Impacto da variação do preço das commodities na bolsa peruana (2010-2019)

DOI:  https://doi.org/10.12804/revistas.urosario.edu.co/economia/a.15737

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Publicado: nov 18, 2025
Edição: v. 27 n. 2 (2024):
Seção Artigos


Palavras-chave: commodities modelo EGARCH índices acionários bolsa de valores Peru

Conteúdo do artigo principal

Autores

  Héctor Javier Bendezú Jiménez
Universidad Nacional Mayor de San Marcos
  Mauro Jesús Camacho Gadea
Universidad Continental

Resumo

O objetivo deste artigo é identificar o impacto da variação diária dos preços internacionais do cobre, do ouro e do zinco sobre o retorno e a volatilidade diária do Índice Geral S&P/bvl Peru, da Bolsa de Valores de Lima. Os resultados confirmam que existe uma relação direta entre a variação dos preços das commodities e o desempenho do mercado acionário de Lima. Além disso, há evidências de efeitos transitórios, porém persistentes, dos choques sobre a variância condicional estimada, bem como de uma relação assimétrica entre os retornos e a variância.

Como Citar
Bendezú Jiménez, H. J., & Camacho Gadea, M. J. (2025). Impacto da variação do preço das commodities na bolsa peruana (2010-2019). Revista De Economía Del Rosario, 27(2). https://doi.org/10.12804/revistas.urosario.edu.co/economia/a.15737
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