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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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Detalhes bibliográficos
Publicado no:Dyna
Main Authors: Semei Coronado, Omar Rojas, Rafael Romero-Meza, Francisco Venegas-Martínez
Formato: Artigo
Idioma:Inglês
Publicado em: Universidad Nacional de Colombia 2016
Assuntos:
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Acesso em linha:https://www.redalyc.org/articulo.oa?id=49645153019
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