Connectivity among the returns of sectoral indices of the Brazilian capital market
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DOI: 10.1108/jes-08-2023-0442
Abstract: PurposeAs specific objectives, we intend to: (1) measure the connectivity between the spillovers of returns from the financial and nonfinancial sectors of the Brazilian stock market; (2) estimate the spillovers of individual returns for each… read more here.
Keywords: sectoral indices; market; among returns; stock ... See more keywords