Common Volatility across Latin American Foreign Exchange Markets
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Other versions of this item:
- Isabel Ruiz, 2009. "Common volatility across Latin American foreign exchange markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(15), pages 1197-1211.
References listed on IDEAS
- Sebastian Edwards, 1998. "Capital Inflows into Latin America: A Stop-Go Story?," NBER Working Papers 6441, National Bureau of Economic Research, Inc.
- Klaassen, F.J.G.M., 1999. "Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model," Discussion Paper 1999-10, Tilburg University, Center for Economic Research.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hecq Alain & Palm Franz C. & Laurent Sébastien, 2016.
"On the Univariate Representation of BEKK Models with Common Factors,"
Journal of Time Series Econometrics,
De Gruyter, vol. 8(2), pages 91-113, July.
- Hecq Alain & Laurent SÃ©bastien & Palm Franz C., 2012. "On the Univariate Representation of BEKK Models with Common Factors," Research Memorandum 018, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Alain Hecq & Franz C. Palm & Sébastien Laurent, 2016. "On the Univariate Representation of BEKK Models with Common Factors," Post-Print hal-01440307, HAL.
- Haakon Kavli & Kevin Kotzé, 2014. "Spillovers in Exchange Rates and the Effects of Global Shocks on Emerging Market Currencies," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 209-238, June.
- Arturo Lorenzo-Valdés & Antonio Ruiz-Porras, 2012. "Los rendimientos cambiarios latinoamericanos y la (a)simetría de los shocks informacionales: un análisis econométrico," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 87-113, November.
- David McMillan & Isabel Ruiz & Alan Speight, 2010. "Correlations and spillovers among three euro rates: evidence using realised variance," The European Journal of Finance, Taylor & Francis Journals, vol. 16(8), pages 753-767.
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