Contagion and Stock Interdependence in the BRIC+M Block

Sosa Castro, Magnolia Miriam; Bucio Pacheco, Christian; Cabello Rosales, Alejandra

Contagion and Stock Interdependence in the BRIC+M Block

Sosa Castro, Magnolia Miriam; Bucio Pacheco, Christian; Cabello Rosales, Alejandra

URI: http://hdl.handle.net/20.500.11799/136743

Descripción:

"This paper aims to analyze the contagion effect among the stock markets of the BRIC+M block (Brazil, Russia, India, China plus Mexico). The contagion effect is proved through increases on dependence parameters during crisis periods. The dependence parame

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