Cross- Hedging emerging stock indexes in Latin America with commodities and financial futures contracts in time of crises

Couleau, Anabelle2022-04-262022https://hdl.handle.net/10784/31179application/pdfengTodos los derechos reservadosCoberturaContratos de futurosCrisisCovid-19Modelos GARCH multivariadosMercados emergentesCross- Hedging emerging stock indexes in Latin America with commodities and financial futures contracts in time of crisesinfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/closedAccessFINANZAS - ADMINISTRACIÓNMERCADO DE FUTUROSMERCADOSBOLSA DE VALORESHedgingFutures contractsMultivariate GARCH modelsEmerging marketsAcceso metadatos2022-04-26Arango Montoya, Valeria332.645 A662reponame:Repositorio Institucional Universidad EAFITinstname:Universidad EAFITrepourl:https://repository.eafit.edu.cohttp://purl.org/coar/access_right/c_14cb