Contagion in Latin America
AbstractLatin America suffer before each democratic election due to its structural clivage, high social inequity and demands. The objective of this paper is to show that at elections, for some importants countries, the contagion effects increase the correlation of the return series markets.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by EconWPA in its series Macroeconomics with number 0503008.
Length: 13 pages
Date of creation: 11 Mar 2005
Date of revision:
Note: Type of Document - pdf; pages: 13
Contact details of provider:
Web page: http://220.127.116.11
Political Economics; Contagion Methods; Return Series; Electoral Cycles;
Find related papers by JEL classification:
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- N26 - Economic History - - Financial Markets and Institutions - - - Latin America; Caribbean
This paper has been announced in the following NEP Reports:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Mardi H Dungey, 1999.
"Decomposing Exchange Rate Volatility Around the Pacific Rim,"
1999.12, School of Economics, La Trobe University.
- Dungey, M. H., 1999. "Decomposing exchange rate volatility around the Pacific Rim," Journal of Asian Economics, Elsevier, vol. 10(4), pages 525-535.
- Bekaert, Geert & Hodrick, Robert J, 1992.
" Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets,"
Journal of Finance,
American Finance Association, vol. 47(2), pages 467-509, June.
- Geert Bekaert & Robert J. Hodrick, 1991. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Working Papers 3790, National Bureau of Economic Research, Inc.
- repec:fth:latrob:99.12 is not listed on IDEAS
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA).
If references are entirely missing, you can add them using this form.