Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Mohamed El Hedi Arouri; Amine Lahiani; Du Khuong Nguyen
| Year of publication: |
2013
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|---|---|
| Authors: | Arouri, Mohamed ; Lahiani, Amine ; Nguyen, Duc Khuong |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 11.2013, 1/2, p. 130-147
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| Subject: | market comovements | emerging Latin America | multivariate GARCH | structural change | Lateinamerika | Latin America | ARCH-Modell | ARCH model | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | Volatilität | Volatility | Strukturwandel | Structural change | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010338339