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COVID-19 Impact on Brazilian Stocks Analysis by International Journal of Innovative Science and Research Technology is a document available to read on EtoBox.

What is COVID-19 Impact on Brazilian Stocks Analysis about?

This article analyzes the dynamics of the Brazilian stock market (Ibovespa) using the Markov Switching Dynamic Regression model from January 2005 to December 2020, highlighting the effects of the subprime and COVID-19 crises. It identifies two regimes: low volatility (regime 1) and high volatility (regime 2), with regime 1 being more persistent. The findings indicate that the Ibovespa experienced low volatility for 186 months and high volatility during the crises for about 6 months.

Author

International Journal of Innovative Science and Research Technology

Language

EN