<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>1665-5346</journal-id>
<journal-title><![CDATA[Revista mexicana de economía y finanzas]]></journal-title>
<abbrev-journal-title><![CDATA[Rev. mex. econ. finanz]]></abbrev-journal-title>
<issn>1665-5346</issn>
<publisher>
<publisher-name><![CDATA[Instituto Mexicano de Ejecutivos de Finanzas A.C.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S1665-53462021000100007</article-id>
<article-id pub-id-type="doi">10.21919/remef.v16i1.573</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero]]></article-title>
<article-title xml:lang="en"><![CDATA[Spillovers between major stock markets in Latin America, the United States and the Oil Market]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Rodríguez Benavides]]></surname>
<given-names><![CDATA[Domingo]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Muller Durán]]></surname>
<given-names><![CDATA[Nancy]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Climent Hernández]]></surname>
<given-names><![CDATA[José Antonio]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Autónoma Metropolitana  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Universidad Nacional Autónoma de México  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>03</month>
<year>2021</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>03</month>
<year>2021</year>
</pub-date>
<volume>16</volume>
<numero>1</numero>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S1665-53462021000100007&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S1665-53462021000100007&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S1665-53462021000100007&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen El presente artículo analiza los spillovers tanto en los rendimientos como entre sus volatilidades existentes entre el precio internacional del petróleo y los principales mercados bursátiles de América Latina y Estados Unidos. Con base en la metodología de Diebold y Yilmaz (2009, 2012), construimos un índice de spillovers (IS) para los rendimientos y otro para las volatilidades. Los resultados muestran que el primer índice tiene mayores efectos en comparación con lo obtenido por el segundo y que existe una interdependencia débil entre los rendimientos de los mercados bursátiles analizados y los del mercado petrolero.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract This article analyzes spillovers both in yields and among their volatilities between the international price of oil and the main stock markets of Latin America and the United States. Based on the methodology of Diebold and Yilmaz (2009, 2012), we built a spillovers index (IS) for yields and another for volatilities. The results show that the first index has greater effects compared to the second and that there is a weak interdependence between the yields of the stock markets analyzed and those of the oil market.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[Descomposición de la varianza]]></kwd>
<kwd lng="es"><![CDATA[rendimientos accionarios]]></kwd>
<kwd lng="es"><![CDATA[Spillovers]]></kwd>
<kwd lng="en"><![CDATA[Variance decomposition]]></kwd>
<kwd lng="en"><![CDATA[stock yields]]></kwd>
<kwd lng="en"><![CDATA[Spillovers]]></kwd>
</kwd-group>
</article-meta>
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