International Journal of Bonds and Derivatives (IJBD)

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

Pages Title and author(s)
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