| dc.creator | Martinez Ventura, Ana Constanza |
| dc.creator | Ramírez Gómez, Manuel |
| dc.date.accessioned | 2015-10-14T14:57:27Z |
| dc.date.available | 2015-10-14T14:57:27Z |
| dc.date.created | 2011 |
| dc.date.issued | 2011 |
| dc.identifier.uri | http://repository.urosario.edu.co/handle/10336/11018 |
| dc.description | In 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.extent | 12 páginas |
| dc.format.medium | Recurso electrónico |
| dc.format.mimetype | application/pdf |
| dc.language.iso | eng |
| dc.relation.ispartof | Serie documentos de trabajo. No 107 (Agosto 2011) |
| dc.relation.uri | https://ideas.repec.org/p/col/000092/008907.html |
| dc.source | instname:Universidad del Rosario |
| dc.source | reponame:Repositorio Institucional EdocUR |
| dc.source | instname:Universidad del Rosario |
| dc.subject.ddc | Economía financiera |
| dc.subject.lemb | Economía |
| dc.subject.lemb | Mercado de capitales |
| dc.subject.lemb | Crisis financiera |
| dc.subject.lemb | Volatilidad::Aspectos Económicos |
| dc.subject.lemb | América latina::Condiciones Económicas |
| dc.title | Dynamic conditional correlation in Latin-American asset markets |
| dc.type | workingPaper |
| dc.publisher | Universidad del Rosario |
| dc.publisher.department | Facultad de Economía |
| dc.identifier.editorial | Universidad del Rosario |
| dc.rights.accesRights | info:eu-repo/semantics/openAccess |
| dc.type.spa | Documento de trabajo |
| dc.rights.acceso | Abierto (Texto completo) |
| dc.type.hasVersion | info:eu-repo/semantics/acceptedVersion |
| dc.format.tipo | Documento |
| dc.rights.cc | Atribución-NoComercial-SinDerivadas 2.5 Colombia |
