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Keywords: G01
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Journal Articles
Dynamic network analysis of stock indices in the Americas
Available to Purchase
Academia Revista Latinoamericana de Administracion (2025) 38 (2): 361–378.
Published: 24 March 2025
...-EGARCH model Redes financieras Índices bursátiles americanos Correlación dinámica Contagio Modelo DCC-EGARCH G01 G15 C32 F36 Interdependencies and contagion phenomena of financial markets have always been at the core of the attention of finance and economics researchers...
Journal Articles
Exploring market-wide herding behavior in the major stock markets of Latin America
Available to Purchase
Academia Revista Latinoamericana de Administracion (2024) 37 (4): 601–616.
Published: 25 October 2024
... as follows: (3.2) R i , t = 100 * [ log ( P i , t ) − log ( P i , t − 1 ) ] Mercados bursátiles Comportamiento de manada Mercados financieros internacionales América Latina Diversificación internacional G01 G12 G15 G01 G12 G15...
