S&P500 volatility and Brexit contagion

Abstract This paper investigated the existence of contagion between S&P500 and FTSE100 stock indexes, the two major stock exchange markets in the world, due to Brexit. Brexit caused a wave of volatility in international financial markets and the immediate reaction in US market has brought instab...

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Veröffentlicht in:	Gestão & Produção 2023, Vol.30
Hauptverfasser:	Gomes, Matheus Vinicius, Cicogna, Maria Paula Vieira
Format:	Artikel
Sprache:	eng
Schlagworte:	ENGINEERING, MANUFACTURING
Online-Zugang:	Volltext
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