Stock market volatility spillovers : evidence for Latin America
Santiago Gamba-Santamaria, Jose Eduardo Gomez-Gonzalez, Jorge Luis Hurtado-Guarin, Luis Fernando Melo-Velandia
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806921