Identidad Institucional CRAI
Logo EdocUR
    • English
    • español
    • português
  •  Work Submission
  •  FAQs
  • English 
    • English
    • español
    • português
  • Login

Contacto

Twitter

Facebook

Youtube

View Item 
  •   Repositorio Institucional EdocUR - Universidad del Rosario
  • Investigación
  • Documentos de investigación
  • Facultad de Economía
  • Documentos de trabajo economía
  • View Item
  •   Repositorio Institucional EdocUR - Universidad del Rosario
  • Investigación
  • Documentos de investigación
  • Facultad de Economía
  • Documentos de trabajo economía
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

International propagation of shocks: an evaluation of contagion effects for some Latin American countries

  • Exportar citas ▼
    • Exportar a Mendeley
    • Exportar a BibTex
Thumbnail
Visualizar
Date
2009-09
Author
Ramírez Gómez, Manuel
Martínez, Constanza
Share
Citation
URI
https://ideas.repec.org/p/col/000092/005789.html...

Summary

In this paper we analyze the spread of shocks across assets markets in eight Latin American countries. First, we measure the extent of markets reactions with the Principal Components Analysis. And second, we investigate the volatility of assets markets based in ARCH-GARCH models in function of the principal components retained in the first stage. Our results do not support the existence of financial contagion, but of interdependence in most of the cases and a slight increase in the sensibility of markets to recent shocks.
Subject
Assets markets ; Financial contagion ; Interdependence ;

Subject

Economía financiera ;

Source link

https://ideas.repec.org/p/col/000092/005789.html...

Show full item record

Collections
  • Documentos de trabajo economía [267]
Política de Acceso Abierto URPortal de Revistas URRepositorio de Datos de Investigación URCiencia Abierta UR
 

 

Browse

All of DSpaceCommunities & CollectionsTitlesAuthorsTypeSubjectsAdvisorBy Issue DateThis CollectionTitlesAuthorsTypeSubjectsAdvisorBy Issue Date

My Account

LoginRegister

Statistics

View Usage Statistics
Política de Acceso Abierto URPortal de Revistas URRepositorio de Datos de Investigación URCiencia Abierta UR