Value-at-risk in times of crisis: an analysis in the Brazilian market (2015)
- Authors:
- USP affiliated authors: PIMENTA JÚNIOR, TABAJARA - FEARP ; LIMA, FABIANO GUASTI - FEARP ; BONACIM, CARLOS ALBERTO GRESPAN - FEARP
- Unidade: FEARP
- DOI: 10.5897/AJBM2015.7695
- Subjects: CRISE FINANCEIRA; MERCADO FINANCEIRO; INDICADORES ECONÔMICOS; OPERAÇÃO FINANCEIRA; INVESTIMENTOS
- Language: Inglês
- Imprenta:
- Source:
- Título: African Journal of Business Management
- ISSN: 1993-8233
- Volume/Número/Paginação/Ano: v. 9, n. 5, p. 223-232, 2015
- Este artigo possui versão em acesso aberto
- URL de acesso aberto
- PDF de acesso aberto
- Versão do Documento: Versão publicada (Published version)
-
Status: Artigo publicado em periódico de acesso aberto (Gold Open Access) -
ABNT
GAIO, Luiz Eduardo et al. Value-at-risk in times of crisis: an analysis in the Brazilian market. African Journal of Business Management, v. 9, n. 5, p. 223-232, 2015Tradução . . Disponível em: https://doi.org/10.5897/AJBM2015.7695. Acesso em: 13 mar. 2026. -
APA
Gaio, L. E., Pimenta Júnior, T., Lima, F. G., & Bonacim, C. A. G. (2015). Value-at-risk in times of crisis: an analysis in the Brazilian market. African Journal of Business Management, 9( 5), 223-232. doi:10.5897/AJBM2015.7695 -
NLM
Gaio LE, Pimenta Júnior T, Lima FG, Bonacim CAG. Value-at-risk in times of crisis: an analysis in the Brazilian market [Internet]. African Journal of Business Management. 2015 ; 9( 5): 223-232.[citado 2026 mar. 13 ] Available from: https://doi.org/10.5897/AJBM2015.7695 -
Vancouver
Gaio LE, Pimenta Júnior T, Lima FG, Bonacim CAG. Value-at-risk in times of crisis: an analysis in the Brazilian market [Internet]. African Journal of Business Management. 2015 ; 9( 5): 223-232.[citado 2026 mar. 13 ] Available from: https://doi.org/10.5897/AJBM2015.7695 - The “week-day effect” anomaly in the behavior of stock index returns of Brazil, Mexico and the USA
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