Volatility Spillovers between Equity and Currency Markets: Eviderice from Major Latin American Countries
This paper investigates the nature of volatility spillovers between stock returns and a number of exchange rates in six Latin American countries and one European economy in the 1998-2006 period. We divide our sample into sub periods, prior to and after the introduction of the Euro and we apply the E...
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| Lenguaje: | English |
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Instituto de Economía, Pontificia Universidad Católica de Chile
2008
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| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212008000200002 |
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