TY  - JOUR 
AU  - Dote Pardo, Jairo Stefano
AU  - Parra Domínguez, Javier
PY  - 2026
SN  - 0144-3585
UR  - http://hdl.handle.net/10366/170401
AB  - [EN]This study analyzes volatility dynamics and regional financial integration in European and Latin American equity markets under heightened global uncertainty and the growing relevance of sustainable finance.
It aims to assess volatility...
LA  - eng
PB  - Emerald
KW  - Volatility dynamics
KW  - Asymmetric GARCH
KW  - Half-life
KW  - Financial integration
KW  - Europe
KW  - Latin America
TI  - Asymmetric volatility and regional integration: an EGARCH–GJR analysis of Latin American and European equity markets
DO  - 10.1108/JES-10-2025-0793
T2  - Journal of Economic Studies
M2  - 1
ER  -