Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?
Authors:
- Pedro V. PiffautPPPedro V. Piffaut
- Damià Rey MiróDMDamià Rey Miró
- 1 September 2016
- journal article
- Published by Asociación Cuadernos de Economía in Cuadernos de Economía
- Vol. 39 (111) , 138-147
Abstract
No abstract availableThis publication has 27 references indexed in Scilit:
- Dynamic correlation analysis of financial contagion: Evidence from Asian marketsJournal of International Money and Finance, 2007
- Dynamic Conditional CorrelationJournal of Business & Economic Statistics, 2002
- Stock market linkages: Evidence from Latin AmericaJournal of Banking & Finance, 2002
- Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returnsJournal of Empirical Finance, 2002
- Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH ModelReview of Quantitative Finance and Accounting, 2001
- Multivariate Simultaneous Generalized ARCHEconometric Theory, 1995
- Intra-Day and Inter-Market Volatility in Foreign Exchange RatesReview of Economic Studies, 1991
- Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange MarketEconometrica, 1990
- The dynamics of exchange rate volatility: A multivariate latent factor ARCH modelJournal of Applied Econometrics, 1989
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982