scholarly journals Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market

2015 ◽  
Vol 47 (19) ◽  
pp. 1956-1971 ◽  
Author(s):  
Cristhian Mellado ◽  
Diego Escobari
Keyword(s):  
Correlation Analysis ◽  
Financial Markets ◽  
Latin American ◽  
Dynamic Correlation ◽  
Virtual Integration ◽  
The Creation

scholarly journals Financial contagion: The impact of the volatility of global stock exchanges on the Lima-Peru Stock Exchange

2020 ◽  
Vol 1 (1) ◽  
pp. 13-27
Author(s):  
Pedro Pablo Chambi Condori
Keyword(s):  
Stock Market ◽  
Financial Markets ◽  
Stock Exchange ◽  
Market Volatility ◽  
Financial Contagion ◽  
Stock Market Volatility ◽  
Important Indicator ◽  
Dynamic Correlation ◽  
High Volatility ◽  
The Impact

What happens in the international financial markets in terms of volatility, have an impact on the results of the local stock market financial markets, as a result of the spread and transmission of larger stock market volatility to smaller markets such as the Peruvian, assertion that goes in accordance with the results obtained in the study in reference. The statistical evaluation of econometric models, suggest that the model obtained can be used for forecasting volatility expected in the very short term, very important estimates for agents involved, because these models can contribute to properly align the attitude to be adopted in certain circumstances of high volatility, for example in the input, output, refuge or permanence in the markets and also in the selection of best steps and in the structuring of the portfolio of investment with equity and additionally you can view through the correlation on which markets is can or not act and consequently the best results of profitability in the equity markets. This work comprises four well-defined sections; a brief history of the financial volatility of the last 15 years, a tight summary of the background and a dense summary of the methodology used in the process of the study, exposure of the results obtained and the declaration of the main conclusions which led us mention research, which allows writing, evidence of transmission and spread of the larger stock markets toward the Peruvian stock market volatility, as in the case of the American market to the market Peruvian stock market with the coefficient of dynamic correlation of 0.32, followed by the Spanish market and the market of China. Additionally, the coefficient of interrelation found by means of the model dcc mgarch is a very important indicator in the structure of portfolios of investment with instruments that they quote on the financial global markets.

On DH in Argentina

2020 ◽  
pp. 225-235
Author(s):  
Héctor Fernández L’Hoeste ◽  
Juan Carlos Rodríguez
Keyword(s):  
Latin American ◽  
21St Century ◽  
Digital Humanities ◽  
Research Council ◽  
The State ◽  
Technical Research ◽  
Spanish Speaking ◽  
American Academia ◽  
The Creation ◽  
Del Rio

In this chapter, Gimena del Río Riande, the Argentine researcher based at the National Scientific and Technical Research Council (CONICET), talks about the state of the digital humanities in Argentina and the potential implications and promise of digital research in Latin American academia. She explains the specific challenges in the region and how technologies are playing a defining role in the reshaping of Latin American humanities at the dawn of the 21st century. As expected, the way in which the humanidades digitales developed in Spanish-speaking countries differs significantly from that of the Anglophone digital humanities. These differences can be found not only in the language that communicates research—all the different variants of Spanish—but also in the topics, methods, and tools, due to the diverse academic, cultural, and economic contexts. To illustrate this, Gimena del Río tells us how she started working in 2013 on the creation of a digital humanities community in Argentina, the Asociación Argentina de Humanidades Digitales (AAHD), and the digital humanities projects she is currently coordinating.

scholarly journals Jorge Sahade: First Latin American IAU President

2018 ◽  
Vol 13 (S349) ◽  
pp. 147-152
Author(s):  
Lydia S. Cidale
Keyword(s):  
Latin America ◽  
Latin American ◽  
Binary Systems ◽  
Committee Member ◽  
Vice President ◽  
Research Field ◽  
Uv Astronomy ◽  
La Plata ◽  
National University ◽  
The Creation

AbstractProf. Jorge Sahade (1915–2012) was the first Latin American President of the International Astronomical Union (1985–1988). From then on, he had a very active participation as president, vice-president, and organizing committee member of several Commissions and Divisions of the IAU, related to stellar astrophysics and exchange of astronomers. Prof. J. Sahade was born in Argentina and was one of the first students graduated in astronomy at the National University of La Plata. He served as director of the Astronomical Observatory of Córdoba (1953–1955) and of the Observatory of La Plata (1968–1969). He was the first Dean of the Faculty of Exact Sciences of the National University of La Plata. He promoted the purchase of a 2.15-m diameter telescope, today located in the Complejo Astronómico El Leoncito, San Juan, Argentina. He founded the Institute of Astronomy and Physics of Space (IAFE) in Buenos Aires and was its first director (1971–1974). He was also director of the “Comisión Nacional de Actividades Espaciales” (the Argentina Space Activity Agency) and promoted the inclusion of Argentina as a partnership of the Gemini Observatory. Prof. Sahade also focused on the development of the astronomy in Latin America and this led to the creation of the “Liga Latinoamericana de Astronomía” (nowadays LIADA).His research field was interacting binary systems and he published about 150 papers, among them is the well-known discovery of the “Struve-Sahade effect”. I met him when he was 70 years old; he was a very enthusiastic astronomer, who travellled everywhere to promote the astronomy in Latin America (Argentina, Perú, Honduras). Among his last dreams was the creation of a Latin American Institute to develop and enhance astrophysics in South and Central America, the revival of UV astronomy and many more impressive works that he would have liked to end and publish.

Die Stabilität von Finanzmärkten:Wie kann die Wirtschaftspolitik Vertrauen schaffen?

2006 ◽  
Vol 55 (1) ◽  
Author(s):  
Theresia Theurl ◽  
Jan Pieter Krahnen ◽  
Thomas P. Gehrig
Keyword(s):  
Credit Risk ◽  
Financial Markets ◽  
Financial Market ◽  
Financial Institutions ◽  
Banking Sector ◽  
Public Awareness ◽  
Credit Derivatives ◽  
Point Of View ◽  
Regulatory Oversight ◽  
The Creation

AbstractFrom Theresia Theurl’s point of view financial markets exhibit certain features that turn them inherently unstable. Therefore, economic policy measures were necessary and advisable, but they should not take the shape of isolated and selected interventions. Rather, these measures of financial market supervision and regulation had to be integrated into a comprehensive concept of micro- and macroeconomic policy in order to allow the creation of stabilizing trust.In his contribution, Jan Pieter Krahnen maintains, that the systemic risk of banks and financial institutions has changed and risen in recent years. According to his view, this is due to a more widespread use of credit derivatives. Although they may cause a more efficient distribution of credit risk in the banking sector, at the same time they could mean a higher vulnerability of the banking sector to system-wide contagion effects of credit risk. As such, financial market supervision as well as the Basel II rules on Capital Standards should take into account not only the credit risk exposure of individual financial institutions, but also correlation measures of their share prices.For Thomas Gehrig, empirical anomalies demonstrate the relevance of awareness and trust in financial markets. This note would argue in favor of social policies that enhance public awareness in financial markets as a basis for trust. And so naturally, these policies need to be complemented by a strong financial order that aims at minimizing behavioral risks. He says, trust requires a regulatory framework that reduces manipulation by private as well as public interests. A competitive order complemented by strong regulatory oversight may go a long way towards generating liquid financial markets and the creation of trust. Trust by individuals, however, would be most strongly encouraged when individuals are entrusted in managing their own financial market activities including their own pension arrangements.

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