Volatilidade no mercado brasileiro: o efeito das crises político-econômicas: um estudo de causalidade
This work seeks for relationship between information flows and market volatility in the Brazilian Stock Market. The Brazilian economy, with several informational shocks in the last five years, is an interesting field for this kind of study. Correlation, Granger-causality and cointegration were the t...
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| Formato: | report |
| Idioma: | por |
| Publicado em: |
2009
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10438/2956 |
| País: | Brasil |
| Oai: | oai:bibliotecadigital.fgv.br:10438/2956 |