Media type: E-Article Title: Dividendos e volatilidades : spillover e causalidade em segunda ordem, cambial e financeira Parallel title: Dividends and volatilities : spillover and second order foreign exchange andfinancial causality Contributor: Maranhão, André Nunes [Author]; Moreira, Guilherme Costa Chadud [Author] Published: 2021 Published in: Revista Brasileira de Finanças ; 19(2021), 4 vom: Okt./Dez., Seite 28-85 Language: Portuguese DOI: 10.12660/rbfin.v19n4.2021.82227 Identifier: Keywords: Multivariate GARCH ; Granger Causality ; Principal Components Analysis ; Exchange shock ; Lead-lag effect ; Stock returns ; Aufsatz in Zeitschrift Origination: Footnote: Zusammenfassung in englischer Sprache Access State: Open Access