VOLATILIDADE E CORRELAÇÕES CONDICIONAIS NO MERCADO EM PERÍODOS DE CRISE

The study analyzed co-movements and contagions in Latin American stock markets, testing the benefits of diversification in times of crisis. The period investigated was from January 2000 to December 2018, testing the correlations through Asymmetric Dynamic Conditional Correlation models. The results...

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Veröffentlicht in:	Revista Eletrônica de Estratégia & Negócios 2024-02, Vol.16, p.e18340
Hauptverfasser:	Gomes Borges, Wemerson, Ferreira Carvalho, Luciano, Cesar Lima, Nilton, Reina, Donizete
Format:	Artikel
Sprache:	por
Online-Zugang:	Volltext
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