Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/delfin
Odette V. Delfín-Ortega, José Alberto Lucas Avilés
{"title":"Analysis of the North American Maritime Logistics 2010-2018. A Study of Efficiency and Productivity Measured through Malmquist Index","authors":"Odette V. Delfín-Ortega, José Alberto Lucas Avilés","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/delfin","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/delfin","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"144 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123259770","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/rivera
Alba R. Rivera de la Rosa
{"title":"North American Free Trade Agreement in Mexico and the agricultural and livestock sector: Kaldor-Verdoorn effect","authors":"Alba R. Rivera de la Rosa","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/rivera","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/rivera","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114481260","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/landa
Heri Oscar Landa Díaz, David Maldonado Tafoya
{"title":"Economic openness, economic growth, and external constraint: a study for Latin America, Europe and Asia, 1990-2019","authors":"Heri Oscar Landa Díaz, David Maldonado Tafoya","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/landa","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/landa","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"267 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122465235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/chiatchoua
Cesaire Chiatchoua, Víctor Fernando García Álvarez, Omar Neme Castillo
{"title":"Export contribution to poverty reduction in Mexico, 2008-2018","authors":"Cesaire Chiatchoua, Víctor Fernando García Álvarez, Omar Neme Castillo","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/chiatchoua","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/chiatchoua","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124451705","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/gutierrez
Francisco Salvador Gutiérrez Cruz, Juan Carlos Moreno Brid
{"title":"Estimation of the public and private Capital Stock in Mexico at the state level (2004-2018)","authors":"Francisco Salvador Gutiérrez Cruz, Juan Carlos Moreno Brid","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/gutierrez","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/gutierrez","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128352185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/lopez
Jorge Alberto López Villa, Martha Beatriz Mota Aragón
{"title":"Spillover effect and dynamic correlation between Bitcoin prices, oil, gold and stock market volatility","authors":"Jorge Alberto López Villa, Martha Beatriz Mota Aragón","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/lopez","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/lopez","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128905806","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/elizalde
Héctor Paulino Elizalde Guzmán, Miguel Ángel Martínez Damián, José de Jesús García Juárez
{"title":"Determinants of foreign direct investment in México. An analysis of efficiency factors","authors":"Héctor Paulino Elizalde Guzmán, Miguel Ángel Martínez Damián, José de Jesús García Juárez","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/elizalde","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/elizalde","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127179101","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-09-01DOI: 10.24275/uam/azc/dcsh/ae/2022v37n96/Olivares
Héctor Alonso Olivares Aguayo
The objective of the research is to propose a better volatility hedging strategy with European financial options on the main index of the Mexican market (S&P BMV/IPC) that provides greater protection compared to traditional strategies in the face of the arrival of the omicron variant in Mexico. A short-term intertemporal analysis is performed considering monthly forecasts in the price of the S&P BMV/IPC through the SARIMAX econometric model for various traditional volatility strategies (straddle, strangle and butterfly) and for the proposed parachute strategy. The results show that the parachute strategy is empirically the best, and a viable alternative to face the future impacts caused by the omicron variant. As a limitation, commission costs are not considered in financial option contracts. The work is original because it glimpses the first discoveries of the o micron variant in the Mexican market. It is concluded that the parachute strategy is better compared to the traditional ones and provides greater protection against drastic changes in the future price of the S&P BMV/IPC. (English) [ FROM AUTHOR] El objetivo de la investigación es proponer una mejor estrategia de cobertura de la volatilidad con opciones financieras europeas sobre el principal índice del mercado mexicano (S&P BMV/IPC) que brinde una mayor protección respecto a las estrategias tradicionales ante la llegada de la variante ómicron a México. Se realiza un análisis inter temporal de corto plazo considerando pronósticos mensuales en el precio del S&P BMV/IPC a través del modelo econométrico SARIMAX para diversas estrategias de volatilidad tradicionales (cono corto, cuna corta y mariposa) y para la estrategia paracaídas propuesta. Los resultados muestran que la estrategia paracaídas empíricamente es la mejor, y una alternativa viable para hacer frente a los impactos futuros ocasionados por la variante ómicron. Como limitación no se consideran costos de comisión en los contratos de opciones financieras. El trabajo es original porque vislumbra los primeros hallazgos de la variante ómicron en el mercado mexicano. Se concluye que la estrategia paracaídas es mejor respecto a las tradicionales y brinda una mayor protección ante cambios drásticos en el precio futuro del S&P BMV/IPC. (Spanish) [ FROM AUTHOR] Copyright of Análisis Económico is the property of Universidad Autonoma Metropolitana, Unidad Azcapotzalco and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full . (Copyright applies to all s.)
