Search

Copyright of GeSec: Revista de Gestao e Secretariado is the property of Sindicato das Secretarias e Secretarios do Estado de Sao Paulo (SINSESP) and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of RACE- Revista de Administraçâo, Contabilidade e Economia is the property of Revista de Administracao, Contabeis e Economia-RACE and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

In this study, a analysis the dynamic of volatility was proposed in the Brazilian stock market sectors, thus making a study in the main sector indexes of BM&FBovespa. It was used the model of Markov Switching Regimes. As results, initially we observed the absence of leverage effect in the most part of the series. In addition, there was a predominance of asymmetry as well as the persistence of volatility for most part of regimes from the series. It was observed too, that there was a great similarity between the Brazilian stock market and the Financial sector, both with very closely regimes, besides having volatility with a characteristic of greater persistence after the year of 2013. Another similarity found was between the Public Utilities sector and the Eletric Energy sector, both characterized by the great alternation between the estimated regimes. Thus, it was possible to conclude that each sector of the Brazilian stock market has a different behavior, captured by the different estimated regimes. [ABSTRACT FROM AUTHOR]

Copyright of Revista de Finanças Aplicadas is the property of Grupo de Pesquisa em Financas Aplicadas and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Ciências Sociais em Perspectiva is the property of Revista Ciencias Sociais em Perspectiva and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Copyright of Perspectiva Econômica is the property of Universidade do Vale do Rio dos Sinos and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)