The Contagion of the Subprime Crisis in the Sector Indices of the Brazilian Stock Market: An Approach to Multivariate Conditional Volatility Models.
| Autor: | Ferreira, Douglas Marcos1 douglasferreira@ufsj.edu.br, Bornacki de Mattos, Leonardo2 lbmattos@ufv.br |
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| Zdroj: | Brazilian Business Review (English Edition). Jan/Feb2024, Vol. 21 Issue 1, p1-23. 23p. |
| Databáze: | Business Source Ultimate |
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