Thi Bich Ngoc Tran - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-20
Latin American stock markets and US stock market. Defining contagion as a significant increase of dynamic conditional … Latin American region. Secondly, during the Asian crisis, we find evidence of contagion in some markets in both the Asian … and Latin American regions. Finally, contagion is proved to be present in all stock markets with the only exception for …