International propagation of shocks: an evaluation of contagion effects for some Latin American countries
In this paper we analyze the spread of shocks across assets markets in eight Latin American countries. First, we measure the extent of markets reactions with the Principal Components Analysis. And second, we investigate the volatility of assets markets based in ARCH-GARCH models in function of the p...
| Autores Principales: | , |
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| Formato: | Documento de trabajo (Working Paper) |
| Lenguaje: | Español (Spanish) |
| Publicado: |
Universidad del Rosario
2009
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| Materias: | |
| Acceso en línea: | http://repository.urosario.edu.co/handle/10336/10970 |