Risco sistêmico : uma análise de quebras estruturais nos índices setoriais brasileiros através do modelo CoVaR
Anna Paola Fernandes-Freire, Aline Moura-Costa-da-Silva, Otávio Ribeiro-de-Medeiros, Paulo Roberto da-Nóbrega-Cavalcante
| Alternative title: | Systemic risk : an analysis of structural breaks of Brazilian industrial sector stock indices using CoVaR El riesgo sistémico : un análisis de los cambios estructurales en los índices accionarios sectoriales de Brasil a través del modelo CoVaR |
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| Year of publication: |
2017
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| Authors: | Freire, Anna Paola Fernandes ; Silva, Aline Moura Costa da ; Medeiros, Otavio Ribeiro de ; Cavalcante, Paulo Robertoa da Nóbrega |
| Published in: |
Revista globalización, competitividad y gobernabilidad : revista cuatrimestral : GCG. - Washington, D.C. : Georgetown University's Latin America Leadership Program, ISSN 1988-7116, ZDB-ID 2525542-3. - Vol. 11.2017, 3, p. 74-89
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| Subject: | Systemic risk | Structural breaks | Stock market | Industrial Indices | CoVaR | Brazil |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Notes: | Zusammenfassungen in englischer und spanischer Sprache |
| Other identifiers: | 10.3232/GCG.2017.V11.N3.04 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011988462