Spillovers from the United States to Latin American and G7 stock markets : a VAR quantile analysis
Helena Chuliá, Montserrat Guillén, Jorge M. Uribe
| Year of publication: |
June 2017
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|---|---|
| Authors: | Chuliá, Helena ; Guillén, Montserrat ; Uribe, Jorge |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 31.2017, p. 32-46
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| Subject: | International spillovers | Quantile regression | Emerging markets | Stock markets | Spillover-Effekt | Spillover effect | USA | United States | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Lateinamerika | Latin America | Börsenkurs | Share price | VAR-Modell | VAR model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2017.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803160