该研究的目的是提出一种更好的波动性对冲策略，采用墨西哥市场主要指数(标准普尔BMV/IPC)的欧洲金融期权，在面对墨西哥omicron变体的到来时，与传统策略相比，该策略提供了更大的保护。考虑到标准普尔BMV/IPC价格的月度预测，通过SARIMAX计量经济模型对各种传统波动策略(跨骑、扼杀和蝴蝶)和提议的降落伞策略进行了短期跨期分析。结果表明，降落伞策略是经验上最好的，是一种可行的替代方案，以应对未来由组粒变异引起的影响。作为限制，在金融期权合约中不考虑佣金成本。这项工作是原创的，因为它瞥见了墨西哥市场上首次发现的o微米变体。结论是，降落伞策略比传统策略更好，并提供更大的保护，以防止标普BMV/IPC未来价格的急剧变化。(英文)[来自作者]关于交换条件下欧洲金融市场波动和稳定的主要战略的支持者índice墨西哥市场的主要支持者(标准普尔BMV/IPC)关于交换条件下传统战略和交换条件下交换条件下交换条件下交换条件下交换条件下的主要战略]的目标。我们实现了在análisis跨时间的空间空间考虑和pronósticos时间尺度上的变化，包括对标准bv /IPC的预测和对经济空间的预测(经济空间、经济空间和经济空间)的预测和对传统波动战略的预测(经济空间、经济空间和经济空间)的预测和对战略的预测paracaídas。结果表明，我们的战略是重要的，我们的战略是重要的，我们的战略是重要的，我们的战略是重要的，我们的战略是重要的，我们的战略是重要的，我们的战略是重要的，我们的战略是重要的。Como limitación没有考虑到comisión的成本，因为它的财务状况不稳定。El trabajo是原porque vislumbra los primeros hallazgos de la variante ómicron和El mercado mexicano。我们总结了我们的战略策略paracaídas，主要是在传统的情况下，我们将采取行动protección ante cambios drásticos en el preco futuro del S&P BMV/IPC。(西班牙语)[来自作者]Análisis Económico的版权是Universidad Autonoma Metropolitana, Unidad Azcapotzalco的财产，未经版权所有者的明确书面许可，其内容不得复制或通过电子邮件发送到多个网站或发布到listserv。但是，用户可以打印、下载或通过电子邮件发送文章供个人使用。这可以删节。对副本的准确性不作任何保证。用户应参阅原始出版版本的材料的完整。(版权适用于所有人。)
{"title":"Parachute strategy: hedging proposal for the Mexican stock market in the face the arrival of omicron","authors":"Héctor Alonso Olivares Aguayo","doi":"10.24275/uam/azc/dcsh/ae/2022v37n96/Olivares","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n96/Olivares","url":null,"abstract":"The objective of the research is to propose a better volatility hedging strategy with European financial options on the main index of the Mexican market (S&P BMV/IPC) that provides greater protection compared to traditional strategies in the face of the arrival of the omicron variant in Mexico. A short-term intertemporal analysis is performed considering monthly forecasts in the price of the S&P BMV/IPC through the SARIMAX econometric model for various traditional volatility strategies (straddle, strangle and butterfly) and for the proposed parachute strategy. The results show that the parachute strategy is empirically the best, and a viable alternative to face the future impacts caused by the omicron variant. As a limitation, commission costs are not considered in financial option contracts. The work is original because it glimpses the first discoveries of the o micron variant in the Mexican market. It is concluded that the parachute strategy is better compared to the traditional ones and provides greater protection against drastic changes in the future price of the S&P BMV/IPC. (English) [ FROM AUTHOR] El objetivo de la investigación es proponer una mejor estrategia de cobertura de la volatilidad con opciones financieras europeas sobre el principal índice del mercado mexicano (S&P BMV/IPC) que brinde una mayor protección respecto a las estrategias tradicionales ante la llegada de la variante ómicron a México. Se realiza un análisis inter temporal de corto plazo considerando pronósticos mensuales en el precio del S&P BMV/IPC a través del modelo econométrico SARIMAX para diversas estrategias de volatilidad tradicionales (cono corto, cuna corta y mariposa) y para la estrategia paracaídas propuesta. Los resultados muestran que la estrategia paracaídas empíricamente es la mejor, y una alternativa viable para hacer frente a los impactos futuros ocasionados por la variante ómicron. Como limitación no se consideran costos de comisión en los contratos de opciones financieras. El trabajo es original porque vislumbra los primeros hallazgos de la variante ómicron en el mercado mexicano. Se concluye que la estrategia paracaídas es mejor respecto a las tradicionales y brinda una mayor protección ante cambios drásticos en el precio futuro del S&P BMV/IPC. (Spanish) [ FROM AUTHOR] Copyright of Análisis Económico is the property of Universidad Autonoma Metropolitana, Unidad Azcapotzalco and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full . (Copyright applies to all s.)","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127446053","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-06DOI: 10.24275/uam/azc/dcsh/ae/2022v37n94/angeles
Gerardo Angeles Castro
{"title":"Macroeconomic Determinants of the Average Balance in Retirement AccountsinMexico","authors":"Gerardo Angeles Castro","doi":"10.24275/uam/azc/dcsh/ae/2022v37n94/angeles","DOIUrl":"https://doi.org/10.24275/uam/azc/dcsh/ae/2022v37n94/angeles","url":null,"abstract":"","PeriodicalId":127265,"journal":{"name":"Análisis Económico","volume":"173 1-4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131987409","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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