2 September 2016

Special issue published: "Latin American Financial Markets Recent Challenges: Securities, Valuation and Integration"

International Journal of Bonds and Derivatives 2(3) 2016
  • Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts
  • Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications
  • Spatial valuation of annuity derivatives
  • Futures contract implementation and the impact on commodity spot price volatility: evidence from Latin America
  • The integration of Latin American bond markets: a copula analysis approach (1999-2015)

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