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- W2966841505 abstract "O artigo investiga co-movimentos nos mercados acionários de seis países da América Latina: Argentina, Brasil, Chile, Colômbia, México e Peru. Utilizou-se o modelo CoVaR para identificar o efeito contágio entre as bolsas de tais países, estimado por regressão quantílica. Assim, foi possível verificar o país que mais sofre e mais causa efeito contágio aos demais. Os resultados evidenciaram que: o Peru foi o país mais vulnerável ao risco; a Argentina, o país que menos influenciou o risco dos outros países analisados; e, México, seguido do Brasil, os países que mais contribuíram para o contágio dos demais." @default.
- W2966841505 created "2019-08-13" @default.
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- W2966841505 date "2016-07-11" @default.
- W2966841505 modified "2023-10-05" @default.
- W2966841505 title "CO-MOVIMENTOS ENTRE MERCADOS ACIONÁRIOS DA AMÉRICA LATINA: EVIDÊNCIAS COM O COVAR" @default.
- W2966841505 doi "https://doi.org/10.3232/gcg.2016.v10.n2.05" @default.
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