Worldwide Stock Exchanges Indices
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1. Análise de convergência de performance das bolsas de valores: a situação do ibovespa no cenário mundial / Convergence analysis of performance of stock values: the state of the Bovespa index on the world stage
This work analyses the validity of the hypothesis of common growth trend in the evolution of indices traded in the 36 of the major stock exchanges worldwide allocated in economies with different development levels, located on all continents, during the period from January 1998 to December 2007, based on semi parametric approach developed by Philips and Sul (
Publicado em: 2009