Contagion evidency on Latin American financial markets : a cross-bicorrelation analysis
Seminario para optar al título de Ingeniero Comercial, Mención Economía === In this paper, we use a cross bicorrelations test to study the relationship between the main seven Latin American financial market’s indexes. We find evidence of nonlinearity, for different window frames at a 97.5% level of...
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| Language: | en |
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Universidad de Chile
2016
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| Online Access: | http://repositorio.uchile.cl/handle/2250/137614 |