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Vol. 3
Vol. 2
Vol. 1

International Journal of Bonds and Derivatives

2016 Vol. 2 No. 3

Special Issue on Latin American Financial Markets Recent Challenges: Securities, Valuation and Integration

Guest Editor: Dr. Roberto J. Santillán-Salgado

 

Editorial
PagesTitle and authors
186-210Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts
Roberto J. Santillán-Salgado; Melissa G. Ulin-Lastra; Francisco López-Herrera
DOI: 10.1504/IJBD.2016.078621

211-232Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications
Salvador Cruz-Aké; Reyna Susana García-Ruiz; Francisco Venegas-Martínez
DOI: 10.1504/IJBD.2016.078618

233-248Spatial valuation of annuity derivatives
Gabriel Alberto Agudelo Torres; Luis Ceferino Franco Arbeláez; Luis Eduardo Franco Ceballos
DOI: 10.1504/IJBD.2016.078616

249-266Futures contract implementation and the impact on commodity spot price volatility: evidence from Latin America
Osmar H. Zavaleta-Vázquez; Laura Arenas
DOI: 10.1504/IJBD.2016.078617

267-283The integration of Latin American bond markets: a copula analysis approach (1999-2015)
Edgar Ortiz; Francisco López-Herrera; Roberto J. Santillán-Salgado; Alejandro Fonseca-Ramírez
DOI: 10.1504/IJBD.2016.078620