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- catalog abstract ""This paper introduces an alternative methodology to test whether financial derivatives introduction affects underlying stock return variance ... utilizing the GARCH process to generate time-series measure of stock return volatility ... to determine whether stock return variances change permanently when a financial derivative is introduced. We apply this methodology to the Mexican case ..."--Abstract, leaf 2.".
- catalog contributor b11131188.
- catalog created "c1997.".
- catalog date "1997".
- catalog date "c1997.".
- catalog dateCopyrighted "c1997.".
- catalog description ""This paper introduces an alternative methodology to test whether financial derivatives introduction affects underlying stock return variance ... utilizing the GARCH process to generate time-series measure of stock return volatility ... to determine whether stock return variances change permanently when a financial derivative is introduced. We apply this methodology to the Mexican case ..."--Abstract, leaf 2.".
- catalog description "Includes bibliographical references (leaves 10-11).".
- catalog extent "21 leaves :".
- catalog isPartOf "Documento de trabajo (Centro de Investigación y Docencia Económicas)".
- catalog isPartOf "Documento de trabajo / Centro de Investigación y Docencia Económicas ; núm. 79".
- catalog isPartOf "Documento de trabajo. Economía ; 79.".
- catalog issued "1997".
- catalog issued "c1997.".
- catalog language "eng".
- catalog publisher "México, D.F. : División de Estudios Internacionales, Centro de Investigación y Docencia Económicas,".
- catalog spatial "Mexico.".
- catalog subject "Derivative securities Mexico.".
- catalog subject "HG6024.9.M49 H4 1997".
- catalog subject "Mexican Stock Exchange.".
- catalog subject "Stock exchanges Mexico.".
- catalog subject "Stocks Prices Mexico.".
- catalog title "Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse : the Mexican experience / Fausto Hernández-Trillo.".
- catalog type "text".