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
Anne Brockmeyer, Francois Gerard, Gabriel Ulyssea, Linda Wu, Marcelo Bergolo, Rodrigo Ceni González, Bernard Kirui, Andrea Lopez-Luzuriaga, Leonardo Fabio Morales, Andrea Sofía Otero-Cortés, Nadine Riedel, Matias Tapia, Tanisa Tawichsri, Verena Wiedemann
Marlon Salazar, Andrés Salazar-Mejía, Jorge Daniel Guevara-Acevedo, Juan David Duitama-Correa
Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Camilo González-Sabogal, Johanna Barbosa-Buitrago, Nathaly Vergel-Serrano
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