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Pedro Vartanian

Mackenzie Presbyterian University

Rua da Consolação 920

São Paulo, 010302907

Brazil

SCHOLARLY PAPERS

1

DOWNLOADS

55

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Is There a Possibility of Diversification Between Commodities and Ibovespa? Analysis of Volatility Transmission (2000‒2016)

Number of pages: 16 Posted: 02 Jan 2019
Pedro Vartanian
Mackenzie Presbyterian University
Downloads 55 (1,010,164)

Abstract:

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Contagion, Volatility, Commodities, Ibovespa, Multivariate GARCH