Modelo de contagio de pandemia a contagio financiero

• Guillermo Sierra Juárez ^[1]
  1. [1] Universidad de Guadalajara

     Universidad de Guadalajara

     México

     
• Localización: Contaduría y administración, ISSN 0186-1042, ISSN-e 2448-8410, Vol. 66, Nº. Extra 5, 2021 (Ejemplar dedicado a: lecciones de la pandemia de Covid-2019)
• Idioma: español
• DOI: 10.22201/fca.24488410e.2021.3368
• Enlaces
  • Texto completo (pdf)
• Resumen
  • español

    Los medios de transmisión de contagios en enfermedades infecciosas y los que provocan las crisis financieras actúan de forma muy similar. Dentro del posible aprendizaje que se puede tener de este periodo de COVID-19 en el presente trabajo se utilizan los conceptos e ideas de las pandemias de salud con el objetivo de modelar las crisis financieras y como las primeras pueden dar originen a las segundas como en el caso del COVID-19 en el 2020. Con un modelo determinista y uno de simulación Montecarlo se propone explicar la transmisión de la pandemia de salud a la pandemia financiera. El comportamiento gráfico es muy similar a lo observado en los hechos estilizados especialmente en el corto plazo

  • English

    The means of transmission of contagion in infectious diseases and the financial crises are very similar.

    Within the possible learning than can be had from this period of COVID-19 in this work the concepts and ideas of health pandemics are used in order to model financial crises and as their origin factor, as was the case with COVID-19 in 2020. This paper present both a deterministic model and a Montecarlo simulation model in order to explained the transmission from the health pandemic to the financial pandemic. The graphical behavior is very similar to that observed in stylized events, especially in the short term

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