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dc.contributor.advisorCerecedo Hernández, Daniel
dc.contributor.authorSánchez Ruenes, Eduardo
dc.date.accessioned2020-09-30T23:24:33Z
dc.date.available2020-09-30T23:24:33Z
dc.date.created2020
dc.identifier.citationSánchez-Ruenes, E. (2020). Relations of the financial and energy markets in BRIC economies: doctoral dissertation.es_MX
dc.identifier.urihttps://hdl.handle.net/11285/636798
dc.descriptionhttps://orcid.org/0000-0003-4048-5041es_MX
dc.description.abstractBRIC acronym has been widely used since its creation by Jim O'Neill in 2001. Numerous studies and research have emerged from the a priori integration of these four nations: Brazil, Russia, India and China, not mentioning the derived denominations after their origin where some other countries are added to the originals. The initial research question and that marked the guideline of our entire study was to reflect on the existence of a related group that can be studied and treated as a block, or, if on the other hand, we were facing 4 different economies, grouped initially just by sharing certain characteristics at a specific time. In this study, we resolved to answer this question in a specific context: dealing with market index and oil mix variables in periods that include volatility and crisis events. To approximate an answer, we fitted the series of study variables to Normal Inverse Gaussian distribution. Additionally, we calculated risk measures and built investment portfolios through Markowitz theory assuming different combinations of our research financial instruments. The evidence showed possibilities for portfolio optimization through diversified instruments from the BRIC countries. Therefore, in our particular field of study, we conclude that the term of the BRIC block should be limited as a group of related countries.es_MX
dc.format.mediumTextoes_MX
dc.language.isoenges_MX
dc.publisherInstituto Tecnológico y de Estudios Superiores de Monterreyes_MX
dc.relation.isFormatOfversión publicadaes_MX
dc.rightsopenAccesses_MX
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0es_MX
dc.subject.classificationCIENCIAS SOCIALES::CIENCIAS ECONÓMICAS::ACTIVIDAD ECONÓMICA::COMERCIO EXTERIORes_MX
dc.subject.lcshSocial Scienceses_MX
dc.titleRelations of the financial and energy markets in BRIC economieses_MX
dc.typeTesis Doctorado / doctoral Thesises_MX
dc.contributor.departmentEGADE Business Schooles_MX
dc.contributor.committeememberNúñez Mora, José Antonio
dc.contributor.committeememberMata Mata, Leovardo
dc.identifier.orcidhttps://orcid.org/0000-0003-2384-6909es_MX
dc.subject.keywordBRIC economieses_MX
dc.contributor.institutionCampus Santa Fees_MX
dc.contributor.catalogerdnbsrpes_MX
dc.description.degreeDoctor en Ciencias Financierases_MX
dc.audience.educationlevelInvestigadores/Researcherses_MX
dc.relation.impreso2020-07-30
dc.identificator5||53||5304||530404es_MX


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  • Ciencias Sociales 498
    Negocios; Humanidades y Educación; Ciencias Sociales y Gobierno; Arquitectura y Diseño

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