Exchange rate contagion in Latin America

Ruben Loaiza,Jose Eduardo Gomezgonzalez,Luis Melo

Research in International Business and Finance（2015）

引用 34|浏览1

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摘要

Estimated regular vine. The numbers indicate the exchange rates of the 6 Latin American countries as follows: 1=ARG, 2=BRA, 3=CHI, 4=COL, 5=MEX, 6=PER.

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关键词

Exchange rates,Contagion,Copula,Regular vine,Local correlation

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