Bejarano-Bejarano, Luis V.; Gomez-Gonzalez, Jose E.; … - Banco de la Republica de Colombia - 2015
This study uses a Dynamic Conditional Correlation multivariate GARCH approach for testing for contagion among Latin American financial markets to shocks originated in the United States and Europe. Using daily data on stock market returns for the period comprised between July 4th, 2001 and...
