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  • 1
    Publication Date: 2016-09-29
    Description: In this paper we study the presence of calendar anomalies in the main Latin- American stock markets, for the 1993 to 2007 period. The literature has shown that the detection of those effects may depend on error distribution assumptions (Baker et al., 2008), and that their existence could be due to a problem of data snooping (Sullivan et al., 2001). In response to these problems, Cho et al. (2007) introduced a robust non-parametric test, which was adopted in this paper. Results show that calendar anomalies: Monday and Weekend Effects are present in the main Latin-American stock markets, and they are statistically significant.
    Keywords: F3 ; F4 ; G1 ; ddc:330 ; Day of the Week Effect ; stochastic dominance ; emerging markets ; Aktienmarkt ; Kalendereffekt ; Schwellenländer ; Lateinamerika
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
    Type: doc-type:article
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  • 2
    Publication Date: 2019-04-18
    Description: Commodity prices are characterized by boom and bust cycles. In this article, the impact of the commodity boom of the 2000s on Latin American and Caribbean economies is studied by analyzing four categories of commodity exports (agricultural raw materials, fuel, food, ore and minerals) as well as manufactured exports. Latin American and Caribbean economies had higher growth during the 2000s than in the period before the commodities boom. This study examines whether the higher growth was explained by the commodity boom, and if so, which of the different export commodities accounted for this higher growth. The findings should be relevant to understanding the effects on economic growth of a possible bust in commodity prices. The results show that ore and mineral exports, fuel exports and food exports generally had a negative effect on GDP per capita growth but ore and mineral exports had a positive effect on LAC countries during the boom. During the boom period, agricultural exports had negative effects, especially for LAC countries. Fuel exports had a positive effect on LAC and non-LAC countries during the boom. Manufacturing exports in general had a positive effect on economic growth, but in the boom period this effect almost disappeared for the LAC countries.
    Keywords: F43 ; F44 ; O11 ; ddc:330 ; Economic growth ; Latin American and Caribbean ; Commodity boom ; Export led growth
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: English
    Type: doc-type:article
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