search query: @indexterm LATIN AMERICA / total: 367
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| Author: | Chen, G-m. Firth, M. Meng Rui, O. |
| Title: | Stock market linkages: evidence from Latin America |
| Journal: | Journal of Banking and Finance
2002 : JUN, VOL. 26:6, p. 1113-1141 |
| Index terms: | COINTEGRATION INTERDEPENDENCY STOCK MARKETS LATIN AMERICA |
| Language: | eng |
| Abstract: | This study investigates the dynamic interdependence of the major stock markets in Latin America. Using data from 1995 to 2000, the authors examine the stock market indexes of Argentina, Brazil, Chile, Colombia, Mexico and Venezuela. The index level series are non-stationary and so the authors employ cointegration analysis and error correction vector autoregressions (VAR) techiques to model the interdependecies. |
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