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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Bibliographic Details

Main Author:	Salcedo - Mayorga, Jorge Mario
Format:	Online
Language:	Spanish
Published:	Universidad Francisco de Paula Santander 2020
Subjects:	Econometría Financiera Guerra Comercial Mercados financieros Series de Tiempo Volatilidad
Online Access:	https://revistas.ufps.edu.co/index.php/profundidad/article/view/2514
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