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Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market
(Munich Personal RePEc Archive, 2015)
Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market
(Munich Personal RePEc Archive, 2015)
Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis
(Universidad EAFITEscuela de Economía y Finanzas, 2013-11-06)
Currently, the world is facing a continuous process of integration in different aspects and financial markets are no exception to this development. Despite the fact that global integration is gradual, one can find some ...
Analyst coverage network and stock return comovement in emerging markets
(Elsevier, 2017)
This paper shows that analyst coverage networks (ACN) play an important role in explaining stock return commonalities across Latin American stocks. First, pairs of stocks connected by analysts exhibit higher comovement and ...
The integration of stock exchanges: The case of the Latin American Integrated Market (MILA) and its impact on ownership and internationalization status in Colombian brokerage firms
(Universidad ESAN. ESAN EdicionesPE, 2015-12-01)
This paper describes the changes in ownership and internationalization of the brokerage firms in Colombia as a result of the regional integration process of its stock exchange market through the Latin AmericanIntegrated ...
Latin American Stock Markets Liquidity and their Impact in the Per Capita Economic Growth
This article provides empirical evidence regarding the influence of the liquidity of the stock market for economic growth, for a sample of 11 Latin American countries. For this purpose, researchers used panel data estimated ...
Latin American stock markets liquidity and their impact in the per capita economic growth
(2019)
© Revista de Economía del Rosario. This article provides empirical evidence regarding the influence of the liquidity of the stock market for economic growth, for a sample of 11 Latin American countries. For this purpose, ...
Long correlations and truncated Levy walks applied to the study Latin-American market indices
(Elsevier Science, 2005-12)
This work is devoted to the study of long correlations and other statistical properties of Latin-American market indices. We concluded that the behavior of the return is compatible with a slow convergence to a Gaussian ...
Volatility transmission between US and Latin American Stock Markets: testing the decoupling hypothesis.
(Universidad EAFITEscuela de Economía y Finanzas, 2015-10-01)
We test for volatility transmission between US and the six largest Latin American stock markets (Argentina, Brazil, Chile, Colombia, Mexico and Peru) using MGARCH-BEKK models in daily frequency from March 1993 to March ...