Browsing by Subject "Financial contagion"

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    • Nonlinearities and financial contagion in Latin American stock markets 
      Romero Meza, Rafael; Bonilla Meléndez, Claudio; Benedetti, Hugo; Serletis, Apostolos (Elsevier, 2015)
      We use the Hinich (1996) portmanteau bicorrelation test to graphically represent nonlinear events detected in Latin American stock markets. We identity the starting, the ending, the intensity, and the persistence of nonlinear ...