A study of the impact between the macroeconomic variables and the Brazilian stock exchange index through the vector autoregression and the vector error correction
Year of publication: |
2013
|
---|---|
Authors: | Arruda Filho, Rubens Paes ; Lima, Fabiano Guasti ; Júnior, Tabajara Pimenta ; da Silva Filho, Antônio Carlos |
Published in: |
Journal of international business and economics : JIBE. - [Erscheinungsort nicht ermittelbar] : IABE, ISSN 1544-8037, ZDB-ID 2529293-6. - Vol. 13.2013, 2, p. 109-116
|
Subject: | stock market | macroeconomic variables | Ibovespa | vector autoregression (VAR) | vector error correction (VEC) | VAR-Modell | VAR model | Kointegration | Cointegration | Aktienmarkt | Stock market | Brasilien | Brazil | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index |
-
Macroeconomic variables and stock market indices : asymmetric dynamics in the US and Canada
Bhuiyan, Erfan M., (2020)
-
Long-run relationship between macroeconomic variables and stock market : evidence from India
Tripathy, Nalini Prava, (2012)
-
Macroeconomic variables and the Kenyan equity market : a time series analysis
Mutuku, Cyrus, (2015)
- More ...
-
Arruda Filho, Rubens Paes, (2013)
-
The Brazilian stock market of the new millennium: an efficiency test
Gaio, Luiz Eduardo, (2009)
-
Value-at-risk performance in emerging and developed countries
Gaio, Luiz Eduardo, (2018)
- More ...