3 citations · 6 across the 3 of their papers we have counts for
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q-fin.ST2015
An empirical analysis of the relationships between crude oil, gold and stock markets
Semei Coronado, Rebeca Jiménez-Rodríguez, Omar Rojas
This paper analyzes the direction of the causality between crude oil, gold and stock markets for the largest economy in the world with respect to such markets, the US. To do so, we…
q-fin.ST2015★ 1 cited
A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective
Semei Coronado, Omar Rojas, Rafael Romero-Meza +1
In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, a…