91自拍论坛

Intellectual Contributions

Dr. Ricardo Tovar-Silos
Associate Professor


Refereed Articles

  • Tovar-Silos, R. (in press, 2017). Regime-switching Volatility of Stock Returns and Exchange Rates in Latin America. Journal of Applied Business and Economics, 19 (10).
  • Tovar-Silos, R. (2016). A regime-switching model of exchange rate volatility in Mexico. Journal of Finance and Accountancy, 21.
  • Tovar-Silos, R. (2015). Characteristics of Initial Public Offerings in Hot Markets. International Research Journal of Applied Finance, VI (12), 803-810.
  • Tovar-Silos, R. (2015). Exchange Rates and Interest Rates in Mexico: A Markov-Regime Switching Approach. International Journal of Business and Economic Perspectives, 10 (1), 82-92.
  • Tovar-Silos, R. (in press, 2014). IDENTIFICATION OF HOT IPO MARKETS USING A BIVARIATE REGIME SWITCHING MODEL. International Journal of Business Accounting and Finance.
  • Tovar-Silos, R. S. (2013). The Empirical Relationship between Exchange Rates and Stock Market Returns in South Africa: A Markov Regime-Switching Approach. International Research Journal of Applied Finance, IV (12), 1540-1553.
  • Tovar-Silos, R. (2012). Exchange Rates and Stock Market Returns In Mexico: A Markov Regime-Switching Approach. International Research Journal of Applied Finance, III (7), 1010-1019.
  • Tovar-Silos, R. (in press, 2012). Industry Hot and Cold IPO Markets: Identification Using a Regime Switching Model. Global International Research Journal of Business and Economics, 1 (2), 143-158.

Refereed Proceedings

  • Tovar-Silos, R. (2015). Exchange Rates and Interest Rates in Mexico: A Markov-Regime Switching Approach. International Academy of Business and Public Administration Disciplines.
  • Tovar-Silos, R. (in press, 2014). IDENTIFICATION OF HOT IPO MARKETS USING A BIVARIATE REGIME SWITCHING MODEL. International Academy of Business and Public Administration Disciplines.

Presentation of Refereed Papers

  • Tovar-Silos, R. (2016, April). A switching ARCH model of exchange rates in Mexico. International Academy of Business and Public Administration Disciplines, Dallas, Texas.
  • Tovar-Silos, R. (2015, April). Exchange Rates and Interest Rates in Mexico: A Markov Regime-Switching Approach. International Academy of Business and Public Administration Disciplines, Dallas, Texas.
  • Tovar-Silos, R. (2012, September). Identification of Hot and Cold IPO Markets using a Bivariate Regime-Switching Model. IRJAF Annual Applied Finance Conference, Providence, Rhode Island.

Grants

Funded

  • 2015: Tovar-Silos, R. • 2015 Research Enhancement Grant, Principal Investigator, 91自拍论坛.