENCE FROM LATIN AMERICAN COUNTRIES
   Journal of Financial Research, 2020, 43, (2), 231-262 View citations (1)

2019

6. Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets
   International Journal of Economics and Financial Issues, 2019, 9, (3), 127-141
7. Empirical evidence on the relationship of capital structure and market value among Mexican publicly listed companies
   Contaduría y Administración, 2019, 64, (1), 21-22
8. Exchange rate exposure of Latin American firms: Empirical evidence
   Journal of Multinational Financial Management, 2019, 51, (C), 80-97 View citations (1)
9. Incidencia de las fluctuaciones del índice VIX en la volatilidad de los mercados bursátiles latinoamericanos / VIX Index Spillover on Latin American Stock Markets Volatility
   Estocástica: finanzas y riesgo, 2019, 9, (1), 97-123
10. Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?
    International Journal of Energy Economics and Policy, 2019, 9, (3), 229-243
11. Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution
    Global Finance Journal, 2019, 41, (C), 104-112 View citations (2)
12. The "day-of-the-week" effects in the exchange rate of Latin American currencies
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2019, 14, (PNEA), 485-507
13. The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2019, 14, (2), 169-188

2018

14. Impacto de los precios de los metales en la estructura de capital de las empresas minero-metalúrgicas en América Latina (2004-2014)
    Contaduría y Administración, 2018, 63, (3), 1-2
15. La dependencia del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores (IPC) con respecto a los principales índices bursátiles latinoamericanos
    Contaduría y Administración, 2018, 63, (4), 17-18
16. On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model
    International Journal of Energy Economics and Policy, 2018, 8, (6), 148-154 View citations (1)
17. Polls, Prediction Markets, and Financial Variables
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2018, 13, (3), 295-323
18. The dependence of the Price and Quotation Index of the Mexican Stock Exchange (IPC) with respect to the main Latin American stock market indices
    Contaduría y Administración, 2018, 63, (4), 19-20
19. The impact of metals’ prices on the capital structure of mining and metallurgic firms in Latin America (2004-2014)
    Contaduría y Administración, 2018, 63, (3), 3-4

2017

20. An Exploratory Study on Nonlinear Causality Among the MILA Markets
    Emerging Markets Finance and Trade, 2017, 53, (10), 2303-2317 View citations (1)
21. Efficient portfolios and the generalized hyperbolic distribution
    Economics Bulletin, 2017, 37, (4), 2711-2727

2016

22. Análisis Econométrico del Riesgo y Rendimiento de las SIEFORES
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2016, 11, (1), 29-54
23. Evaluación del grado de integración de los principales mercados de capital europeos con un modelo Cópula-GARCH
    Estocástica: finanzas y riesgo, 2016, 6, (1), 9-36

2015

24. European stock markets’ cointegration in the presence of structural breaks (1999-2014)
    Contaduría y Administración, 2015, 60, (6), 83-105
25. The profile of the entrepreneur supported by venture capital/private equity funds in Mexico
    Contaduría y Administración, 2015, 60, (5), 149-174

2014

26. Interrelaciones y causalidad entre los principales mercados de capitales en América Latina: un enfoque de series de tiempo / Interrelations and causality among the main capital markets in Latin America: a Time Series approach
    Estocástica: finanzas y riesgo, 2014, 4, (1), 63-86

2013

27. Cointegración entre R2 y Volatilidad para acciones de la Bolsa Mexicana de Valores / Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices
    Estocástica: finanzas y riesgo, 2013, 3, (2), 119-144

2012

28. Razones financieras y el spread que pagan por su deuda emisoras que cotizan en la Bolsa Mexicana de Valores / Financial ratios and the spread paid on their debt by issuers listed on the Mexican Stock Exchange Market
    Estocástica: finanzas y riesgo, 2012, 2, (2), 123-146

2011

29. Is the Mexican Stock Market Becoming More Efficient?
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2011, 6, (1), 87-102
30. Offshore Financial Centers: Recent Evolution and Likely Future Trends
    Journal of Global Economy, 2011, 7, (2), 87-99

2010

31. Las Administradoras de Fondos de Pensiones y el desarrollo del mercado de capitales en Chile
    Ensayos Revista de Economia, 2010, XXIX, (2), 53-76 View citations (1)
32. STOCK MARKET WEALTH-EFFECTS DURING PRIVATIZATION INITIAL PUBLIC OFFERS IN CHILE (1984-1989)
    Estudios Gerenciales, 2010

2004

33. APPLICATION OF THE REAL OPTIONS METHODOLOGY TO VALUE A CEMENT FIRM'S ACQUISITION
    Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2004, 3, (4), 313-331

2000

34. Strategic alliances in emerging Latin America: a view from Brazilian, Chilean, and Mexican companies
    Journal of World Business, 2000, 35, (2), 114-132 View citations (18)