Listagem FGV EAESP - GVcepe - Artigos Acadêmicos por Assunto "Risco (Economia)"

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    • Analysis of co-movements between the capital markets in Brazil and the United States 

      Bergmann, Daniel Reed; Savoia, José Roberto Ferreira; Silva, Wesley Mendes da; Oliveira, Mauri Aparecido de; Nakamura, Wilson Toshiro
      2011
      In this article copula theory is used to analyze the co-movements between the Brazilian and American capital markets. To formulate an effective asset allocation strategy, it is important to understand extreme events – both ...