The Effects of Trade Wars Between US and China on the Financial Performances of the Companies

O estudo analisa a relação de causalidade entre o indicador bursátil brasileiro em relação a outros indicadores de bolsa de valores. Especificamente, o tempo de estudo incorpora a crise mundial causada pela covid-19 e a guerra pelo preço do petróleo. Utilizaram-se as séries diferenciadas, considerando a existência de raiz unitária; posteriormente, realizou-se a estimação do modelo VAR e a causalidade de Granger. Nos resultados, verifica-se que a causalidade entre o Ibovespa com o S&P500 e o Nikkei é bidirecional. Esses resultados são consistentes ao relacionar o grau de intercâmbio comercial e de origem do investimento estrangeiro no Brasil.

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Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P 500, Merval y Nikkei

Arevalo

Sousa

Meurer

2022

Cuad. Econ.

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The Effects of Trade Wars Between US and China on the Financial Performances of the Companies

Cited by 1 publication

References 28 publications

Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P 500, Merval y Nikkei

Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P 500, Merval y Nikkei

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