A descriptive, comparative and cross-correlational analysis between the US and Mexican stock markets

Elena Cristina Villanueva-Guerra, Víctor Gustavo Tercero-Gómez, Mario G. Beruvides, Alvaro Eduardo Cordero-Franco

Research output: Contribution to conferencePaper

Abstract

Mexico and US have a strong relationship that goes beyond border sharing; their economies seem to be tight together in several ways like social, cultural and market composition. To have a better understanding of the interrelationship between these two countries, at least in the economic dimension, is needed to analyze how connected their stock markets are. To do so, this research examines the statistical cross-correlation between both countries most famous stock market indicators, S&P500 and NASDAQ in the USA, and IPC in Mexico. In this sense, this study proposes a descriptive, correlative, and comparative analysis of US and Mexican stock markets.

Original languageEnglish
Pages785-790
Number of pages6
StatePublished - 2018
Event2018 Institute of Industrial and Systems Engineers Annual Conference and Expo, IISE 2018 - Orlando, United States
Duration: May 19 2018May 22 2018

Conference

Conference2018 Institute of Industrial and Systems Engineers Annual Conference and Expo, IISE 2018
CountryUnited States
CityOrlando
Period05/19/1805/22/18

Keywords

  • Bursatil index
  • NAFTA
  • Stock market performance

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    Villanueva-Guerra, E. C., Tercero-Gómez, V. G., Beruvides, M. G., & Cordero-Franco, A. E. (2018). A descriptive, comparative and cross-correlational analysis between the US and Mexican stock markets. 785-790. Paper presented at 2018 Institute of Industrial and Systems Engineers Annual Conference and Expo, IISE 2018, Orlando, United States.