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dc.creatorMartinez Ventura, Ana Constanza 
dc.creatorRamírez Gómez, Manuel 
dc.date.accessioned2015-10-14T14:57:27Z
dc.date.available2015-10-14T14:57:27Z
dc.date.created2011
dc.date.issued2011
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/11018
dc.descriptionIn this paper we reviewed the models of volatility for a group of five Latin American countries, mainly motivated by the recent periods of financial turbulence. Our results based on high frequency data suggest that Dynamic multivariate models are more powerful to study the volatilities of asset returns than Constant Conditional Correlation models. For the group of countries included, we identified that domestic volatilities of asset markets have been increasing; but the co-volatility of the region is still moderate.
dc.format.extent12 páginas
dc.format.mediumRecurso electrónico
dc.format.mimetypeapplication/pdf
dc.language.isoeng
dc.relation.ispartofSerie documentos de trabajo. No 107 (Agosto 2011)
dc.relation.urihttps://ideas.repec.org/p/col/000092/008907.html
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.sourceinstname:Universidad del Rosario
dc.subject.ddcEconomía financiera 
dc.subject.lembEconomía
dc.subject.lembMercado de capitales
dc.subject.lembCrisis financiera
dc.subject.lembVolatilidad::Aspectos Económicos
dc.subject.lembAmérica latina::Condiciones Económicas
dc.titleDynamic conditional correlation in Latin-American asset markets
dc.typeworkingPaper
dc.publisherUniversidad del Rosario
dc.publisher.departmentFacultad de Economía
dc.identifier.editorialUniversidad del Rosario
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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