Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/67359
Authors: 
Corona Dueñas, José Asunción
Year of Publication: 
2012
Citation: 
[Journal:] Atlantic Review of Economics [ISSN:] 2174-3835 [Publisher:] Colegio de Economistas [Place:] La Coruña [Volume:] 1 [Year:] 2012
Abstract (Translated): 
In this paper we study the possible effect it may have concerning the use of financial derivatives in the evolution of the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for trading. The first part is a review of the literature to analyze work they have done to date others, then studied at 25 non-financial companies listed on the Mexican Stock Exchange and are part of the Price Index and Quotes. Using a statistical model has been contrasted and tested the hypothesis, confirming that the use of financial derivatives has a significant positive influence on stock prices of companies.
JEL: 
G12
G13
G15
Document Type: 
Article

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