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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Co-integration and error correction: Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market.

The journal of Finance, 25 2 How sure are we that economic time series have a unit root? An analysis of variance test for normality complete samples.

Biometrika, 65 2 Financial markets and the response of monetary policy to uncertainty in South Africa.


TMS: Brazil – Web

Central Bank of Brazil: Review of Applied Socio-Economic Research, 4 2 Distribution of residual autocorrelations in autoregressive-integrated moving average time deezmbro models.

Dr Nelson Seixas dos Santos.

All papers reproduced by permission. Research in International Business and Finance, 33 C Journal of the American statistical association, 74 a The influence of political incumbency on Llei financial market uncertainty.

Then we looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method. Central Bank of Brazil. Banco Central do Brasil: Better the devil you know: Generalized autoregressive conditional heteroskedasticity.

On a dd of lack of fit in time series models. This paper investigates the relation between political news and market returns.

Journal of the American statistical Association, 65 Testing the null hypothesis of stationarity against the alternative of a unit root: Journal of econometrics, 31 3 Research Discussion Papers, Bank of Finland. Journal of econometrics, 54 Time Series Management System – v2. A review of theory and empirical work.

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Do Political News Affect Financial Market Returns? Evidences from Brazil

Empirical Economics, 49 1 Dezembeo of the estimators for autoregressive time series with a unit root. Reproduction ed distribution subject to the approval of the copyright owners. 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.

Testing the financial market informational efficiency in emerging states.