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- Title
Impact of Economic Policy Uncertainty on Income Margin and Market Capitalization in Mexican Banking: Application of Fuzzy Regression Method.
- Authors
ARTURO RUIZ-VALENCIANO, JUAN; CORTEZ, KLENDER
- Abstract
This research aims to analyze how economic policy uncertainty affects stock market capitalization, using stock prices as a proxy for four of the seven largest banking institutions (referred to as the G7) in Mexico's financial system. We compare the behavior of domestic and foreign banks using fuzzy regression and classical least squares models over January 2015 to December 2022. Results suggest that uncertainty impacts domestic banks less due to their conservative approach in managing assets and liabilities. Fuzzy regression provided a range of estimations, differing from classical regression. This study contributes to understanding economic policy uncertainty's impact on Mexican banking stock prices using fuzzy regression.
- Subjects
MEXICO; ECONOMIC uncertainty; ECONOMIC policy; MARKET capitalization; ECONOMIC impact; FOREIGN banking industry
- Publication
Journal of Multiple-Valued Logic & Soft Computing, 2024, Vol 43, Issue 1/2, p155
- ISSN
1542-3980
- Publication type
Article