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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The influence of political incumbency on Ce financial market uncertainty. Biometrika, 65 2 Research in International Business and Finance, 33 C Distribution of the estimators for autoregressive time series with a unit root.
All papers reproduced by permission. 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. Central Bank of Brazil.
Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. Dr Nelson Seixas dos Santos. Financial markets and the response of monetary policy to uncertainty in South Africa.
Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Journal of the American statistical Association, 65 Banco Central do Brasil: Time Series Management System – v2.
Generalized autoregressive conditional heteroskedasticity.
Journal of econometrics, 31 3 Co-integration and error correction: Review of Applied Socio-Economic Research, 4 2 Better the devil you know: Research Discussion Papers, Bank of Finland.
Central Bank of Brazil: The journal of Finance, 25 2 Testing the financial market informational efficiency 45595 emerging states. An analysis of variance test for normality complete samples.
TMS: Brazil – Web
Reproduction and distribution subject to the approval of dezekbro copyright owners. Journal of econometrics, 54 A review of theory and empirical work.
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: Empirical Economics, 49 1 This paper investigates the relation between political news and market returns. Then we looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method. Journal of the American statistical association, 74 a On a measure of lack of fit in time series models.