%0 Documento de trabajo (Working Paper) %A Bejarano-Bejarano, Luis V. %I Banco de la República %D 2015 %G Español (Spanish) %T Financial Contagion in Latin America %U http://repositorio.banrep.gov.co/handle/20.500.12134/6173 %X This study uses a Dynamic Conditional Correlation multivariate GARCH approach for testing for contagion among Latin American financial markets to shocks originated in the United States and Europe. Using daily data on stock market returns for the period co