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Economía
1,647
https://purl.org/pe-repo/ocde/ford#5.02.00
1,282
Bolsa de valores
909
Stock exchanges
903
Mercado Integrado Latinoamericano
898
Statistics
898
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1
artículo
Publicado 2020
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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 ...
2
documento de trabajo
Publicado 2011
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Utilizando herramientas estadísticas, algunos hechos estilizados del mercado cambiario y bursátil son analizados. Se aplican estadísticos para verificar la presencia de autocrrelación, asimetrías y otras desviaciones respecto de la normalidad de los retornos bursátiles y cambiarios. Asimismo se estiman correlaciones dinámicas y diferentes estimaciones usando kernels para aproximar las diferentes distribuciones empíricas. Las distribuciones de los retornos bursátiles y cambiarios son analizadas utilizando análisis dinámico de la media, la desviación stándard, la skewness y la kurtosis con el objeto de observar si dichos valores son variantes en el tiempo. Los principales resultados revelan diferentes fuentes y tipos de no normalidad en las distribuciones en ambos mercados. En efecto se observan largas colas, exceso de kurtosis, agrupamiento de los retornos y las estimaciones ...
3
artículo
Publicado 2015
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Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comovements between mining stock returns and metal returns. This research is a first attempt to explore these issues using international metal prices and the prices of the most important mining stocks on the BVL and the IGBVL index. To achieve this, we use univariate GARCH models to model individual volatilities, and the Exponentially Weighted Moving Average (EWMA) method and multivariate GARCH models with time-varying correlations to model comovements in returns. We found that Peruvian mining stock volatilities mimic the behavior of metal volatilities and that there are important correlation levels between metals and mining stock returns....
4
artículo
More than half of Peruvian exportations are made by mining companies, which also are a traditional employment source that attracts thousands of Peruvian workers because of their high economic benefits. This paper aims to find whether there is a relationship between personnel expenses change and productivity change in Peruvian stock mining companies from 2011 to 2018. Malmquist index and multiple regression were used to analyze data of 17 Peruvian mining companies both metallic and nonmetallic ones. It was found that there was a negative relationship between personnel expenses change and productivity change in metallic mining companies while there was a positive one for nonmetallic companies.
5
preprint
Publicado 2025
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Soil organic carbon stocks (SOCS) are critical components of the global carbon cycling and play a central role in climate change mitigation. However, their dynamics in high‐altitude Andean ecosystems remain poorly understood despite their importance for carbon sequestration. The significant spatial heterogeneity of SOCS in mountainous terrain makes accurate quantification and mapping challenging. This study evaluated the performance of geospatial regression and machine learning (ML) approaches for predicting SOCS in two Peruvian Andean basins: Torobamba and Coata. We compared Geographically Weighted Regression (GWR), GWR with collinearity analysis (GWRC), their kriging‐adjusted variants, and ML models (Random Forest, Gradient Boosting). Models were built using key SOCS covariates for each basin and validated through 5‐fold cross‐validation with Root Mean Square Error (RMSE), Mean...
6
documento de trabajo
Se muestra evidencia de la relación entre el desempeño económico y el desempeño medioambiental, para un conjunto de 10 acciones correspondientes a 10 empresas que cotizan en la Bolsa de Valores de Lima.
7
artículo
Publicado 2017
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The study of the profitability´s volatility of the of international financial markets and its impact on the profitability of the Lima Stock Exchange is very important for the agents that take part in the markets: Stock market investors. The study of stationarity verification of the different stock markets´ profitability and the study of conditioned volatility is just as important for investors. According to the behavior showed through the indicators, the investors have a tool to qualify their decisions in the conformation of their portfolios of investment in risky financial assets. The objective of the investigation is to determine the type of profitability´s volatility of the LSE and the impacts it receives from the other global financial markets. The daily data has been collected by INDEX and later from the series, to obtain the daily profitability, and through the statistical proce...
8
artículo
Publicado 2017
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The study of the profitability´s volatility of the of international financial markets and its impact on the profitability of the Lima Stock Exchange is very important for the agents that take part in the markets: Stock market investors. The study of stationarity verification of the different stock markets´ profitability and the study of conditioned volatility is just as important for investors. According to the behavior showed through the indicators, the investors have a tool to qualify their decisions in the conformation of their portfolios of investment in risky financial assets. The objective of the investigation is to determine the type of profitability´s volatility of the LSE and the impacts it receives from the other global financial markets. The daily data has been collected by INDEX and later from the series, to obtain the daily profitability, and through the statistical proce...
9
artículo
Publicado 1993
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En el presente trabajo se realiza una cuantificación del capital humano en el Perú expresado en unidades monetarias. Se estiman el stock y la inversión en capital humano así como las tasas de rentabilidad de esta inversión. La principal variable considerada es el nivel de educación. Se trabaja sobre la base de información del ingreso laboral según sexo, edad y nivel de educación, de acuerdo al censo de 1981. A partir de ello se construye el Ingreso Laboral Esperado de por Vida para cada grupo de la población según las características mencionadas. La acumulación del mismo, tomando en cuenta probabibilidad de supervivencia, tasa de descuento intertemporal y crecimiento proyectado del ingreso real en el país, arroja el nivel de riqueza humana existente en 1981.
10
artículo
Publicado 2015
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Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comovements between mining stock returns and metal returns. This research is a first attempt to explore these issues using international metal prices and the prices of the most important mining stocks on the BVL and the IGBVL index. To achieve this, we use univariate GARCH models to model individual volatilities, and the Exponentially Weighted Moving Average (EWMA) method and multivariate GARCH models with time-varying correlations to model comovements in returns. We found that Peruvian mining stock volatilities mimic the behavior of metal volatilities and that there are important correlation levels between metals and mining stock returns....
