Stock market volatility spillovers : evidence for Latin America
Year of publication: |
[2016]
|
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Authors: | Gamba-Santamaria, Santiago ; Gómez González, José Eduardo ; Melo-Velandia, Luis Fernando ; Hurtado, Jorge |
Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
Subject: | volatility spillovers | DCC-GARCH model | Stock market linkages | financial crisis | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Lateinamerika | Latin America | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (circa 14 Seiten) Illustrationen$a |
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Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. núm. 943 (2016) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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