RACE: Revista de Administração, Contabilidade e Economia, 2010 A presente pesquisa teve como objetivo quantificar a importância dos preços internacionais das commodities na Bolsa de Valores de São Paulo - Bovespa. Para quantificar esse efeito, foram realizadas estimações econométricas, avaliando a relação entre o ...
Igor Vasconcelos Nogueira +1 more
doaj
COVID-19: Tail risk and predictive regressions. [PDF]
PLoS One, 2022 Distaso W +3 more
europepmc +1 more source
The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case [PDF]
In this paper the random walk hypothesis is tested for a set of daily Brazilian stock data given by the São Paulo Stock Exchange Index (IBOVESPA) in the period of 1986-1998.
Benjamin Miranda Tabak
core
Volatility Spillover Effects in Founding Members of BRICS Stock Markets: A DCC-GARCH Perspective
EconomiesThis study explores how the volatility spillover mechanism and dynamic dependence among the founding BRICS equity markets, namely IBOVESPA, MICEX, Nifty 50, SSE, and JSE, have evolved over time using a multivariate DCC-GARCH model.
Pravin Kumar Agrawal +3 more
doaj +1 more source
O Moving Average Convergence Convergence-Divergence como Ferramenta para a Decisão de Investimentos no Mercado de Ações [PDF]
RAC: Revista de Administração Contemporânea, 2009 The increase in the number of investors at Bovespa since 2000 is due to stabilized inflation and falling interest rates. The use of tools that assist investors in selling and buying stocks is very important in a competitive and risky market.
Rodrigo Silva Vidotto +2 more
doaj
Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market. [PDF]
Comput Econ, 2021 Duarte JJ +2 more
europepmc +1 more source
Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets [PDF]
We explore the relative weekly stock market volatility forecasting performance of the linear univariate MIDAS regression model based on squared daily returns vis-a-vis the benchmark model of GARCH(1,1) for a set of four developed and ten emerging market ...
Alper, C. Emre +2 more
core +1 more source
What moves stock prices? an approach on the influence of news on stock market [PDF]
, 2012 Esta pesquisa analisou os dias de negociação da Bolsa de Valores de São Paulo, entre 1990 a 2011, e selecionou as maiores altas e as maiores baixas. A fonte inspiradora foi o trabalho de Cutler et al. (1989).
Carvalho, Claudilene Chaves de +2 more
core
Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy [PDF]
This paper has three original contributions. The first is the reconstructioneffort of the series of employment and income to allow the creation of a newcoincident index for the Brazilian economic activity.
Issler, João Victor +2 more
core