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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dezejbro Journal of the American statistical association, 74 a Better the devil you know: Central Bank of Brazil: Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Financial markets and the response of monetary policy to uncertainty in South Africa.
Then we looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method.
Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market.
Notwithstanding there were news like important politician been arrested and even speculation about the beginning of an impeachment process, se found relation between abnormal volatilities and political news only in Ibovespa returns during Presidential Elections.
Biometrika, 65 2 Journal of econometrics, 31 3 Generalized autoregressive conditional heteroskedasticity. The journal of Finance, 25 2 Banco Central do Brasil: Journal of the American statistical Association, 65 Research in International Business and Finance, 33 C Journal of econometrics, 54 Reproduction and distribution subject to the approval of the copyright owners. Testing the financial market informational efficiency in emerging states.
A review of theory and empirical work.
TMS: Brazil – Web
All papers reproduced by permission. Review of 455 Socio-Economic Research, 4 2 Testing the null hypothesis of stationarity against the alternative of a unit root: Time Series Management System – v2.
Central Bank of Brazil. Dr Nelson Seixas dos Santos.
Empirical Economics, 49 1 Distribution of the estimators for autoregressive dezembfo series with a unit root. Research Discussion Papers, Bank of Finland.
An analysis of variance test for normality complete samples. This paper investigates the relation between political news and market returns. Co-integration and error correction: How sure are we that economic time series have a unit root?
The influence of political incumbency on Australian financial market uncertainty. On a measure of lack of fit in time series models.