Open AccessInterrelations and causality among the main capital markets in Latin America : a Time Series approach
Author(s) -
César Gurrola Ríos,
Roberto Joaquín Santillán Salgado,
Ana Lorena Jiménez Preciado
Publication year - 2014
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2014v4n1/gurrola
Subject(s) - granger causality , variance decomposition of forecast errors , economics , latin americans , stock (firearms) , emerging markets , autoregressive model , causality (physics) , vector autoregression , capital market , econometrics , stock exchange , impulse response , time series , financial economics , monetary economics , macroeconomics , mathematics , geography , finance , statistics , political science , mathematical analysis , physics , archaeology , quantum mechanics , law