%0 Documento de trabajo (Working Paper) %A Gamba-Santamaría, Santiago %I Banco de la República %D 2016 %G Español (Spanish) %T Stock market volatility spillovers : evidence for Latin America %U http://repositorio.banrep.gov.co/handle/20.500.12134/6254 %X We extend the framework of Diebold and Yilmaz [2009] and Diebold and Yilmaz [2012] and construct volatility spillover indexes using a DCC-GARCH framework to model the multivariate relationships of volatility among assets. We compute spillover indexes dire