The 2007-2008 sub-prime crisis has raised once more the interest on international market integration. Events of global importance tend to have a significant impact on the world's stock markets. Empirical studies show that the co-movement patterns of national stock markets change significantly...

The intention of the present work is to evaluate long-run relations in the stock markets of six Latin American countries (Argentina, Brazil, Chile, Colombia, Mexico and Peru) and the United States stock market, by means of a model in which a cointegration relation exists between the principals...

The emergence of the Latin American market and its growing importance attract global investors to this region with an eye on profit opportunities. This attraction demands a reliable instrument for the calculation of future stock prices of regional companies. This study examined the reliability...

Spanish Abstract: Se presenta evidencia empírica sobre el efecto de los anuncios macroeconómicos de la inflación y el PIB en rendimientos y volatilidad diarios de los mercados accionarios de seis países latinoamericanos, empleando modelos de series de tiempo univariadas. Los efectos hallados...