11
artículo
Publicado 2015
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This study aims to determine the impact of the Latin American Integrated Market (MILA) start-up in the main indicators of the stock markets of the countries that conform it (Chile, Colombia, and Peru). At the end, several indicators were reviewed to measure the impact on profitability, risk, correlation, and trading volume between markets, using indicators such as: annual profitability, standard deviation, correlation coefficient, and trading volume. The sample period runs from November 2008 to August 2013; and involves the three stock markets associated with MILA: Bolsa de Comercio de Santiago (BCS), Bolsa de Valores de Colombia (BVC) y Bolsa de Valores de Lima (BVL). An additional evaluation for further research would consist of the calculation of relevant indicators to corroborate the validity of the effects found in this investigation corresponding to the integration of the stock exc...
12
artículo
Publicado 1973
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The concept of commercial mediators, in its various forms, was first introduced and regulated within the Peruvian legal system by the Code of Commerce of 1902. This code offered a definition of commercial mediation. Subsequently, Decree Act 18302 altered its nomenclature, referring to them as intermediaries. This paper aims to ascertain the legal classification of intermediaries, leveraging the innovations introduced by recent legislation in the stock market. It proceeds to analyze the implementation of this new legislation to delineate both its legal framework and the legal classification of intermediary activities.
13
artículo
Publicado 1973
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The concept of commercial mediators, in its various forms, was first introduced and regulated within the Peruvian legal system by the Code of Commerce of 1902. This code offered a definition of commercial mediation. Subsequently, Decree Act 18302 altered its nomenclature, referring to them as intermediaries. This paper aims to ascertain the legal classification of intermediaries, leveraging the innovations introduced by recent legislation in the stock market. It proceeds to analyze the implementation of this new legislation to delineate both its legal framework and the legal classification of intermediary activities.
14
artículo
This paper analyzes the impact of political expectations on the returns of Peru’s stock market using information pertaining to the the electoral periods of 1995 and 2000. The main variable is a measure of the probability that a candidate will win the elections. Therefore, the hypothesis to be proven is whether the uncertainty of the election results affects Peru’s stock market returns. We use other alternative variables such as the exchange rate, inflation, and terms of trade. The results show that for the first period of the analysis (1995), the probability that the candidate Fujimori would win the elections positively affected stock market returns. On the other hand, for the period of 2000, the above-mentioned variable changed, implying a loss of electoral appeal on thepart of the candidate Fujimori. Furthermore, the evidence of corruption uncovered at the time contributed to an e...
15
objeto de conferencia
Publicado 2020
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El texto completo de este trabajo no está disponible en el Repositorio Académico UPN por restricciones de la casa editorial donde ha sido publicado.
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17
documento de trabajo
Publicado 2014
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Aunque la literatura econométrica en esta área es extensa, en Perú pocos estudios se han dedicado al análisis de los retornos financieros en general y la volatilidad en particular. Como parte de un programa de investigación empírica sugerido en Humala y Rodríguez (2013), este trabajo representa uno de los primeros intentos para distinguir entre larga y corta de memoria (con cambios de nivel) en la volatilidad de los mercados bursátil y cambiario de Perú. Utilizamos el enfoque estadístico presentado por Perron y Qu (2010). Los datos son diarios y cubren el período del 3 de Enero 1990 al 13 de Junio 2013 (5831 observaciones) para los rendimientos bursátiles, y del 3 de Enero de 1997 al 24 de Junio de 2013 (4110 observaciones) para los retornos cambiarios. El análisis de la ACF, el periodograma y la estimación del parámetro fraccional para las dos volatilidades sugieren que l...
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19
artículo
Publicado 2020
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The aim of this study was to estimate five technological characteristics of white alpaca fibre in Huacaya and Suri breeds, from the breeding stock of four communities of the Ocongate district, Quispicanchi province, Cusco Region, Peru. Fibre samples were taken from the middle ribs, left flank of 238 animals of the two breeds, of both sexes and of various ages. An Optical Fibre Diameter Analyzer (OFDA 2000) was used to determine the fibre diameter (DF), coefficient of variability of the fibre diameter (CVDF), comfort factor (FC) and curvature index (IC). The evaluation of the fibre tensile strength (RT) was done with the IWG Staple Length & Strength Instrument. The effects of breed, sex, age, and community on DF, CVDF, FC, IC, and RT were estimated with a factorial arrangement, as well as phenotypic correlations between the evaluated variables. Significant differences were found for D...
20
artículo
Publicado 2020
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The aim of this study was to estimate five technological characteristics of white alpaca fibre in Huacaya and Suri breeds, from the breeding stock of four communities of the Ocongate district, Quispicanchi province, Cusco Region, Peru. Fibre samples were taken from the middle ribs, left flank of 238 animals of the two breeds, of both sexes and of various ages. An Optical Fibre Diameter Analyzer (OFDA 2000) was used to determine the fibre diameter (DF), coefficient of variability of the fibre diameter (CVDF), comfort factor (FC) and curvature index (IC). The evaluation of the fibre tensile strength (RT) was done with the IWG Staple Length & Strength Instrument. The effects of breed, sex, age, and community on DF, CVDF, FC, IC, and RT were estimated with a factorial arrangement, as well as phenotypic correlations between the evaluated variables. Significant differences were found for D...
