Una medida de estrés financiero para México y su relación con la actividad económica

Yahir López Chuken ()
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Yahir López Chuken: Banco de México

Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), 2014, vol. 8, issue 1, 1-15

Abstract: A measure of financial stress in Mexico is proposed. The measure allows the quantification of turmoil periods that it may hinder the financial stability and trigger a crisis. Therefore, studying the relationship between the financial stress and the economic activity is crucial. The aftermath of analyzing that relationship for Mexico during the last four decades indicates that stressful periods lessen the economic activity in one percent over ten months

Keywords: Estrés financiero; mercados financieros; componentes principales (search for similar items in EconPapers)
JEL-codes: G01 G10 G14 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:ega:rafega:201401

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