Stock market volatility spillovers : evidence for Latin America
Year of publication: |
February 2017
|
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Authors: | Gamba-Santamaria, Santiago ; Gómez González, José Eduardo ; Hurtado, Jorge ; Melo-Velandia, Luis Fernando |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 207-216
|
Subject: | Volatility spillovers | DCC-GARCH model | Stock market linkages | Financial crisis | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Lateinamerika | Latin America | Finanzkrise | ARCH-Modell | ARCH model | Börsenkurs | Share price |
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