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Liquidity premium in emerging markets during the international credit financial crisis: the Mexico and Chile cases

dc.creatorHumberto Valencia Herrera
dc.date2015
dc.date.accessioned2019-10-08T20:35:01Z
dc.date.available2019-10-08T20:35:01Z
dc.identifierhttp://www.redalyc.org/articulo.oa?id=39543183002
dc.identifier.urihttp://hdl.handle.net/11285/634928
dc.descriptionThe stochastic discount factor persistently has a liquidity premium for the most traded stocks in the years of the international financial credit crises 2007-2008, effect that persists during 2009 in Mexico and Chile. This effect it is not persistent in the period 2010 to 2012, when it is only statistically observable in some years, but it disappears in others. All Rights Reserved © 2015 Universidad Nacional Autónoma de México, Facultad de Contaduría y Administración. This is an open access item distributed under the Creative Commons CC License BY-NC- ND 4.0.
dc.formatapplication/pdf
dc.languageen
dc.publisherUniversidad Nacional Autónoma de México
dc.relationhttp://www.redalyc.org/revista.oa?id=395
dc.rightsContaduría y Administración
dc.sourceContaduría y Administración (México) Num.2 Vol.60
dc.subjectAdministración y Contabilidad
dc.subjectStochastic discount factor
dc.subjectMexico
dc.subjectChile
dc.subjectLiquidity premium
dc.titleLiquidity premium in emerging markets during the international credit financial crisis: the Mexico and Chile cases
dc.typeArtículo científico


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