A study of co-movements between U.S. and Latin American stock markets: A cross-bicorrelations perspective
This work applies a test that detects dependence between pairs of variables. The kind of dependence is a non-linear one, and the test is known as cross-bicorrelation, which is associated with Brooks and Hinich [1]. We study dependence periods between U.S. Standard and Poor's 500 (SP500), used a...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2016-03-01
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| Series: | Dyna |
| Subjects: | |
| Online Access: | https://revistas.unal.edu.co/index.php/dyna/article/view/49737 |