¿Influye la corrupción percibida en el mercado de seguros de crédito en España? Un análisis mediante la herramienta Google Trends

  1. Judit Naveira Gallego 1
  2. Marcos González Fernández 1
  1. 1 Universidad de León
    info

    Universidad de León

    León, España

    ROR https://ror.org/02tzt0b78

Revista:
Revista de métodos cuantitativos para la economía y la empresa

ISSN: 1886-516X

Año de publicación: 2022

Volumen: 33

Páginas: 169-190

Tipo: Artículo

DOI: 10.46661/REVMETODOSCUANTECONEMPRESA.5171 DIALNET GOOGLE SCHOLAR lock_openAcceso abierto editor

Otras publicaciones en: Revista de métodos cuantitativos para la economía y la empresa

Objetivos de desarrollo sostenible

Resumen

En este estudio, se realiza un análisis del efecto de la corrupción percibida en la actividad del mercado de seguros de crédito o CDSs en España en el periodo comprendido entre los años 2008 y 2018. Para medir la corrupción percibida se utiliza la herramienta Google Trends para la palabra “corrupcion”. Por su parte, para medir la actividad del mercado de CDSs, se utiliza la evolución de los Credit Default Swaps o CDSs a 5 años. Posteriormente, se realiza un análisis empírico a través de la metodología de regresión y el análisis out-of-sample para comprobar la capacidad predictiva del modelo. Los resultados muestran que la corrupción percibida es influyente en la evolución de los CDSs, y que su influencia es mayor en los años en los que la economía del país no atraviesa una crisis.

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Fuente de los datos: Dialnet