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Dive into the research topics where Salvador Cruz-Aké is active.

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Featured researches published by Salvador Cruz-Aké.


PANORAMA ECONÓMICO | 2017

VARIABLES MONETARIAS Y FORMACIÓN DE BURBUJAS ESPECULATIVAS

Angélica Alonso-Rivera; Salvador Cruz-Aké; Francisco Venegas-Martínez

At present, there is an increasing tendency in studying phenomena of economic and financial nature from nonlinear approaches. In this sense, the present research tries to examine the existence of a relation between the instrumentation of monetary policy and the formation of speculative bubbles. To do that, we propose to study the relationship between these systems as chaotic to be able to determine the phase synchronization. The results show strong evidence of complete synchronization and delay synchronization between the examined systems.


EconoQuantum, Revista de Economia y Negocios | 2010

Productos derivados sobre bienes de consumo

Francisco Venegas-Martínez; Salvador Cruz-Aké


MPRA Paper | 2014

A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter

Román Rodríguez-Aguilar; Salvador Cruz-Aké; Francisco Venegas-Martínez


MPRA Paper | 2014

Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach

Angélica Alonso-Rivera; Salvador Cruz-Aké; Francisco Venegas-Martínez


Revista de investigación en ciencias contables y administrativas | 2018

CDS pricing using a Copula-Monte Carlo Approach

Reyna Susana García-Ruiz; Francisco López-Herrera; Salvador Cruz-Aké


Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) | 2018

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

Roberto Alejandro Ramírez-Silva; Salvador Cruz-Aké; Francisco Venegas-Martínez


Archive | 2018

Un análisis comparativo entre GARCH-M, EGARCH y PJ-RS-EV para modelar la volatilidad de Índice de precios y cotizaciones de la Bolsa Mexicana de Valores

Nallely Jacqueline Reyes-García; Francisco Venegas-Martínez; Salvador Cruz-Aké


MPRA Paper | 2018

Un análisis comparativo entre GARCH-M, EGARCH y PJ-RS-EV para modelar la volatilidad de Índice de precios y cotizaciones de la Bolsa Mexicana de Valores [A Comparative Analysis among GARCH-M, EGARCH and PJ-RS-SV (Poisson Jumps - Regime Switching - Stochastic Volatility) Approach to Model the Mexican Stock Index]

Nallely Jacqueline Reyes-García; Francisco Venegas-Martínez; Salvador Cruz-Aké


Estocástica: FINANZAS Y RIESGO | 2018

Determinantes del crédito y la morosidad en México

Reyna Susana García-Ruiz; Francisco López-Herrera; Salvador Cruz-Aké


Panorama Económico | 2017

Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)

Angélica Alonso-Rivera; Salvador Cruz-Aké; Francisco Venegas-Martínez

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Francisco López-Herrera

National Autonomous University of Mexico

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Reyna Susana García-Ruiz

National Autonomous University of Mexico

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Ambrosio Ortiz-Ramírez

Instituto Politécnico Nacional

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