Interdependence in conditional variances between Latin American stock markets

Vanderlei Kleinschmidt and Roberto Meurer
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Vanderlei Kleinschmidt: FURB
Roberto Meurer: UFSC

Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

Date: 2008
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