...-EGARCH model Redes financieras Índices bursátiles americanos Correlación dinámica Contagio Modelo DCC-EGARCH G01 G15 C32 F36 Interdependencies and contagion phenomena of financial markets have always been at the core of the attention of finance and economics researchers...

... as follows: (3.2) R i , t = 100 * [ log ( P i , t ) − log ( P i , t − 1 ) ] Mercados bursátiles Comportamiento de manada Mercados financieros internacionales América Latina Diversificación internacional G01 G12 G15 G01 G12 G15...

... the future cash flows that the entity will generate and, therefore, to determine the value of the company (Ansón et al., 1997). C53 D53 E65 F17 G15 M41 Ibex-35 valor contable valor de mercado modelos de predicción Extreme gradient boosting In an increasingly globalized...

... rights only IFRS Accounting conservatism Latin America International accounting NIIF Conservadurismo contable Latinoamérica Contabilidad Internacional G15 G38 M40 M48 Specifically, we analyze the heterogeneous response of conditional conservatism to IFRS mandatory adoption...

... at: ricardoleal@coppead.ufrj.br Equally weighed portfolios Stock selection Stock fund performance Portfolio management Brazilian stock market carteiras igualmente ponderadas seleção de ações desempenho dos fundos de ações gerenciamento de carteiras mercado de ações brasileiro G11 G15...

... and Lantto, 2010 ; Lantto and Sahlström, 2009) and if the market rewards this type of initiative (Armstrong et al., 2010). These studies have focussed mainly on European and Asian economies, and, as such, there is scarce evidence for South America. C30 C33 G15 G32 IFRS Estudio de...