TY  - GEN 
A1  - Bejarano-Bejarano, Luis V.
A1  - Gomez-Gonzalez, Jose Eduardo
A1  - Melo-Velandia, Luis Fernando
A1  - Torres-Gorron, Jhon Edwar
DA  - 2015/05/05
PY  - 2015
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/6173
AB  - This study uses a Dynamic Conditional Correlation multivariate GARCH approach for testing for contagion among Latin American financial markets to shocks originated in the United States and Europe. Using daily data on stock market returns for the...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 884
M3  - Open Access
T1  - Financial Contagion in Latin America
KW  - C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
KW  - G15 - International Financial Markets
KW  - G01 - Financial Crises
KW  - Financial contagion
KW  - Financial crises
KW  - Multivariate GARCH models
KW  - Contagio (Crisis financiera) -- America Latina -- 2001-2013
KW  - Mercado financiero -- America Latina -- 2001-2013
KW  - Crisis financiera global, 2008-2009 -- Influencia -- America Latina
KW  - G01 - Crisis financiera
KW  - G15 - Mercados financieros internacionales
KW  - C32 - Modelos de series temporales; Regresiones cuantiles dinamicas; Modelos dinamicos de tratamiento; procesos de difusion; representacion de espacios de estados
DO  - https://doi.org/10.32468/be.884
L1  - https://ideas.repec.org/p/bdr/borrec/884.html
ER  -