Results 131 to 140 of about 7,920 (199)
The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil [PDF]
This paper studies the dynamic relationship between stock prices and exchange rates in the Brazilian economy. We use recently developed unit root and cointegration tests, which allow endogenous breaks, to test for a long run relationship between these ...
Benjamin M. Tabak
core
Do stock markets love misery? Evidence from the COVID-19. [PDF]
Financ Res Lett, 2021 Sergi BS, Harjoto MA, Rossi F, Lee R.
europepmc +1 more source
Measuring complexity in Brazilian economic crises. [PDF]
PLoS One, 2017 Mortoza LP, Piqueira JR.
europepmc +1 more source
Opinion dynamics in financial markets via random networks. [PDF]
Proc Natl Acad Sci U S A, 2022 Granha MFB +4 more
europepmc +1 more source
Causalidade das variáveis macroeconômicas sobre o Ibovespa. [PDF]
, 2004 Gustavo de Souza Groppo
openalex +1 more source
Stock market efficiency: An intraday case of study about the G-20 group. [PDF]
Heliyon, 2022 Zebende GF +2 more
europepmc +1 more source
Generalized Hyperbolic Distributions and Brazilian Data [PDF]
The aim of this paper is to discuss the use of the Generalized Hyperbolic Distributions to fit Brazilian assets returns. Selected subclasses are compared regarding goodness of fit statistics and distances.
Aquiles Farias, José Fajardo
core
Modelagem e previsão de volatilidade determinística e estocástica para a série do Ibovespa
, 2021 Igor Alexandre Clemente de Morais +1 more
openalex +1 more source