Ítem
Acceso Abierto
International propagation of shocks: an evaluation of contagion effects for some Latin American countries
dc.creator | Ramírez Gómez, Manuel | |
dc.creator | Martínez, Constanza | |
dc.date.accessioned | 2015-10-06T12:41:43Z | |
dc.date.available | 2015-10-06T12:41:43Z | |
dc.date.created | 2009-09 | |
dc.date.issued | 2009 | |
dc.description.abstract | 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. | eng |
dc.format.extent | 28 páginas | spa |
dc.format.medium | Recurso electrónico | spa |
dc.format.mimetype | application/pdf | |
dc.format.tipo | Documento | spa |
dc.identifier.doi | https://doi.org/10.48713/10336_10970 | |
dc.identifier.uri | http://repository.urosario.edu.co/handle/10336/10970 | |
dc.language.iso | spa | |
dc.publisher | Universidad del Rosario | spa |
dc.publisher.department | Facultad de Economía | spa |
dc.relation.citationTitle | Serie Documentos de trabajo. Economía | |
dc.relation.uri | https://ideas.repec.org/p/col/000092/005789.html | |
dc.rights.accesRights | info:eu-repo/semantics/openAccess | |
dc.rights.acceso | Abierto (Texto completo) | spa |
dc.rights.cc | Atribución-NoComercial-SinDerivadas 2.5 Colombia | spa |
dc.source.instname | instname:Universidad del Rosario | spa |
dc.source.instname | instname:Universidad del Rosario | spa |
dc.source.reponame | reponame:Repositorio Institucional EdocUR | spa |
dc.subject | Assets markets | spa |
dc.subject | Financial contagion | spa |
dc.subject | Interdependence | spa |
dc.subject.ddc | Economía financiera | |
dc.subject.lemb | Ciclos económicos | spa |
dc.subject.lemb | Crisis económica | spa |
dc.subject.lemb | Mercados internacionales | spa |
dc.subject.lemb | Mercados financieros | spa |
dc.title | International propagation of shocks: an evaluation of contagion effects for some Latin American countries | spa |
dc.type | workingPaper | eng |
dc.type.hasVersion | info:eu-repo/semantics/acceptedVersion | |
dc.type.spa | Documento de trabajo | spa |