EMPIRICAL ANALYSIS OF THE PERFORMANCE, RISK AND CONDITIONAL CORRELATION OF THE BRAZILIAN’S SECTORIAL INDEXES
This paper aims to analyze both the volatility patterns and performance of the sectorial indexes of Bovespa’s main stocks and to investigate the temporal structure of the conditional correlation between these, from January 04, 2011 to November 19, 2013. The results obtained from the conditional CAPM...
| Main Authors: | , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade do Oeste de Santa Catarina
2016-10-01
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| Series: | RACE: Revista de Administração, Contabilidade e Economia |
| Online Access: | https://portalperiodicos.unoesc.edu.br/race/article/view/10343 |