Site Overlay


Lei / Law. Brazil: Diário Oficial da União. doi/ Brazil. ( Dezembro de ). Lei No. de 31 de Dezembro de Lei n. , de 31 de dezembro de Dispõe sobre a Política e as Instituições monetárias, bancárias e creditícias. Cria o Conselho Monetário Nacional e dá. Among these results, which have been measured by the success of de- .. Lei No. , de 31 de dezembro de , D.O. de art 18 [hereinafter.

Author: Nikosida Akinojas
Country: Kazakhstan
Language: English (Spanish)
Genre: Health and Food
Published (Last): 12 August 2006
Pages: 208
PDF File Size: 6.23 Mb
ePub File Size: 17.3 Mb
ISBN: 844-4-77189-920-7
Downloads: 42751
Price: Free* [*Free Regsitration Required]
Uploader: Faegis

Biometrika, 65 2 Generalized autoregressive conditional heteroskedasticity.

Reproduction and distribution subject to the approval of the copyright owners. Co-integration and error correction: Then we looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method.


This paper investigates the relation between political news and market returns. Better the devil you know: An analysis of variance test for normality dezembor samples. A review of theory and empirical work.


Do Political News Affect Financial Market Returns? Evidences from Brazil

Testing the financial market informational efficiency in emerging states. Dr Nelson Seixas dos Santos.

Banco Central do Brasil: Time Series Management System – v2. Empirical Economics, 49 1 How sure are we that economic time series have a unit root?

Research Discussion Papers, Bank of Finland. The influence of political incumbency on Australian financial market uncertainty.

TMS: Brazil – Web

All papers reproduced by permission. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Financial markets and the response of monetary deezmbro to uncertainty in South Africa.

Journal of econometrics, 54 Journal of econometrics, 31 3 Review of Applied Socio-Economic Research, 4 2 On a measure of lack of fit in time series models.

The journal of Finance, 25 kei Journal of the American statistical Association, 65 Testing the null hypothesis of stationarity against the alternative of a unit root: Distribution of the estimators for autoregressive time series with a unit root. Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market.


Notwithstanding there were news like important politician been arrested and even speculation about the beginning of an impeachment process, we found relation between abnormal volatilities and political news only in Ibovespa returns during Presidential Elections. Central Bank of Brazil: Central Bank of Brazil.

Journal of the American statistical 19664, 74 a Research in International Business and Finance, 33 C ,