Antifragilidad de eventos Black Swan en los mercados mexicanos
Resumen
De acuerdo a la revisión de la literatura sobre los eventos Black Swan no existe alguna definición axiomática completa, ni un pronóstico para la detección de los mismos. El razonamiento es “No es posible predecir lo inesperado”. Los conceptos de fragilidad- antifragilidad pretenden presentar un puente para el entendimiento y detección con los eventos Black Swan. Sin embargo, ya en la práctica para una selección de variables de mercado y estructurales en el la economía mexicana en un periodo de veinte años, se encuentran eventos considerados como extremos o black swan y por otra parte se puede estimar el concepto de fragilidad antifragilidad, sin embargo, no hay evidencia de relación causal entre ambos.
Palabras clave
Black Swan, Antifragilidad, Mercados financieros
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