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dc.contributor.CRUESPUNIVERSIDADE ESTADUAL DE CAMPINASpt_BR
dc.contributor.authorunicampGaio, Luiz Eduardo-
dc.typeArtigopt_BR
dc.titleInterdependence and contagion in the period of crisispt_BR
dc.contributor.authordos Santos, Carolina Macagnani-
dc.contributor.authorGaio, Luiz Eduardo-
dc.contributor.authorPimenta Junior, Tabajara-
dc.contributor.authorCicconi, Eduardo Garbes-
dc.subjectMercadopt_BR
dc.subject.otherlanguageMarketingpt_BR
dc.description.abstractThe purpose of this paper is to investigate whether the relationship of interdependence and contagion between BRICS countries and emerging non-BRICS countries is similar to that observed between developed countries and emerging BRICS countries. The authors analyzed 15 markets: 5 BRICS, 5 developed (USA, Japan, Germany, England and France) and 5 emerging markets (Mexico, Indonesia, Turkey, Iran and Poland). Based on the time series of returns of the main stock indexes of each country, referring to the period from 2008 to 2018, the authors applied Granger causality tests, vector auto-regression and the dynamic conditional correlation-GARCH model. The results led to the rejection of the main hypothesis and showed adherence to the behaviors predicted in the literature for the relations between the groups of markets. This paper, besides analyzing the interdependence between markets in times of crisis, analyzes the effect of contagion between developed and emerging marketspt_BR
dc.relation.ispartofInternational journal of emerging marketspt_BR
dc.relation.ispartofabbreviationInt. j. emerg. mark.pt_BR
dc.publisher.cityBingleypt_BR
dc.publisher.countryReino Unidopt_BR
dc.publisherEmeraldpt_BR
dc.date.issued2019-
dc.date.monthofcirculationDec.pt_BR
dc.language.isoengpt_BR
dc.description.volume14pt_BR
dc.description.issuenumber5pt_BR
dc.description.firstpage1013pt_BR
dc.description.lastpage1031pt_BR
dc.rightsFechadopt_BR
dc.sourceWOSpt_BR
dc.identifier.issn1746-8809pt_BR
dc.identifier.eissn1746-8817pt_BR
dc.identifier.doi10.1108/IJOEM-05-2018-0216pt_BR
dc.identifier.urlhttps://www.emerald.com/insight/content/doi/10.1108/IJOEM-05-2018-0216/full/htmlpt_BR
dc.date.available2020-05-14T15:45:46Z-
dc.date.accessioned2020-05-14T15:45:46Z-
dc.description.provenanceSubmitted by Mariana Aparecida Azevedo (mary1@unicamp.br) on 2020-05-14T15:45:46Z No. of bitstreams: 0. Added 1 bitstream(s) on 2020-08-27T19:17:23Z : No. of bitstreams: 1 000497872800014.pdf: 402576 bytes, checksum: 53c50b8ca77d3fb52397c3f3b536dc5d (MD5)en
dc.description.provenanceMade available in DSpace on 2020-05-14T15:45:46Z (GMT). No. of bitstreams: 0 Previous issue date: 2019en
dc.identifier.urihttp://repositorio.unicamp.br/jspui/handle/REPOSIP/341410-
dc.contributor.departmentsem informaçãopt_BR
dc.contributor.unidadeFaculdade de Ciências Aplicadaspt_BR
dc.subject.keywordEmerging marketspt_BR
dc.subject.keywordContagionpt_BR
dc.subject.keywordInterdependencept_BR
dc.identifier.source000497872800014pt_BR
dc.creator.orcid0000-0003-3106-7649pt_BR
dc.type.formArtigopt_BR
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