Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis
Laura Cardona, Marcela Gutiérrez, Diego A. Agudelo
| Year of publication: |
January 2017
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| Authors: | Cardona, Laura ; Gutiérrez, Marcela ; Agudelo, Diego A. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 115-127
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| Subject: | Volatility transmission | MGARCH | Decoupling hypothesis | Emerging markets | Conditional correlation | Financial integration | Volatilität | Volatility | Schwellenländer | Emerging economies | Lateinamerika | Latin America | Aktienmarkt | Stock market | USA | United States | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876451