3 citations · 6 across the 3 of their papers we have counts for
4 papers
A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico
Semei Coronado, Omar Rojas
In this chapter we studied the nonlinear co-movements between the Mexican Crude Oil price, the Mexican Stock Market Index and the USD/MXN Exchange Rate, for the sample period from…
An empirical analysis of the relationships between crude oil, gold and stock markets
Semei Coronado, Rebeca Jiménez-Rodríguez, Omar Rojas
This paper analyzes the direction of the causality between crude oil, gold and stock markets for the largest economy in the world with respect to such markets, the US. To do so, we…
A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective
Semei Coronado, Omar Rojas, Rafael Romero-Meza +1
In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, a…
Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets
Omar Rojas, Carlos Trejo-Pech
We present some stylized facts exhibited by the time series of returns of the Mexican Stock Exchange Index (IPC) and compare them to a sample of both developed (USA, UK and Japan)…