Analysis of the financial markets during the trade war between China and the United States

This document aims to analyze the impact on the volatility of financial markets, product of the trade war waged by the United States and China, using DCC-MGARCH heteroscedastic models of dynamic correlation for 12 world stock indices (United States, Colombia, Brazil, Chile, Mexico, Peru, England, Ge...

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Autor principal: Salcedo - Mayorga, Jorge Mario
Formato: Online
Lenguaje:español
Publicado: Universidad Francisco de Paula Santander 2020
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Acceso en línea:https://revistas.ufps.edu.co/index.php/profundidad/article/view/2514
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