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dc.creatorRamírez Gómez, Manuel 
dc.creatorMartínez, Constanza 
dc.date.accessioned2015-10-06T12:41:43Z
dc.date.available2015-10-06T12:41:43Z
dc.date.created2009-09
dc.date.issued2009
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/10970
dc.descriptionIn 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.
dc.format.extent28 páginas
dc.format.mediumRecurso electrónico
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.relation.urihttps://ideas.repec.org/p/col/000092/005789.html
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.sourceinstname:Universidad del Rosario
dc.subjectAssets markets
dc.subjectFinancial contagion
dc.subjectInterdependence
dc.subject.ddcEconomía financiera 
dc.subject.lembCiclos económicos
dc.subject.lembCrisis económica
dc.subject.lembMercados internacionales
dc.subject.lembMercados financieros
dc.titleInternational propagation of shocks: an evaluation of contagion effects for some Latin American countries
dc.typeworkingPaper
dc.publisherUniversidad del Rosario
dc.publisher.departmentFacultad de Economía
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.type.spaDocumento de trabajo
dc.rights.accesoAbierto (Texto completo)
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersion
dc.format.tipoDocumento
dc.rights.ccAtribución-NoComercial-SinDerivadas 2.5 Colombia


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