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Nonlinearities and financial contagion in Latin American stock markets

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References

1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?482 cited
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2010A New Class of Tests of Contagion With Applications193 cited
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2006The dynamics of Central European equity market comovements133 cited
2012Literature review of stock market integration: a global perspective55 cited
2005Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange54 cited
2015Exchange rate contagion in Latin America35 cited

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2018Computing stock price comovements with a three-regime panel smooth transition error correction model15 cited