Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - Centre d'études prospectives et d'informations … - 2010
The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC stock markets in the aftermath of the 2007/2008 crisis be explained by the worsening financial environment in the US markets? To this end, we rely on a timevarying transition...
