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Michele Rílany Rodrigues Machado,Ivan Ricardo Gartner,Lúcio de Souza Machado
Pág. 435 - 468
This paper examined if macroeconomic variables individually have long-term relationship with Brazilian stock return rates, where the Ibovespa. For this, we applied the Markov-switching dynamic model with change in variance, between macroeconomic variable...
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