DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone

In this paper we analyze the blue-chips (up to 50% of the total index) companies in the Eurozone. Our motivation being analysis of the effect of the 2008 financial crisis. For this purpose, we apply the DCCA cross-correlation coefficient (ρDCCA) between the country stock market index and their respe...

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Bibliographic Details
Main Author: Guedes, Everaldo (author)
Other Authors: Dionisio, Andreia (author), Ferreira, Paulo (author), Zebende, Gilney (author)
Format: article
Language:por
Published: 2017
Subjects:
Financial Crisis
Eurozone
DCCA
Blue chips
Online Access:http://hdl.handle.net/10174/21369
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/21369

Internet

http://hdl.handle.net/10174/21369

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