Work

Nonlinearities and financial contagion in Latin American stock markets

Year: 2015

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2015.09.012

Authors: Rafael Romero-Meza, Claudio Bonilla, Hugo Benedetti, Apostolos Serletis

Institutions: Universidad Autónoma de Chile, University of Chile, Boston College, University of Calgary

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1875212072

FWCI: 9.084

Cites: 18

Cited by: 27

Related to: 10