Causality and Cointegration Analysis between Macroeconomic Variables and the Bovespa

The aim of this study is to analyze the causality relationship among a set of macroeconomic variables, represented by the exchange rate, interest rate, inflation (CPI), industrial production index as a proxy for gross domestic product in relation to the index of the São Paulo Stock Exchange (Bovespa...

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Detalles Bibliográficos
Autores principales: da Silva, Fabiano Mello, Coronel, Daniel Arruda, Vieira, Kelmara Mendes
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3938836/
https://www.ncbi.nlm.nih.gov/pubmed/24587019
http://dx.doi.org/10.1371/journal.pone.0089765

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3938836/
https://www.ncbi.nlm.nih.gov/pubmed/24587019
http://dx.doi.org/10.1371/journal.pone.0089765

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