EMPIRICAL ANALYSIS OF THE PERFORMANCE, RISK AND CONDITIONAL CORRELATION OF THE BRAZILIAN’S SECTORIAL INDEXES

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...

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Bibliographic Details
Main Authors: Cássio Nóbrega Besarria, Wellington Charles Lacerda Nóbrega, Breno Silva Araújo, José Neto Alves, Fenelon Francisco Almeida, Valdeir Soares Monteiro, Ângelo Antonio Paula
Format: Article
Language:English
Published: Universidade do Oeste de Santa Catarina 2016-10-01
Series:RACE: Revista de Administração, Contabilidade e Economia
Online Access:https://portalperiodicos.unoesc.edu.br/race/article/view/10343

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