dor_id: 4119801
506.#.#.a: Público
590.#.#.d: Los artículos enviados a la revista "Contaduría y Administración", se juzgan por medio de un proceso de revisión por pares
510.0.#.a: Consejo Nacional de Ciencia y Tecnología (CONACyT); Sistema Regional de Información en Línea para Revistas Científicas de América Latina, el Caribe, España y Portugal (Latindex); Scientific Electronic Library Online (SciELO); SCOPUS, SCImago Journal Rank (SJR)
561.#.#.u: https://www.fca.unam.mx/
650.#.4.x: Ciencias Sociales y Económicas
336.#.#.b: article
336.#.#.3: Artículo de Investigación
336.#.#.a: Artículo
351.#.#.6: http://www.cya.unam.mx/index.php/cya/index
351.#.#.b: Contaduría y Administración
351.#.#.a: Artículos
harvesting_group: RevistasUNAM
270.1.#.p: Revistas UNAM. Dirección General de Publicaciones y Fomento Editorial, UNAM en revistas@unam.mx
590.#.#.c: Open Journal Systems (OJS)
270.#.#.d: MX
270.1.#.d: México
590.#.#.b: Concentrador
883.#.#.u: https://revistas.unam.mx/catalogo/
883.#.#.a: Revistas UNAM
590.#.#.a: Coordinación de Difusión Cultural
883.#.#.1: https://www.publicaciones.unam.mx/
883.#.#.q: Dirección General de Publicaciones y Fomento Editorial
850.#.#.a: Universidad Nacional Autónoma de México
856.4.0.u: http://www.cya.unam.mx/index.php/cya/article/view/1710/1259
100.1.#.a: Durán Bustamante, Mario; Hernández Del Valle, Adrian; Ortiz Ramírez, Ambrosio
524.#.#.a: Durán Bustamante, Mario, et al. (2019). The Google trends effect on the behavior of the exchange rate Mexican peso - US dollar. Contaduría y Administración; Vol. 64, Núm. 2. Recuperado de https://repositorio.unam.mx/contenidos/4119801
245.1.0.a: The Google trends effect on the behavior of the exchange rate Mexican peso - US dollar
502.#.#.c: Universidad Nacional Autónoma de México
561.1.#.a: Facultad de Contaduría y Administración, UNAM
264.#.0.c: 2019
264.#.1.c: 2018-10-23
653.#.#.a: E71; c22; f31; google trends; empirical similarity; aggregation levels; volatility, exchange rate.; e71; c22; f31; google trends; empirical similarity; aggregation levels; volatility, exchange rate.
506.1.#.a: La titularidad de los derechos patrimoniales de esta obra pertenece a las instituciones editoras. Su uso se rige por una licencia Creative Commons BY 4.0 Internacional, https://creativecommons.org/licenses/by/4.0/legalcode.es, fecha de asignación de la licencia 2018-10-23, para un uso diferente consultar al responsable jurídico del repositorio por medio del correo electrónico revista_cya@fca.unam.mx
884.#.#.k: http://www.cya.unam.mx/index.php/cya/article/view/1710
001.#.#.#: oai:cya.www.revistas-conacyt.unam.mx:article/1710
041.#.7.h: eng
520.3.#.a: We show the advantage of using Google search engine trends to forecast the volatility of the shortterm (weekly) exchange rate between the Mexican peso and United States dollar. We perform a comparison of models in the literature that have used Google Trends to examine explanatory variables. Some ofthe models are based on time series, whereas others are based on the similarity function, which captures the cognitive form of human reasoning. For example, an investor who needs to know the value that a variable will take in the future will take into account relevant, known, and available information, and weigh it to calculate the forecast. We conclude that taking into account the Google Trends variable helps explains partially the behaviour of volatility; and it is necessary to incorporate more aggregation levels. Moreover, to the best of our knowledge, literature on the subject of using Google Trends to explain relevant economic variables is relatively scarce. We show the advantage of using Google search engine trends to forecast the volatility of the shortterm (weekly) exchange rate between the Mexican peso and United States dollar. We perform a comparison of models in the literature that have used Google Trends to examine explanatory variables. Some ofthe models are based on time series, whereas others are based on the similarity function, which captures the cognitive form of human reasoning. For example, an investor who needs to know the value that a variable will take in the future will take into account relevant, known, and available information, and weigh it to calculate the forecast. We conclude that taking into account the Google Trends variable helps explains partially the behaviour of volatility; and it is necessary to incorporate more aggregation levels. Moreover, to the best of our knowledge, literature on the subject of using Google Trends to explain relevant economic variables is relatively scarce.
773.1.#.t: Contaduría y Administración; Vol. 64, Núm. 2 (2019)
773.1.#.o: http://www.cya.unam.mx/index.php/cya/index
046.#.#.j: 2021-10-20 00:00:00.000000
022.#.#.a: ISSN electrónico: 2448-8410; ISSN impreso: 0186-1042
310.#.#.a: Trimestral
264.#.1.b: Facultad de Contaduría y Administración, UNAM
758.#.#.1: http://www.cya.unam.mx/index.php/cya/index
doi: https://doi.org/10.22201/fca.24488410e.2018.1710
handle: 465664d672e5774f
harvesting_date: 2021-06-14 11:43:00.0
245.1.0.b: The google trends effect on the behavior of the exchange rate mexican peso - us dollar
last_modified: 2023-03-22 16:00:00
license_url: https://creativecommons.org/licenses/by/4.0/legalcode.es
license_type: by
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