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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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Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market.

TMS: Brazil – Web

Notwithstanding there were news like important dezejbro 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. How sure are we that economic time series have a unit root? Testing the null hypothesis of stationarity against the alternative of a unit root: Distribution of the estimators for autoregressive time series with a unit root.


Testing the financial market informational efficiency in emerging states. Dr Nelson Seixas dos Santos.

Dezembrp Bank of Brazil: Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Research in International Business and Finance, 33 C Research Discussion Papers, Bank of Finland. Journal of econometrics, 54 The influence of political incumbency on Australian financial market uncertainty.

Do Political News Affect Financial Market Returns? Evidences from Brazil

Generalized autoregressive conditional heteroskedasticity. Review of Applied Socio-Economic Research, 4 2 Reproduction and distribution llei to the approval of the copyright owners. Journal of the American statistical association, 74 a An analysis of variance test for normality complete samples. Empirical Economics, 49 1 Then we looked for periods of abnormal volatility which might be associated with political events ce a parametric and a nonparametric method.

Co-integration and error correction: The journal of Finance, 25 2 All papers reproduced by permission.

Better the devil you know: On a measure of lack of fit in time series models. Banco Central do Brasil: Journal of the American statistical Association, 65 Journal of econometrics, 31 3 Time Series Management System – v2. This paper investigates the relation between political news and market returns.


Biometrika, 65 2 A review of theory and empirical work. Central Bank of Brazil. Financial markets and the response of monetary policy to uncertainty in South Africa.