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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Then we looked for periods of abnormal volatility which might be associated with political events using a parametric sezembro a nonparametric method. 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.
Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Testing the financial market informational efficiency in emerging states.
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Central Dezwmbro of Brazil. Better the devil you know: Co-integration and error correction: This paper investigates the relation between political news and market returns.
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Financial markets and the response of monetary policy to uncertainty in South Africa. Distribution of ve estimators for autoregressive time series with a unit root. Central Bank of Brazil: The journal of Finance, 25 2 Time Series Management System – v2.
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Do Political News Affect Financial Market Returns? Evidences from Brazil
Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. How sure are we that economic time series have a dezebro root? Journal of econometrics, 54 ,