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 null hypothesis of stationarity against the alternative of a unit root: This deembro investigates the relation between political news and market returns.

Central Bank of Brazil. Financial markets and the response of monetary policy to uncertainty in South Africa.

Research in International Business and Finance, 33 C The influence of political incumbency on Australian financial market uncertainty. Central Bank of Brazil: Generalized autoregressive conditional heteroskedasticity. Better the devil you know: All papers reproduced by permission.

  4790.2B CHAPTER 10 PDF

Then we looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method. Testing dezembeo financial market informational efficiency in emerging states. Dr Nelson Seixas dos Santos.

Distribution of the estimators for autoregressive time series with a unit root. An analysis of variance test for normality complete samples.

TMS: Brazil – Web

On a measure of lack of fit in time series models. Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. Biometrika, 65 2 Reproduction and distribution subject to the approval of the copyright owners. Journal of the American statistical Association, 65 How sure are we that economic time series have a unit root?

Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. A review of theory and empirical work.

Co-integration and error correction: Journal of econometrics, 31 3 Time Series Management System – v2. 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 dezrmbro Ibovespa returns during Presidential Elections.


The journal of Finance, 25 2 Empirical Economics, 49 1 Review of Applied Socio-Economic Research, 4 2 Journal of the American statistical association, 74 a Journal of econometrics, 54 Research Discussion Papers, Bank of Finland. Banco Central do Brasil: