Nonlinearities and financial contagion in Latin American stock markets
Rafael Romero-Meza, Claudio Bonilla, Hugo Benedetti, Apostolos Serletis
| Year of publication: |
December 2015
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|---|---|
| Authors: | Romero-Meza, 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
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| Subject: | Nonlinear behavior | Hinich bicorrelation test | Financial contagion | Ansteckungseffekt | Contagion effect | Lateinamerika | Latin America | Aktienmarkt | Stock market | Schätzung | Estimation | Finanzkrise | Financial crisis | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.09.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011476223