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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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TMS: Brazil – Web

Journal of the American statistical Association, 65 All papers reproduced by permission. Distribution of the estimators for autoregressive time series with a unit root. How sure are we that economic time series have a unit root? Central Bank of Brazil. An analysis of variance test for normality complete samples.


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.

The journal of Finance, 25 2 Journal of econometrics, 31 3 Better the devil you know: Testing the null hypothesis of stationarity against the alternative of a unit root: Reproduction and distribution subject to the approval of the copyright owners. Research Discussion Papers, Bank of Finland. 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.

A review of theory and empirical work. Generalized autoregressive conditional heteroskedasticity. Empirical Economics, 49 1 Financial markets and the response of monetary policy to uncertainty in South Africa.

Journal of the American statistical association, 74 a The influence of political incumbency on Australian financial market 3. Journal of econometrics, 54 Dr Nelson Seixas dos Santos. Review of Applied Socio-Economic Research, 4 2 Testing the financial market informational efficiency in emerging states.


Research in International Business and Finance, 33 C Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. 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: Co-integration and error correction: This paper investigates the relation between political news and market returns.

Time Series Management System – v2.

Biometrika, 65 2 Banco Central do Brasil: