Borradores de Economia
Number:
884
Published:
Classification JEL:
G01, G15, C32
Keywords:
Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy
The most recent
Pedro Pablo Calderon-Camacho, Celina Gaitán-Maldonado, Nicolle Valentina Herrera-Pinto, Mario A. Ramos-Veloza
Franky Juliano Galeano-Ramírez, Nicolás Martínez-Cortés, Hernán Dario Perdomo-Sánchez, Marlon Salazar
Catalina Granda-Carvajal, Jesús Enrique Morales-Piñero
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