Return levels shifts across regimes for S&P 500 and Ibovespa returns: a VARX approach with commodities, political changes and crisis as exogenous variables

Fernandes Schiessl, Gutemberg

Ada University Of Tartu Library · Other

magistritööd, võrguväljaanded, master's theses

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Return levels shifts across regimes for S&amp;P 500 and Ibovespa returns: a VARX approach with commodities, political changes and crisis as exogenous variables