Borradores de Economia
Número:
842
Publicado:
Clasificación JEL:
C32, C51
Palabras clave:
Exchange Rates, Contagion, Copula, Regular Vine
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Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew
Pronosticando inflaciones de canastas de alimentos desagregadas en Colombia usando un modelo XGBoost
Cesar Anzola-Bravo, Poveda-Olarte Paola
A regular vine copula approach is implemented for testing for contagion among the exchange rates of the six largest Latin American countries. Using daily data from June 2005 through April 2012, we find evidence of contagion among the Brazilian, Chilean, C