Resumo

SOSA, Miriam; BUCIO, Christian  e  CABELLO, Alejandra. Bric+México Capital Markets:Modeling Dependence with Copulas. Investig. adm. [online]. 2015, vol.44, n.115. ISSN 2448-7678.

The motivation and purpose of this study is to verify the intensity of dependence between markets BRIC -M ( Brazil, Russia , India , China 's Mexico) in a significant and characteristic period for these countries , ranging from moments before shaping BRIC dating from 1998 to 2013. copulations methodology is used , using various parameters . Evidence that in terms of integration of stock markets BRIC + M , there is a low to moderate even leading to international diversification segmentation between these countries is collected .

Palavras-chave : theory of copulation; BRIC; Mexico; dependence capital markets.

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