Are foreigners the vectors of Contagion? A study of six emerging markets

We investigate for the role of Foreigners, Local Institutions and Local individuals in days of Contagion in a set of six emerging markets from 2007 to 2016. We propose a new and intuitive continuous measure of Contagion based on the probability of a coincidence of daily negative returns in both the...

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Autores:

Agudelo, Diego A.
Múnera, Daimer J.

Tipo de recurso:

Fecha de publicación:

2018

Institución:

Universidad EAFIT

Repositorio:

Repositorio EAFIT

Idioma:

eng

OAI Identifier:

oai:repository.eafit.edu.co:10784/13128

Acceso en línea:

http://hdl.handle.net/10784/13128

Palabra clave:

Contagion
Foreign flows
Institutional investors
Individual investors
Emerging Markets

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