Impactos do Índice Dow Jones, Commodities e Câmbio sobre o Ibovespa: uma Análise do Efeito Contágio
The purpose of this research is to evaluate the existence of contagion effects of the Dow Jones index, commodity prices and exchange rate on the trajectory of the Bovespa index in the period 1999-2010, and analyze the longterm relationships between the variables. The theoretical framework is based o...
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Format: | Article |
Language: | English |
Published: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
2012-07-01
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Series: | RAC: Revista de Administração Contemporânea |
Subjects: | |
Online Access: | http://www.anpad.org.br/periodicos/arq_pdf/a_1339.pdf |