Monte, Edson Zambon; Defanti, Lucas Barbosa - 2021
(SP500) to the Brazilian stock market (IBOVESPA and sectoral indexes). Estimates were performed by GARCH/BEKK methodology … political, regardless of the international scenario ("critical events"), affected the volatility of the Brazilian stock market …), contributing to a better understanding of the behavior of the Brazilian stock market vis-à-vis the American stock market and the …