Repositorio de Universidad Autónoma de Chile.
metadata only
Nonlinearities and financial contagion in Latin American stock markets
We use the Hinich (1996) portmanteau bicorrelation test to graphically represent nonlinear events detected in Latin American stock markets. We identify the starting, the ending, the intensity, and the persistence of nonlinear episodes. The six episodes identified in the period studied were found to
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Volatility clustering and persistence in Kenyan financial markets: a GARCH approach#1068186
- Cuál es el esquema macroeconómico adecuado para los países latinoamericanos? : una aproximación a partir de un modelo Stock Flujo Consistente : una aproximación a partir de un modelo Stock Flujo Consistente#1004682
- El incumplimiento de deberes del hogar como causal de divorcio: un análisis comparado de Ecuador con Colombia#658271
- The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression#164085
- Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods#942385
Record · ID 947553
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive