Global Financial Crisis Volatility Impact and Contagion Effect on NAFTA Equity Markets / Impacto de la volatilidad y efecto de contagio de la crisis global financiera en los mercados bursátiles del TLCAN
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Cited by:
- Javier Emmanuel Anguiano Pita & Antonio Ruiz Porras, 2020. "Market dynamics and integration of the financial markets of the NAFTA countries," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 67-100, Enero-Jun.
- Miriam Sosa & Edgar Ortiz & Alejandra Cabello, 2022. "ESG Green Equity Finance Risk and Links in Mexico: Conditional Volatility and Markov Switching Vector Analyses," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(4), pages 1-21, Octubre -.
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Keywords
NAFTA; GARCH; TARCH; financial crisis; leverage effect; volatilidad asimétrica; GARCH; TARCH; TLCAN; crisis financiera;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F65 - International Economics - - Economic Impacts of Globalization - - - Finance
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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