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75
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Todorov, Viktor
73
Ferraz, Claudio
72
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70
Lux, Thomas
70
Lucey, Brian M.
67
Asai, Manabu
66
Resende, Marcelo
65
Wohar, Mark E.
65
Soares, Rodrigo Reis
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1
Stock market spread trading : Argentina and
Brazil
stock indexes
Batten, Jonathan A.
;
Szilágyi, Péter G.
;
Wong, …
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 61-76
Persistent link: https://www.econbiz.de/10010465142
Saved in:
2
Effects of macroeconomic variables in equity indexes of
Brazil
, Russia, India and China (BRIC) under a new perspective
Costa, Alexandre
;
Filho, Reisoli Bender
;
Vieira, Kelmara
; …
- In:
The empirical economics letters : a monthly …
12
(
2013
)
12
,
pp. 1391-1399
Persistent link: https://www.econbiz.de/10010369910
Saved in:
3
Exact maximum likelihood and Bayesian estimation of the stochastic
volatility
model
Motta, Anderson C. O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
23
(
2003
)
2
,
pp. 183-226
Persistent link: https://www.econbiz.de/10002091175
Saved in:
4
Brazilian real futures trading and
volatility
in the Brazilian equity market
Brown, Cynthia Jane
;
Curci, Roberto
- In:
Latin American financial markets : developments in …
,
(pp. 99-111)
.
2004
Persistent link: https://www.econbiz.de/10002607796
Saved in:
5
Volatility
spillover among Islamic and others : emerging stock markets
Majdoub, Jihed
;
Houfi, Mohamed Ali
;
Harrathi, Nizar
- In:
6th International Finance Conference on Financial …
,
(pp. 246-260)
.
2011
Persistent link: https://www.econbiz.de/10009656376
Saved in:
6
A GARCH-VaR investigation on the Brazilian sectoral stock indices
Silva, Wilton Bernardino da
;
Brito, Leonardo
;
Ospina, …
- In:
Revista Brasileira de Finanças : RBFin
16
(
2018
)
4
,
pp. 573-610
Persistent link: https://www.econbiz.de/10012125475
Saved in:
7
Integration and
volatility
spillover among environmental, social and governance indices : evidence from BRICS countries
Sahoo, Satyaban
;
Kumar, Sanjay
- In:
Global business review
23
(
2022
)
6
,
pp. 1280-1298
Persistent link: https://www.econbiz.de/10013475339
Saved in:
8
Assessing the potential for asset diversification : an analysis of Brazilian stock indexes, Bitcoin, gold, crude oil and exchange rates
Ahmad Monir Abdullah
;
Hamdy Abdullah
;
Norazlan Alias
; …
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 53-83
Persistent link: https://www.econbiz.de/10014484661
Saved in:
9
A long-memory analysis for the CBOE
Brazil
ETF
volatility
index
Monte, Edson Zambon
- In:
International journal of emerging markets
18
(
2023
)
11
,
pp. 5155-5171
Persistent link: https://www.econbiz.de/10014460237
Saved in:
10
The
volatility
model of the ASEAN stock indexes
Singagerda, Faurani Santi
;
Septarina, Linda
;
Sanusi, Anuar
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
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