Competitiveness and dynamism of the luso-spanish stock exchanges in the context of the latin coun-tries of Europe: an approach using the var and granger causality methodologies

• Autores: José Ramos Pires Manso
• Localización: Empresa y nueva economía: libro de resúmenes de trabajos presentados a las XI Jornadas Hispano Lusas de Gestión Científica / coord. por Carlos Ongallo Chanclón, 2001, ISBN 8488861107205, pág. 161
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • The present paper pretends to deeply study the economic relations among the Latin European countries; with this in mind it uses an econometric methodology based in two main pillars: the VAR models and the Granger causality, to identify, with the first one. the laces that inter-relate the stock exchanges of these countries, and with the second one, if there are one or more stock exchanges that can be classified as motor of the economies; it aims, too, to detect which of the stock exchanges are the more vulnerable or invulnerable.