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Contagion in Latin America

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Author Info
Angelo Polydoro (EPGE - School of Pos-Graduate Economics)
Abstract

Latin 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.

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File URL: http://129.3.20.41/eps/mac/papers/0503/0503008.pdf
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Publisher Info
Paper provided by EconWPA in its series Macroeconomics with number 0503008.

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Length: 13 pages
Date of creation: 11 Mar 2005
Date of revision:
Handle: RePEc:wpa:wuwpma:0503008

Note: Type of Document - pdf; pages: 13
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Web page: http://129.3.20.41

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Related research
Keywords: 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:

References listed on IDEAS
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.:
  1. Dungey, M.H., 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Papers 99.12, La Trobe - Department of Economics.
    Other versions:
  2. Geert Bekaert & Robert J. Hodrick, 1992. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Working Papers 3790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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This page was last updated on 2008-10-3.

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