Stock market co-movement in Latin America and the US : evidence from a new approach
Year of publication: |
2022
|
---|---|
Authors: | Vatsa, Puneet ; Basnet, Hem Chandra ; Mixon, Franklin G. |
Published in: |
Journal of financial economic policy. - Bradford : Emerald, ISSN 1757-6393, ZDB-ID 2501029-3. - Vol. 14.2022, 2, p. 162-171
|
Subject: | Financial economics | Financial markets | Hamilton filter | Stock market indices | Time series econometrics | Aktienmarkt | Stock market | Lateinamerika | Latin America | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | USA | United States | Börsenkurs | Share price | Welt | World |
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