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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.

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Testing the financial market informational efficiency in emerging states. Co-integration and error correction: Reproduction and distribution subject to the approval of the copyright owners.

How sure are we that economic time series dezejbro a unit root? Testing the null hypothesis of stationarity against the alternative of a unit root: Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. Central Bank of Brazil. The influence of political incumbency on Australian financial market uncertainty. Distribution of the estimators for autoregressive time series with a unit root.


Dr Nelson Seixas dos Santos. An analysis of variance test for normality complete samples.

TMS: Brazil – Web

Better the devil you know: Biometrika, 65 2 Empirical Economics, 49 1 Journal of econometrics, 54 Journal of the American statistical Association, 65 Central Bank of Brazil: Research in International Business and Finance, 33 C Financial markets and the response of monetary policy to uncertainty in South Africa. Banco Central do Brasil: Review of Applied Socio-Economic Research, 4 2 The journal of Finance, 25 2 Research Discussion Papers, Bank of Finland.

Journal of the American statistical association, 74 a Time Series Management System – v2.

Journal of econometrics, 31 3 Then we looked for periods of abnormal volatility which might be dezembor with political events using a parametric and a nonparametric method. Generalized autoregressive conditional heteroskedasticity. 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.


This paper investigates the relation between political news and market returns. All papers reproduced by permission. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models.

A review of theory and empirical work. On a measure of lack of fit in time series models.