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Cardon, L., Gutiérrez, M. and Agudelo, A.D. (2017) Volatility Transmission between US and Latin American Stock Markets: Testing the Decoupling Hypothesis. Research in International Business and Finance, 39, 115-127.
https://doi.org/10.1016/j.ribaf.2016.07.008

has been cited by the following article:

• TITLE: Erratum to “Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]

  AUTHORS: Hira Aftab, Rabiul Alam Beg, Sizhong Sun, Zhangyue Zhou

  KEYWORDS: Diagonal BEKK, QMLE, Diversification, Spillovers, Partial Co-Volatility, Bond Market, Stock Market, Money Market

  JOURNAL NAME: Theoretical Economics Letters, Vol.9 No.5, June 14, 2019

  ABSTRACT: The original online version of this article (Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach” [Theoretical Economics Letters, 2019, 9, 83-99]. https://doi.org/10.4236/tel.2019.91008) unfortunately contains some mistakes. The author wishes to correct the errors.