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Nonlinearities and financial contagion in Latin American stock markets · Study

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ArticleNonlinearities and financial contagion in Latin American stock markets

Rafael Romero-Meza2015

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Articlegreen2015

Nonlinearities and financial contagion in Latin American stock markets

Rafael Romero-Meza · Claudio A. Bonilla · Hugo E Benedetti · Apostolos Serletis

25 citations·0/0 files stored·Economic Modelling

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

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References

1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?2002Stock market linkages: Evidence from Latin America 1985Evidence of Nonlinearity in Daily Stock Returns 2010A New Class of Tests of Contagion With Applications 1997Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence 2006Ranking market efficiency for stock markets: A nonlinear perspective 2006The dynamics of Central European equity market comovements

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Year2015

Typearticle

Published2015-10-03

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations25

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.econmod.2015.09.012

openalex_workW1875212072

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