Análisis de la reciente modificación al índice bursátil inmobiliario en la bolsa mexicana de valores
After the subprime crisis in the United States, the Mexican housing construction market suffered a major fall from the over-indebtedness of its bidders, which was reflected in the unfavorable evolution in Habita Index or IH.MX. In this scenario was carried out a restructuring of the sample of this i...
Autor Principal: | Solís Tepexpa, Sergio; Universidad Autónoma Metropolitana de México |
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Otros Autores: | Muñoz González, Luis Fernando; Universidad Autónoma Metropolitana |
Formato: | info:eu-repo/semantics/article |
Idioma: | spa |
Publicado: |
Universidad Santo Tomás seccional Bucaramanga
2018
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Materias: | |
Acceso en línea: |
http://revistas.ustabuca.edu.co/index.php/LEBRET/article/view/1949 |
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Sumario: |
After the subprime crisis in the United States, the Mexican housing construction market suffered a major fall from the over-indebtedness of its bidders, which was reflected in the unfavorable evolution in Habita Index or IH.MX. In this scenario was carried out a restructuring of the sample of this indicator, with a view to an expected improvement in it. When analyzing the behavior of the volatility of the indicated index, through the GARCH methodology, in the period December 2015 February 2017, a high degree of volatility is still appreciating. This points to the systemic view of the Economy, which goes beyond of the merely technical and/or fundamental elements, as stated by the theory of efficient markets, being insufficient to explain the above. |
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