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In this paper we use the Brooks and Hinich cross-bicorrelation test in orderto uncover nonlinear dependence periods between USA Standard and Poor 500(SP500), used as benchmark, and six Latin American stock markets indexes:Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL)and Argentina (MERVAL). We have found windows of nonlinear dependence andco-movement between the SP500 and the Latin American stock markets, some ofwhich coincide with periods of crisis, giving way to a possible contagion orinterdependence interpretation.

A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective