MEAN AND VOLATILITY TRANSMISSION FOR LATIN AMERICAN EQUITY MARKETS

Roberto Curci, Terrance Grieb and Mario G. Reyes

Studies in Economics and Finance, 2002, vol. 20, issue 2, 39-57

Abstract: Keywords: Price spillover, Volatility spillover, GARCH‐M, Latin America

Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eme:sefpps:eb028764

DOI: 10.1108/eb028764

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