Aluno: Guilherme LuÍs SimÕes Mendes
Resumo
This study examines the impact of COVID-19 and Russia's Ukraine invasion on global stock markets, focusing on five major indices. Using VAR-MGARCH analysis, it finds increased volatility and interdependencies among these indices during these events, highlighting the global financial markets' interconnectedness and the importance of international cooperation and effective risk management in crisis times.
Trabalho final de Mestrado