Browsing by Subject "Macroeconomic variables"
Now showing items 1-2 of 2
-
Determinants of credit risk: a multiple linear regression analysis of Peruvian municipal savings banks
(Growing Science , 2022 )In order to identify the determinants that influence the credit risk of Peruvian municipal savings banks, this quantitative research uses a nonexperimental design and a longitudinal sample to analyze monthly data corresponding ...acceso abierto
-
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios
(Universidad ESAN. ESAN Ediciones , 2021-12-19 )Purpose. Fama–French model (FFM) has been successful in helping to predict the financial markets, but investors have been interested in creating more sophisticated models to better predict the performance of the stock ...acceso abierto