Are European Stock Markets Influencing Latin American Stock Markets?

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Main Author: Andrés Rivas
Format: Artículo científico
Language:en
Published: Universidad Autónoma Metropolitana 2006
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author Andrés Rivas
author_facet Andrés Rivas
contents Are European Stock Markets Influencing Latin American Stock Markets? Andrés Rivas Pedro H. Albuquerque Antonio Rodríguez Economía y Finanzas Latin America Emerging Markets Stock Markets Interdependence In this study, we examine the response of Latin American stock markets to movements inEuropean stock markets. Our results vary depending on the openness of the country interms of international trade. We find evidence that Latin American stock markets are affectedby Spanish stock market. Additionally, during the second and third-periods (1995 to 1998and 1999 to 2004) Spain appears to have much stronger ties (such as more trade) withBrazil and Chile, and this might explain why Brazil and Chile are affected from Spain andnot from the other European markets. This study uncovers two important findings. First,Spain has an effect on Latin American markets but these responses are not homogeneousacross markets. Second, the magnitude of Spain´s influence is different in each of the threesub-periods under study. 2006 artículo científico 0185-3937 https://www.redalyc.org/articulo.oa?id=41304705 en http://www.redalyc.org/revista.oa?id=413 Análisis Económico application/pdf Universidad Autónoma Metropolitana Análisis Económico (México) Num.47 Vol.XXI
format Artículo científico
id redalyc_41304705
institution Redalyc
language en
publishDate 2006
publisher Universidad Autónoma Metropolitana
spellingShingle Are European Stock Markets Influencing Latin American Stock Markets?
Andrés Rivas
Economía y Finanzas
Latin America
Emerging Markets
Stock Markets Interdependence
Are European Stock Markets Influencing Latin American Stock Markets? Andrés Rivas Pedro H. Albuquerque Antonio Rodríguez Economía y Finanzas Latin America Emerging Markets Stock Markets Interdependence In this study, we examine the response of Latin American stock markets to movements inEuropean stock markets. Our results vary depending on the openness of the country interms of international trade. We find evidence that Latin American stock markets are affectedby Spanish stock market. Additionally, during the second and third-periods (1995 to 1998and 1999 to 2004) Spain appears to have much stronger ties (such as more trade) withBrazil and Chile, and this might explain why Brazil and Chile are affected from Spain andnot from the other European markets. This study uncovers two important findings. First,Spain has an effect on Latin American markets but these responses are not homogeneousacross markets. Second, the magnitude of Spain´s influence is different in each of the threesub-periods under study. 2006 artículo científico 0185-3937 https://www.redalyc.org/articulo.oa?id=41304705 en http://www.redalyc.org/revista.oa?id=413 Análisis Económico application/pdf Universidad Autónoma Metropolitana Análisis Económico (México) Num.47 Vol.XXI
title Are European Stock Markets Influencing Latin American Stock Markets?
topic Economía y Finanzas
Latin America
Emerging Markets
Stock Markets Interdependence
url https://www.redalyc.org/articulo.oa?id=41304705