Do European Stock Markets Affect Latin American Stock Markets?
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More about this item
KeywordsEmerging Markets; Latin America; Stock Markets Interdependence; VAR;
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- O54 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Latin America; Caribbean
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2005-12-20 (Corporate Finance)
- NEP-FMK-2005-12-20 (Financial Markets)
- NEP-RMG-2005-12-20 (Risk Management)
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