Measurement of financial contagion in latin america under the copulas approach

  • Fernández Castaño, Horacio (PI)
  • ARROYAVE GARCÍA, ANDRÉS (CoI)
  • CASAS HERNÁNDEZ, VICTOR DANIEL (CoI)
  • DIOSA PALACIO, MARÍA FERNANDA (CoI)
  • Castaño, Horacio Fernández (CoI)
  • GÓMEZ MÉNDEZ, LUCAS MATEO (CoI)
  • MONTOYA SALDARRIAGA, JUAN ESTEBAN (CoI)
  • Marin Rodriguez, Nini Johana (CoI)
  • OSPINA TORO, DANIELA (CoI)
  • TAMAYO GIL, LIZETH JOHANA (CoI)
  • TOBÓN FERNÁNDEZ, CATALINA (CoI)
  • VALENCIA GARCÍA, JORGE ANDREI (CoI)

Project Details

Description

It is very important that in the regions, banks, financial and non-financial companies are implemented and a permanent evaluation is made

Objective

Capture, using the theory of copulas, the nonlinear relationships between the stock indices of the five countries of latin america: argentina, brazil, chile, colombia and mexico, during the times of the crisis suppresses.

Expected results

Development of models where the relations of dependence between variables are valued with a new methodology.
StatusFinished
Effective start/end date9/02/109/09/11

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