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- W2950205410 abstract "In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL) and Argentina (MERVAL). We have found windows of nonlinear dependence and co-movement between the SP500 and the Latin American stock markets, some of which coincide with periods of crisis, giving way to a possible contagion or interdependence interpretation." @default.
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- W2950205410 date "2015-03-24" @default.
- W2950205410 modified "2023-09-27" @default.
- W2950205410 title "A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective" @default.
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