Similar Search Results

Stock returns and volatility : the Brazilian case

Tabak, Benjamin Miranda; Guerra, Solange M. - In: Economia aplicada : EA 11 (2007) 3, pp. 329-346

Persistent link: https://www.econbiz.de/10003744773

Mergers and acquisitions and market volatility of Brazilian banking stocks : an application of GARCH models

Pessanha, Gabriel Rodrigo Gomes; Bruhn, Nádia Campos … - In: Latin American business review : journal of the … 17 (2016) 4, pp. 333-357

Persistent link: https://www.econbiz.de/10011649372

Long-range dependence in the returns and volatility of the Brazilian stock market

Assaf, Ata; Cavalcante, Jorge - In: European review of economics and finance 3 (2004) 4, pp. 5-22

Persistent link: https://www.econbiz.de/10002401411

Investor panic, IMF actions, and emerging stock market returns and volatility : a panel investigation

Hayo, Bernd; Kutan, Ali Mustafa - 2001

Persistent link: https://www.econbiz.de/10001637151

Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets

Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410

Persistent link: https://www.econbiz.de/10003765132

Brazil as a debtor, 1824 - 1931

Abreu, Marcelo de Paiva - In: The economic history review : a journal of economic and … 59 (2006) 4, pp. 765-787

Persistent link: https://www.econbiz.de/10003517882

Modeling and forecasting the volatility of Brazilian asset returns : a realized variance approach

Carvalho, Marcelo R. C.; Freire, Marco Aurélio; … - 2006

Persistent link: https://www.econbiz.de/10003390374

Chapter 9 The Asymmetry Effect and Volatility Persistence in Stock Market Returns: Evidence from Brazil, China, Mexico and Turkey

Kayral, Ihsan Erdem; Alagoz, Hilal Merve; Tandogan, … - In: Emerging market finance : new challenges and opportunities, (pp. 149-163). 2020

The aim of this study is to compare volatility persistence with daily volatility and to analyze the asymmetry effect of … of volatility and the daily volatility of the return series using the GARCH model application. The authors also examine … impact of the 2008 global financial crisis on various volatility measures and the leverage effect of emerging stock market …

Persistent link: https://www.econbiz.de/10015088440

Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil

Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213

Persistent link: https://www.econbiz.de/10009779296

Conservation payments under uncertainty

Engel, Stefanie; Palmer, Charles; Taschini, Luca; … - In: Land economics : applied research on environmental resources 91 (2015) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10011284402