THE EFFECT OF EXCHANGE RATE AND MONETARY POLICY CHANGES ON STOCK RETURNS IN MEXICO AFTER THE TEQUILA CRISIS
Purpose: To address any effect in Mexico´s stock returns due to changes in exchange rate and monetary policy after an economic shock (crisis). Methodology: We used a framework based on the Vector Auto-Regression approach. Additionally, the Difference-in-Difference regression approach was employed in order to briefly generalize our results. Empirical foundation: The empirical data employed comes
