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This article studies the financial integration between the six main LatinAmerican markets and the US market in a nonlinear framework. Using thethreshold cointegration techniques of Hansen and Seo (2002), we showsignificant threshold stock market linkages between Mexico, Chile and the US.Thus, the dynamics of these markets depends simultaneously on local and globalrisk factors. More importantly, our results show an on-off threshold financialintegration process that is activated only when the stock price adjustmentexceeds some level.

Stock market integration in the Latin American markets: further evidence from nonlinear modeling