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Stock market co-movement in Latin America and the US : evidence from a new approach

Vatsa, Puneet; Basnet, Hem Chandra; Mixon, Franklin G. - In: Journal of financial economic policy 14 (2022) 2, pp. 162-171

Persistent link: https://www.econbiz.de/10012880689

Co-movements of Latin American equity markets before and after September 11, 2001

Meriç, İlhan; Ratner, Mitchell; Nygren, Lan Ma; … - In: Latin American business review : journal of the … 8 (2007) 3, pp. 54-74

Persistent link: https://www.econbiz.de/10003756566

International diversification benefits of Latin American sector investments

Ratner, Mitchell - In: Journal of emerging markets 11 (2006) 1, pp. 50-58

Persistent link: https://www.econbiz.de/10003347375

Global portfolio diversification : implications of the co-movements of Latin America stock markets with the world's other stock markets

Meriç, Gülser; Ratner, Mitchell; Lentz, Christine; … - In: Journal of emerging markets 11 (2006) 3, pp. 32-39

Persistent link: https://www.econbiz.de/10003414438

Co-movements of US and Latin American equity markets before and after the 1987 crash

Meriç, Gülser (contributor) - In: International review of financial analysis 10 (2001) 3, pp. 219-235

Persistent link: https://www.econbiz.de/10001634890

Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

Yousaf, Imran; Ali, Shoaib; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 7/148, pp. 1-19

This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return...

Persistent link: https://www.econbiz.de/10012309325