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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| Main Authors: | , , |
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| Format: | Article |
| Language: | Spanish |
| Published: |
Instituto Tecnológico Metropolitano
2024-12-01
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| Series: | Revista CEA |
| Subjects: | |
| Online Access: | https://revistas.itm.edu.co/index.php/revista-cea/article/view/3075 |
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