A study of the impact between the macroeconomic variables and the Brazilian stock exchange index through the vector autoregression and the vector error correction
Rubens Paes Arruda Filho; Fabiano Guasti Lima; Tabajara Pimenta Júnior; Antônio Carlos da Silva Filho
| Year of publication: |
2013
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|---|---|
| Authors: | Arruda Filho, Rubens Paes ; Lima, Fabiano Guasti ; Júnior, Tabajara Pimenta ; da Silva Filho, Antônio Carlos |
| Published in: |
Journal of international business and economics : JIBE. - [Erscheinungsort nicht ermittelbar] : IABE, ISSN 1544-8037, ZDB-ID 2529293-6. - Vol. 13.2013, 2, p. 109-116
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| Subject: | stock market | macroeconomic variables | Ibovespa | vector autoregression (VAR) | vector error correction (VEC) | VAR-Modell | VAR model | Kointegration | Cointegration | Aktienmarkt | Stock market | Brasilien | Brazil | Börsenkurs | Share price | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009789548