Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016): A Copula and Neural Network Approach

Sosa, Miriam; Bucio, Christian; Calisto, Edgar Ortiz

Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016): A Copula and Neural Network Approach

Sosa, Miriam; Bucio, Christian; Calisto, Edgar Ortiz

URI: http://hdl.handle.net/20.500.11799/136744

Descripción:

"This paper investigates dynamic dependence between the American Stock Market (S&P 500) and the World Share Market (MSCIW) and examines whether key monetary variables (short and long-term interest rates, interest rate spreads, and exchange rate) explain c

Ir a texto completo: http://www.redalyc.org/articulo.oa?id=155271243007
0120-2596

Mostrar el registro completo del objeto digital

Ficheros en el objeto digital

Este ítem aparece en la(s) siguiente(s) colección(ones)

Artículos publicados en revistas arbitradas de Redalyc.org [4450]

Visualización del Documento

Título
Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016): A Copula and Neural Network Approach
Editor
Universidad de Antioquia
Tipo de documento
Artículo
Palabras clave
Economía y Finanzas
Copula approach
monetary variables
Stock market dependence
artificial neural network