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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2014
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| Materias: | |
| 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 |