Showing 1 - 4 of 4
This paper investigates the nature of volatility spillovers between stock returns and a number of exchange rates in six Latin American countries and one European economy in the 1998-2006 period. We divide our sample into sub periods, prior to and after the introduction of the Euro and we apply...
Persistent link: https://www.econbiz.de/10003789368
Persistent link: https://www.econbiz.de/10008647441
This paper analyzes the evolution of fear of floating (FOF) and its effect on output in Chile, Colombia and Mexico. It shows that there has been a gradual rise in exchange-rate volatility as the period of floating lengthens in each country. The paper analyzes the implications of this evolution...
Persistent link: https://www.econbiz.de/10003600987
The Chinese economy has become one of the most important consumers of a broad range of commodities. This work aims at measuring the impact of China’s expansion on commodity prices and illustrate its effect on Latin American economies. It is found a positive and significant relation between...
Persistent link: https://www.econbiz.de/10003856796