La dinámica de los precios del petróleo, la COVID-19 y los tipos de cambio en cinco economías emergentes en el atípico primer trimestre de 2020
DOI:
https://doi.org/10.18046/j.estger.2021.158.4042Palabras clave:
tipos de cambio, COVID-19, precios del petróleo, cointegraciónResumen
La propagación de la enfermedad de la COVID-19 y la caída de los precios del petróleo provocaron turbulencia financiera durante el primer trimestre de 2020. Este artículo tiene como objetivo examinar la relación entre la pandemia por COVID-19, los precios del petróleo y los tipos de cambio respecto al dólar estadounidense durante ese período en cinco economías emergentes: dos importadoras y tres exportadoras de petróleo. Los resultados de los análisis de rezagos autorregresivos distribuidos revelan un movimiento conjunto positivo entre las tasas de letalidad y las tasas de cambio de tres de esos países. El estudio también encontró una relación negativa entre los precios del petróleo y los tipos de cambio de los cinco países.
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