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Applied Economics Letters Volume 9, 2002 - Issue 6
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Original Articles

Permanent structural changes in the Brazilian economy and long memory: a stock market perspective

Marcelo Resende Instituto de Economia, Universidade Federal do Rio de Janeiro, Av. Pasteur 250, Urca, 22290-240, Rio de Janeiro-RJ, Brazil
&
Nilson Teixeira Credit Suisse First Boston, Av. Brigadeiro Faria Lima 3064, 13th, 01451-000, São Paulo-SP, Brazil
Pages 373-375 | Published online: 07 Oct 2010

Citations (15)

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Read on this site (4)

Jian Liu, Xin Hu & Lizhao Yan. (2023) Structural Change Features and Influencing Factors of China’s Carbon Price. Emerging Markets Finance and Trade 59:14, pages 3952-3967.
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Gourishankar S. Hiremath & Jyoti Kumari. (2015) Is There Long Memory in Indian Stock Market Returns? An Empirical Search. Journal of Asia-Pacific Business 16:2, pages 128-145.
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Luis A. Gil-Alana. (2008) Real GDP growth rates across countries: long memory and mean shifts. Applied Economics Letters 15:6, pages 449-455.
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A. C.-L. Chian, E. L. Rempel & C. Rogers. (2007) Crisis-induced intermittency in non-linear economic cycles. Applied Economics Letters 14:3, pages 211-218.
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Articles from other publishers (11)

Edson Zambon Monte. (2022) A long-memory analysis for the CBOE Brazil ETF volatility index. International Journal of Emerging Markets 18:11, pages 5155-5171.
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Kemal EYÜBOĞLU & Sinem EYÜBOĞLU. (2022) BIST ANA SEKTÖR ENDEKSLERİNDE ZAYIF FORMDA ETKİNLİĞİN YAPISAL KIRILMALI UZUN HAFIZA MODELLERİ İLE ANALİZİANALYSIS OF WEAK-FORM EFFICIENCY WITH STRUCTURAL FRACTURE LONG MEMORY MODELS IN BIST MAIN SECTOR INDEXES. Abant Sosyal Bilimler Dergisi 22:2, pages 702-720.
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Massimiliano Giacalone & Demetrio Panarello. (2022) A Nonparametric Approach for Testing Long Memory in Stock Returns’ Higher Moments. Mathematics 10:5, pages 707.
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Emrah İsmail ÇEVİK & Serhat SEZEN. (2020) BANKACILIK SEKTÖRÜ İÇİN ETKİN PİYASALAR HİPOTEZİNİN UZUN HAFIZA MODELLERİ ANALİZİTHE ANALYSIS OF THE EFFICIENT MARKET HYPOTHESIS FOR BANKING SECTOR BY USING LONG MEMORY MODELS. Yönetim ve Ekonomi Araştırmaları Dergisi 18:1, pages 332-351.
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Saint Kuttu. (2018) Modelling long memory in volatility in sub-Saharan African equity markets. Research in International Business and Finance 44, pages 176-185.
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Gourishankar S. HiremathGourishankar S. Hiremath. 2014. Indian Stock Market. Indian Stock Market 85 98 .
David G. McMillan & Pako Thupayagale. (2009) The efficiency of African equity markets. Studies in Economics and Finance 26:4, pages 275-292.
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keith jefferis & pako thupayagale. (2008) LONG MEMORY IN SOUTHERN AFRICAN STOCK MARKETS. South African Journal of Economics 76:3, pages 384-398.
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Sang Hoon Kang & Seong-Min Yoon. (2008) Long memory features in the high frequency data of the Korean stock market. Physica A: Statistical Mechanics and its Applications 387:21, pages 5189-5196.
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Jun Nagayasu. (2003) The Efficiency of the Japanese Equity Market. IMF Working Papers 03:142, pages 1.
Crossref
Jun Nagayasu. 2003. The Japanese Finance: Corporate Finance and Capital Markets in .... The Japanese Finance: Corporate Finance and Capital Markets in ... 155 171 .

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