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A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective

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.

preprint2015arXivOpen access
Semei CoronadoOmar RojasRafael Romero-MezaFrancisco Venegas-Martinez
q-fin.ST
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Open access4 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
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Semei CoronadoOmar RojasRafael Romero-MezaFrancisco Venegas-Martinez

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