Exchange rate contagion in Latin America
Rubén Albeiro Loaiza-Maya; José Eduardo Gómez-González; Luis Fernando Melo-Velandia
| Year of publication: |
2015
|
|---|---|
| Authors: | Loiza-Maya, Ruben ; Gómez González, José Eduardo ; Melo-Velandia, Luis Fernando |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 355-367
|
| Subject: | Exchange rates | Contagion | Copula | Regular vine | Local correlation | Lateinamerika | Latin America | Wechselkurs | Exchange rate | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Mexiko | Mexico |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326205