Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/286170 
Title (translated): 
Statistical - financial value for the medium term of the banking sector in countries with emerging economies
Year of Publication: 
2019
Citation: 
[Journal:] Revista de Métodos Cuantitativos para la Economía y la Empresa [ISSN:] 1886-516X [Volume:] 28 [Year:] 2019 [Pages:] 95-112
Publisher: 
Universidad Pablo de Olavide, Sevilla
Abstract (Translated): 
This article intends to expose a process for the valuation of shares of the companies of the banking sector through business financial multiples, based on various statistical techniques such as Monte Carlo simulations and Bayesian models of continuous valuation of the relative indicators over time, with in order to make scenario projections as successful as possible in the medium term. Regarding the methodology, the research approach was quantitative; the type of descriptive-correlational study, and the research design was non-experimental. Because in order to carry out the assessment of the performance and evolution of the financial multiples over time, similar companies must be considered, it was decided to previously conduct a cluster analysis, to verify possible groupings between the banking entities according to the variables.
Subjects: 
Financial Multiples
Bayesian Dynamic Linear Model
Stock Valuation
Commercial Banking
Simulations
JEL: 
C15
C81
C51
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by-sa Logo
Document Type: 
Article

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