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Immunity and infection : emerging and developed market sovereign spreads over the Global Financial Crisis
Cayon Fallon, Edgardo; Thorp, Susan; Wu, Eliza - In: Emerging markets review 34 (2018), pp. 162-174
Persistent link: https://www.econbiz.de/10012114692
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An empirical investigation of the Colombian stock market reaction to the US market : evidence from a casewise bootstrap approach
Hatemi-J, Abdulnasser; Sarmiento-Sabogal, Julio - In: Economia internazionale 66 (2013) 1, pp. 57-67
Persistent link: https://www.econbiz.de/10009738204
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An Empirical Investigation of the Colombian Stock Market Reaction to the US Market : Evidence from a Casewise Bootstrap Approach
Hatemi-J, Abdulnasser - 2014
This paper empirically investigates the effect of returns in the US on the returns in Colombia during 1988-2007. Monthly data is used. A new method that is robust to non-normality and time-varying volatility is applied. Our empirical findings indicate that the Colombian financial market is...
Persistent link: https://www.econbiz.de/10013039863