A decade after the mortgage crisis, created in the United States, institutional investors such as individuals have evaluated their roles in financial markets. The former, with their speculator profile, accentuate their profiles based on the occurrence of Black Swan type events; whereas the latter have become a kind of “financially displaced”, given their reduced financial muscle and scarce financial education, they are trapped in conservative positions while waiting for objective entry prices, which minimize risk by sacrificing profitability. The main objective of this study is to analyze the disparities in the recovery rates, after the subprime crisis, and the forecast of the recurrent crises in the markets, of the main international stock indices, as support in the decision-making by of the different agents that act in the financial markets. The research design supports quantitative variables, from 2009 to February 2019, such as the closing points of the stock indices in the USA, Europe, America, Asia and Oceania; and quantitative-qualitative variables in the inference associated with the behavior of the VIX risk perception index. The findings show with robustness, the first recovery in the Wall Street market followed by European markets. As a final observation, the research work, poses the hypothesis of entering “stock recessions” after certain levels of recovery rates of the markets, from the technical and fundamental.
Tópico:
Insurance and Financial Risk Management
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FuenteLOGINN Investigación Científica y Tecnológica