Metal Returns, Stock Returns and Stock Market Volatility

Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comovements between mining stock returns and metal retu...

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Bibliographic Details
Main Authors: Mauricio Zevallos, Carlos del Carpio
Format: Article
Language:English
Published: Pontificia Universidad Católica del Perú 2015-08-01
Series:Economía
Subjects:
Online Access:http://revistas.pucp.edu.pe/index.php/economia/article/view/13734