1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.ST2016
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…
q-fin.ST2015★ 1 cited
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…