What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?
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DOI: 10.1515/gej-2018-0060
Abstract: Abstract This paper employs a multivariate constant conditional correlation (CCC) GARCH model and the VAR-AGARCH model to examine whether the U.S. equity and money market have a volatility spillover effect on the returns of the… read more here.
Keywords: spillover effect; equity money; money market;