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Conditional dependence structure between oil prices and exchange rates in Latin America: A copula-GARCH approach
This work studies the relationship between oil prices and exchange rates for six Latin American countries using a copula-GARCH methodology. This approach takes into account well-known particularities of both oil prices and ...
Riesgo soberano y sus determinantes
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2019)