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A study of co-movements between U.S. and Latin American stock markets: A cross-bicorrelations perspective
This work applies a test that de tects dependence between pairs of variables. The kind of dependence is a non-linear one, and t he test is known as cross-bicorrelation, whi ch is associated with Brooks a nd Hinich [1]. We study dependence periods between U.S. Standar d and Poor’s 500 (SP500), use...
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| Publicado no: | Dyna |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidad Nacional de Colombia
2016
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=49645153019 |
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