Search Results - subject:"IBOVESPA"

Interaction between Macroeconomics Variables and IBOVESPA, Brazilian Stock Market Index

Santos, Allan Silveira dos; Neto, Angelo Rondina; … - In: Transnational Corporations Review 5 (2013) 4, pp. 81-95

This paper analyzes the relations between macroeconomic variables and the Brazilian stock market index, the Ibovespa … Ibovespa reacts negatively to impulses in the exchange rate, interest rate differential and variations in the Selic rate … investors, which explains the considerable variation in the Ibovespa index during that period. …

Persistent link: https://www.econbiz.de/10010739438

Análise dos Saltos e Co-Saltos nas Séries do IBOVESPA, Dow Jones, Taxa de Juros, Taxa de Câmbio e no Spread do C-Bond

Ferreira, Roberto Tatiwa; Zachis, Savio de Melo - In: Economia 13 (2012) 1, pp. 15-34

IBOVESPA, Dow Jones, taxa de juros brasileira, taxa de câmbio e no spread do C-Bond e verificar se há co-movimentos abruptos … Logit. Dentre os resultados encontrados, destacam-se a resposta assimétrica dos saltos do IBOVESPA às novidades boas e ruins … e que os possíveis comovimentos entre Dow Jones e IBOVESPA são menos frequentes do que com os do spread do C-Bond. …

Persistent link: https://www.econbiz.de/10010854749

Rough sets : technical computer intelligence applied to financial market

Kaupa, Paulo Henrique; Sassi, Renato José - In: International journal of business innovation and research 13 (2017) 1, pp. 130-145

Persistent link: https://www.econbiz.de/10011724272

Evaluating stock exchange volatility in Brazil after its upgrade to investment grade

Cavalcante, Bruno Maia; Hillbrecht, Ronald - In: Revista brasileira de economia de empresas : … 15 (2015) 2, pp. 23-33

Persistent link: https://www.econbiz.de/10011562524

A study of the impact between the macroeconomic variables and the Brazilian stock exchange index through the vector autoregression and the vector error correction

Arruda Filho, Rubens Paes; Lima, Fabiano Guasti; … - In: Journal of international business and economics : JIBE 13 (2013) 2, pp. 109-116

Persistent link: https://www.econbiz.de/10009789548

Macroeconomc environment, country risk and stock market performance : evidence for Brazil

Montes, Gabriel Caldas; Tiberto, Bruno Pires - In: Economic modelling 29 (2012) 5, pp. 1666-1678

Persistent link: https://www.econbiz.de/10009667133

Macroeconomic environment, country risk and stock market performance: Evidence for Brazil

Montes, Gabriel Caldas; Tiberto, Bruno Pires - In: Economic Modelling 29 (2012) 5, pp. 1666-1678

stock market (Ibovespa). The study analyzes the role that macroeconomic fundamentals plays, but also the role that the …

Persistent link: https://www.econbiz.de/10010597515

Extração da Volatilidade do Ibovespa

Souza-Sobrinho, Nelson - Volkswirtschaftliche Fakultät, … - 2001

This paper estimates the conditional volatility of the main Brazilian stock market index (Ibovespa), using traditional … that both aproaches capture well Ibovespa's volatility, with a slight advantage of the EGARCH(1,1) model. Additionally, the …

Persistent link: https://www.econbiz.de/10005025693

Cointegração e Causalidade entre Indicadores Macroeconômicos e Índice Bovespa

Bertella, Mário; Silva, Roseli da; Pereira, Renan - Faculdade de Economia, Administração e Contabilidade … - 2009

O objetivo deste trabalho é investigar se as variáveis macroeconômicas locais e externas podem explicar o comportamento do índice da Bolsa de Valores de São Paulo (Bovespa) no período de 1995 a 2007. As variáveis macroeconômicas locais analisadas foram: índice de produção industrial,...

Persistent link: https://www.econbiz.de/10009360207

Dynamic parameters for Brazilian financial time series

Francisco, Gerson; Paiva, Claudio A. C.; Rosenfeld, Rogério - In: Economia aplicada : EA 6 (2002) 1, pp. 67-77

Persistent link: https://www.econbiz.de/10001715738