Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis
Year of publication: |
January 2017
|
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Authors: | Cardona, Laura ; Gutiérrez, Marcela ; Agudelo, Diego A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 115-127
|
Subject: | Volatility transmission | MGARCH | Decoupling hypothesis | Emerging markets | Conditional correlation | Financial integration | Volatilität | Volatility | Lateinamerika | Latin America | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | USA | United States | ARCH-Modell | ARCH model | Korrelation | Correlation | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Welt | World |
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