Relação entre Ibovespa e variáveis macroeconômicas : evidências a partir de um modelo Markov-switching
Alternative title: | Relationship between Ibovespa and macroeconomic variables : evidence from a Markov-switching model |
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Year of publication: |
2017
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Authors: | Machado, Michele Rílany Rodrigues ; Gartner, Ivan Ricardo ; Machado, Lúcio de Souza |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 15.2017, 3, p. 435-468
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Subject: | Ibovespa | Markov-switching dynamic model | Macroeconomic Variables | Long-term |
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