Volatility Contagion of Stock Returns of Microfinance Institutions in Emerging Markets: A DCC-M-GARCH Model

The objective of this paper is to analyze the contagion in the returns on the volatilities of the Microfinance Institutions (MFIs) that are listed in emerging stock markets in India, Indonesia, and Mexico. For this, local benchmarking variables and the global index-All Countries World Index (ACWI)-a...

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Detalles Bibliográficos
Autores: Roberto Alejandro Ramírez-Silva, Salvador Cruz-Aké, Francisco Venegas-Martínez
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2018
País:México
Institución:Instituto Politécnico Nacional
Repositorio:Redalyc-IPN
OAI Identifier:oai:redalyc.org:423756176002
Acceso en línea:https://www.redalyc.org/articulo.oa?id=423756176002
https://www.redalyc.org/journal/4237/423756176002/
https://www.redalyc.org/journal/4237/423756176002/html/
https://www.redalyc.org/journal/4237/423756176002/423756176002.epub
https://www.redalyc.org/journal/4237/423756176002/movil
Access Level:acceso abierto
Palabra clave:Economía y Finanzas
GARCH and M
GARCH models
volatility of returns
Microfinance institutions
Dynamic Conditional Correlation (DCC)
Descripción
Sumario:The objective of this paper is to analyze the contagion in the returns on the volatilities of the Microfinance Institutions (MFIs) that are listed in emerging stock markets in India, Indonesia, and Mexico. For this, local benchmarking variables and the global index-All Countries World Index (ACWI)-are included in the analysis. The methodology used is a Dynamic Conditional Correlation (DCC) multivariable GARCH model. The empirical findings show that contagion effects only occur in periods of high volatility. One limitation of this research is that there are still few MFIs listed in stock markets, which does not allow for a broader study. The originality of this paper is the analysis of contagion in the returns of MFIs listed in stock markets. It is concluded that the performance of the analyzed MFIs is not affected by external effects of volatility, but rather for its fundamental results reflected in their level of liquidity in the stock market.