SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Correlation in price changes and volatility of major Latin American stock markets · Study

ArticleShelves

ArticleCorrelation in price changes and volatility of major Latin American stock markets

Andreas C. Christofi1999

Article1999

Correlation in price changes and volatility of major Latin American stock markets

Andreas C. Christofi · Andreas Pericli

114 citations·0/0 files stored·Journal of Multinational Financial Management

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 114 citations exist upstream.

References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1992ARCH modeling in finance 1993Measuring and Testing the Impact of News on Volatility 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects 1995Time‐Varying World Market Integration 1990Correlations in Price Changes and Volatility across International Stock Markets 1995Is the correlation in international equity returns constant: 1960–1990?1997Emerging equity market volatility

Cited by

2004Interdependence and dynamic linkages between the emerging stock markets of South Asia 2014Global and regional volatility spillovers to GCC stock markets 2007Interdependence of international equity variances: Evidence from East Asian markets 2012Return and volatility spillovers among CIVETS stock markets 2016Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis 2004

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Return and Volatility Spillovers from Developed to Emerging Capital Markets: The Case of South Asiachapter · 16 shared references 2000Volatility spillover effects from Japan and the US to the Pacific–Basinarticle · 14 shared references 1996Volatility Spillovers Across the Tasmanarticle · 14 shared references 2002Common trends and convergence? South East Asian equity markets, 1988–1999article · 13 shared references 2006Price and Volatility Transmission across Bordersarticle · 13 shared references 2002Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returnsarticle · 12 shared references

Details

Year1999

Typearticle

Published1999-01-01

VenueJournal of Multinational Financial Management

ISSN-L1042-444X

Languageen

Citations114

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/s1042-444x(98)00047-4

openalex_workW2087962060

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Equity market integration in Latin America: A time-varying integration score analysis

2009The comovements in international stock markets: new evidence from Latin American emerging countries

2012Literature review of stock market integration: a global perspective