U.S. and Latin American stock market linkages

Journal of International Money and Finance

Volumn 30, Issue 7, 2011, Pages 1341-1357

  Lahrech, Abdelmounaim ^a   Sylwester, Kevin ^b  

^a AL AKHAWAYN UNIVERSITY   (Morocco)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Dynamic conditional correlation; Latin American stock markets; Smooth transition

Indexed keywords

EID: 80051922299     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2011.07.004     Document Type: Article

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