Sobre a sincronização de índices financeiros bancários – uma abordagem baseada em wavelets
DOI:
https://doi.org/10.1590/1980-53575234wpcPalavras-chave:
Crise da dívida soberana, Blocos comerciais, Contágio bancárioResumo
Nós acrescentamos à discussão sobre a transmissão dos ciclos de negócios, modelando a sincronização dos ciclos dos índices do setor bancário mundial, levando em consideração o comportamento variante no tempo e frequência específica das variáveis. Com base na coerência múltipla, coerência parcial, diferença de fase parcial e ganho parcial, encontramos regiões de coerência forte e significativa entre os parceiros do NAFTA e no núcleo europeu: França, Alemanha e Reino Unido. Em relação a esses blocos comerciais, também encontramos forte desempenho no período 2010 2012 em todas as frequências, período caracterizado pela crise da dívida soberana em alguns países europeu.
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Copyright (c) 2022 Cristiano da Costa da Silva, Paulo Rogério Faustino Matos, Wilson Silva Oliveira
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