Biblioteca Digital de VanguardiaDynamics and volatility at stock market indexes of Pacific Alliance countries.
The Latin American Integrated Market agreement between Peru, Chile, Colombia and Mexico was signed within the framework under the Pacific Alliance, following the experiences of the European Union and integrated Asian and Middle Eastern markets. This agreement was aimed at diversifying markets and at...
| Autores principales: | , |
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| Formato: | Revistas |
| Lenguaje: | Español |
| Publicado: |
Universidad de Cartagena
2016
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| Acceso en línea: | https://revistas.unicartagena.edu.co/index.php/panoramaeconomico/article/view/1550 |
| Sumario: | The Latin American Integrated Market agreement between Peru, Chile, Colombia and Mexico was signed within the framework under the Pacific Alliance, following the experiences of the European Union and integrated Asian and Middle Eastern markets. This agreement was aimed at diversifying markets and attracting global investors. Due to this, through the application of correlation and cointegration analyses, and using the impulse response function of vector autoregression (VAR), we identify the impacts on returns and volatility at the main stock indexes for each of MILA member countries. |
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