A Comprehensive Analysis of Stock Index Connectedness and Volatility Spillovers Between Colombia, Brazil, Mexico, Chile, and the United States

Objective: This paper examines the interconnectedness of stock market indices between the United States and four Latin American countries: Colombia, Brazil, Mexico, and Chile. Particularly, it focuses on linkages and spillover effects, analyzing both the tails and the mean of the distribution. Desig...

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הוצא לאור ב:	Revista CEA
Principais autores:	Juan Manuel Candelo-Viáfara, María del Pilar Rivera-Díaz, Juan Esteban Orrego-Reyes
פורמט:	Artigo
שפה:	Inglês
יצא לאור:	Instituto Tecnológico Metropolitano 2025
נושאים:	Economía y Finanzas
גישה מקוונת:	https://www.redalyc.org/articulo.oa?id=638181651002 https://www.redalyc.org/journal/6381/638181651002/ https://www.redalyc.org/journal/6381/638181651002/html/ https://www.redalyc.org/journal/6381/638181651002/638181651002.epub https://www.redalyc.org/journal/6381/638181651002/movil
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