Volatility Dependence and Contagion in Emerging Equity Markets
收藏NBER2001-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8506
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资源简介：
In this paper we use weekly stock market data for a group of Latin American countries to analyze the behavior of volatility through time. We are particularly interested in understanding whether periods of high volatility are correlated across countries. The analysis uses both on univariate and
提供机构：
美国国家经济研究局
创建时间：
2001-10-01
