Mergers and acquisitions and market volatility of Brazilian banking stocks : an application of GARCH models
Gabriel Rodrigo Gomes Pessanha, Nádia Campos Pereira Bruhn, Cristina Lelis Leal Calegario, Thelma Sáfadi, and Leiziane Neves de Ázara
| Year of publication: |
October-December 2016
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| Authors: | Pessanha, Gabriel Rodrigo Gomes ; Bruhn, Nádia Campos Pereira ; Calegario, Cristina Lelis Leal ; Sáfadi, Thelma ; Ázara, Leiziane Neves de |
| Published in: |
Latin American business review : journal of the Business Association of Latin American Studies (BALAS). - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1097-8526, ZDB-ID 1446446-9. - Vol. 17.2016, 4, p. 333-357
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| Subject: | GARCH class models | M&As announcements | stock market returns | volatility | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Übernahme | Takeover | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Brasilien | Brazil | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer und portugiesischer Sprache |
| Other identifiers: | 10.1080/10978526.2016.1232596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011649372