%0 Journal Article 
%T Análisis del riesgo sistémico en portafolios de índices bursátiles
%D 2015
%U http://hdl.handle.net/10906/79194
%X This paper presents an analysis of systemic risk among stock indices of the US, Europe, Japan and Latin America and different stock portfolios, sorted by liquidity and weighted by market capitalization. It was found by validating a hypothesis using three different methods, that the indicators of risk of stock indices itself can be taken as a measure of systemic risk, which will affect the actions, action groups and the market in general. In addition, this study shows the positive
and highly significantrelationship between systemic risk and country risk.
%K Prueba de hipótesis estadística
%K Indicadores bursátiles
%K Portafolio de acciones
%K Correlación (Estadística)
%K Trabajos de grado
%K Administración
%K Departamento de Gestión Organizacional
%K Producción intelectual registrada - Universidad Icesi
%~ GOEDOC, SUB GOETTINGEN