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- W2273624769 abstract "In this paper we find that Fama and French factors can explain the future behavior of three macroeconomic variables of the Brazilian economy: GDP, industrial production and inflation. The results show that these three factors explain the future behavior of the macroeconomic variables with a six-month lag, that SMB is positively correlated with economic growth and negatively with inflation and that HML is positively correlated with economic growth and negatively with inflation." @default.
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- W2273624769 date "2010-01-01" @default.
- W2273624769 modified "2023-10-16" @default.
- W2273624769 title "Fama-French Three Factors, Business Cycles and Inflation in Brazil" @default.
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- W2273624769 doi "https://doi.org/10.2139/ssrn.1969481" @default.
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