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Financial Contagion in Latin America

Luis V.
Bejarano-Bejarano
José Eduardo
Gómez-González
Luis Fernando
Melo-Velandia
Jhon Edwar
Torres-Gorron
Viernes, 1 Mayo 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 co