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.
|Published (Last):||9 September 2018|
|PDF File Size:||3.68 Mb|
|ePub File Size:||17.85 Mb|
|Price:||Free* [*Free Regsitration Required]|
Distribution of the estimators for autoregressive time series with a unit root.
The journal of Finance, 25 2 Then we looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method. How sure are we that economic time series have a unit root? Co-integration and error correction: Empirical Economics, 49 1 Review of Applied Socio-Economic Research, 4 2 Financial markets and the response of monetary policy to uncertainty in South Africa.
Research in International Business and Finance, 33 C A review of theory and empirical work.
TMS: Brazil – Web
Research Discussion Papers, Bank of 196. Central Bank of Brazil. Biometrika, 65 2 On a measure of lack of fit in time series models. The influence of political incumbency on Australian financial market uncertainty. Journal of econometrics, 54 Dr Nelson Seixas dos Santos. Central Bank of Brazil: This paper investigates the relation between political news and market returns.
Testing the null hypothesis of stationarity against the alternative of a unit root: Testing the financial market informational efficiency in emerging states. Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. Journal of the American statistical Association, 65 Journal of the American statistical association, 74 a Generalized autoregressive conditional heteroskedasticity.
Do Political News Affect Financial Market Returns? Evidences from Brazil
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.
Better the devil you know: Journal of econometrics, 31 dw An analysis of variance test for normality complete samples. Reproduction and distribution subject to the approval of the copyright owners.
Banco Central do Brasil: Time Series Management System – v2. All papers reproduced by permission. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models.