Nonlinearities and financial contagion in Latin American stock markets
Year of publication: |
December 2015
|
---|---|
Authors: | Romero, Rafael ; Bonilla, Claudio A. ; Benedetti, Hugo ; Serletis, Apostolos |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 653-656
|
Subject: | Nonlinear behavior | Hinich bicorrelation test | Financial contagion | Theorie | Theory | Lateinamerika | Latin America | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Internationaler Finanzmarkt | International financial market |
-
Gentile, Monica, (2013)
-
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée, (2021)
-
Measuring and testing tail dependence and contagion risk between Major stock markets
Su, Ender, (2017)
- More ...
-
Bonilla, Claudio A., (2011)
-
Episodic non-linearities and market efficiency in the Mexican stock market
Bonilla, Claudio A., (2011)
-
EPISODIC NON‐LINEARITIES AND MARKET EFFICIENCY IN THE MEXICAN STOCK MARKET
BONILLA, CLAUDIO A., (2011)
- More ...