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~institution:"BANCO DE LA REPÚBLICA"
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BANCO DE LA REPÚBLICA
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Exchange Rates Contagion in Latin America
Maya, Rubén Albeiro Loaiza
;
Gómez-González, José Eduardo
-
BANCO DE LA REPÚBLICA
-
2014
A regular vine
copula
approach is implemented for testing for contagion among the exchange rates of the six largest …
Persistent link: https://www.econbiz.de/10010946005
Saved in:
2
Latin American Exchange Rate Dependencies: A Regular Vine
Copula
Approach
Maya, Rubén Albeiro Loaiza
;
Velandia, Luis Fernando Melo
-
BANCO DE LA REPÚBLICA
-
2012
This study implements a regular vine
copula
methodology to evaluate the level of contagion among the exchange rates of …
Persistent link: https://www.econbiz.de/10010763645
Saved in:
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