Browsing Produção Intelectual em Bases Externas by Author "Arruda, Bruno Pontes de"
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Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno Pontes de; Pereira, Pedro L. Valls
2013-12-01In this article, we test the hypothesis of contagion amongst sectors within the United States' economy during the subprime crisis. The econometric methodology applied here is based on the dynamic conditional correlation ...


