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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| Опубліковано в:: | Revista CEA |
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| Автори: | , , |
| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Instituto Tecnológico Metropolitano
2025
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| Предмети: | |
| Онлайн доступ: | 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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