On the linkages between equity markets in Latin America

Applied Economics Letters

Volumn 7, Issue 3, 2000, Pages 207-210

  Pagán, José A ^a   Soydemir, Gökçe ^a  

^a UNIVERSITY OF TEXAS PAN AMERICAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; MARKET CONDITIONS; VECTOR AUTOREGRESSION;

CENTRAL AMERICA; SOUTH AMERICA;

EID: 0034059098     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351816     Document Type: Article

References (9)

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4. Hamilton, J. D. (1994) Time Series Analysis, Princeton University Press, Princeton, NJ.
5. IMF (1996) Direction of Trade Flow Statistics, International Monetary Fund, Washington, DC.
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7. McMillin, W. D. (1991) The velocity of M1 in the 1980s: evidence from a multivariate time series model, Southern Economic Journal, 57, 34-48.
8. Sánchez Valle, R. (1998) A cointegration analysis of Latin American stock markets and the US, unpublished manuscript, University of Exeter.
9. Soydemir, G. (1998) International Transmission of Stock Market Movements: evidence from emerging markets, unpublished manuscript, The University of Texan-Pan American.