Resposta do mercado de ações peruano ao impacto das notícias sobre a crise bancária dos EUA 2023

Autores

  • Pedro Pablo Chambi Condori Universidad Nacional Jorge Basadre Grohmann
  • Miriam Chambi Vásquez Universidad Nacional Mayor de San Marcos

DOI:

https://doi.org/10.15665/dem.v20i4.3287

Palavras-chave:

Volatilidad, Mercado bursátil, Causalidad, Contagio financiero

Resumo

O objetivo desta pesquisa foi encontrar evidências da resposta do mercado de ações peruano ao impacto das notícias da crise bancária americana no primeiro trimestre de 2023 e o tempo que levou para a resposta, bem como identificar a causalidade. Para o estudo, selecionamos a série histórica diária dos preços das ações dos bancos que entraram em crise no primeiro trimestre de 2023 e o índice geral da Bolsa de Valores de Lima. Os resultados mostraram uma resposta rápida com uma queda no índice do mercado de ações peruano.

Biografias Autor

Pedro Pablo Chambi Condori, Universidad Nacional Jorge Basadre Grohmann

El suscrito es Docente Investigador de la Universidad Nacional Jorge Basadre Grohmann de Tacna, Perú. Economista de Profesión con especialización en riesgos financieros.

Miriam Chambi Vásquez, Universidad Nacional Mayor de San Marcos

Doctorando en Ciencias Políticas en la Universidad Nacional Mayor de San Marcos, Lima, Perú

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Publicado

2022-12-30

Como Citar

Chambi Condori, P. P. ., & Chambi Vásquez, M. (2022). Resposta do mercado de ações peruano ao impacto das notícias sobre a crise bancária dos EUA 2023. Dimensión Empresarial, 20(4), 1-17. https://doi.org/10.15665/dem.v20i4.3287

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