Volatilidade setorial : análise de causalidade e transbordamentos cambiais e financeiros
André Nunes Maranhão, Rodrigo Fortes Lopes
| Year of publication: |
2022
|
|---|---|
| Authors: | Maranhão, André Nunes ; Lopes, Rodrigo Fortes |
| Published in: |
Revista brasileira de economia de empresas. - Brasília : [Verlag nicht ermittelbar], ISSN 1676-8000, ZDB-ID 2439386-1. - Vol. 22.2022, 1, p. 75-104
|
| Subject: | Multivariate GARCH | CN test | Volatility Spillover | Stock market sector | Lead-lag |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Portuguese |
| Notes: | Zusammenfassung in englischer Sprache |
| Other identifiers: | 10.31501/rbee.v22i1.13056 [DOI] hdl:11159/13137 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013552470