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

Couleau, Anabelle2022-04-262022http://hdl.handle.net/10784/31179spaTodos 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 crisesmasterThesisinfo:eu-repo/semantics/closedAccessFINANZAS - ADMINISTRACIÓNMERCADO DE FUTUROSMERCADOSBOLSA DE VALORESHedgingFutures contractsMultivariate GARCH modelsEmerging marketsAcceso cerrado2022-04-26Arango Montoya, Valeria332.645 A662