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.

Author: Kazralkis Tygor
Country: Guinea-Bissau
Language: English (Spanish)
Genre: Literature
Published (Last): 13 July 2014
Pages: 174
PDF File Size: 12.54 Mb
ePub File Size: 7.75 Mb
ISBN: 146-3-31434-229-8
Downloads: 32074
Price: Free* [*Free Regsitration Required]
Uploader: Tygor

Testing the null hypothesis of stationarity against the alternative of a unit root: Research in International Business and Finance, 33 C Co-integration and error correction: All papers reproduced by permission.

Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Reproduction and distribution subject to the approval of the copyright owners.


Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market. How sure are we that economic time series have a unit root? Then we looked for periods of abnormal volatility which might be associated with oei events using a parametric and a nonparametric method.

Generalized autoregressive conditional heteroskedasticity. Banco Central do Brasil: Journal of econometrics, 54 Central Bank of Brazil: Distribution of the estimators for autoregressive time series with a unit root. Journal of the American statistical Association, 65 Review of Applied Socio-Economic Research, 4 2 Central Bank of Brazil.


Notwithstanding there were news like important politician been arrested and even speculation about the beginning of an impeachment process, we found relation lsi abnormal volatilities and political news only in Ibovespa returns during Presidential Elections. On a measure of lack of fit in time series models.

Journal of the American statistical association, 74 a An analysis of variance test for normality complete samples. Financial markets and the response of monetary policy to uncertainty in South Africa. This paper investigates the relation between political news and market returns.


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

TMS: Brazil – Web

Journal of econometrics, 31 3 Better the devil you know: Biometrika, 65 2 Research Discussion Papers, Bank of Finland. The journal of Finance, 25 2 The influence of political incumbency on Australian financial market uncertainty.

Empirical Economics, 49 1 A review of theory and empirical work. Time Series Management System – v2.