TY  - THES 
TI  - Análisis del riesgo sistémico en portafolios de índices bursátiles
PB  - Universidad Icesi
PY  - 2015
UR  - http://hdl.handle.net/10906/79194
AB  - 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.
KW  - Prueba de hipótesis estadística
KW  - Indicadores bursátiles
KW  - Portafolio de acciones
KW  - Correlación (Estadística)
KW  - Trabajos de grado
KW  - Administración
KW  - Departamento de Gestión Organizacional
KW  - Producción intelectual registrada - Universidad Icesi
ER  -