[en] STUDY REGARDING THE RELATIONSHIP BETWEEN IMPLIED VOLATILITY INDEX IVOL-BR AND FUTURE RETURNS OF BRAZILIAN STOCK MARKET AND ECONOMIC SECTORS

[en] STUDY REGARDING THE RELATIONSHIP BETWEEN IMPLIED VOLATILITY INDEX IVOL-BR AND FUTURE RETURNS OF BRAZILIAN STOCK MARKET AND ECONOMIC SECTORS

[pt] Este estudo tem como objetivo averiguar, primeiramente, se o índice de volatilidade implícita brasileiro, o IVol-BR, pode ser considerado um indicador antecedente dos retornos futuros do mercado acionário brasileiro dado que o IVol-BR representa a volatilidade esperada do índice Bovespa (Iboves...

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Bibliographic Details
Main Author:	PALOMA VANNI CAINELLI
Other Authors:	ANTONIO CARLOS FIGUEIREDO PINTO
Language:	pt
Published:	MAXWELL 2019
Subjects:	[pt] REGRESSAO [en] REGRESSION [pt] IBOVESPA [en] IBOVESPA [pt] IVOL-BR [en] IVOL-BR [pt] RETORNOS FUTUROS [en] FUTURE RETURNS [pt] SETORES ECONOMICOS [en] ECONOMIC SECTORS
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37831@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=37831@2 http://doi.org/10.17771/PUCRio.acad.37831

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