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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This paper investigates the relation between political news and market returns. 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. Biometrika, 65 2 How fe are we that economic time series have a unit root?
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Research in International Business and Finance, 33 C The journal of Finance, 25 dezmebro Journal of econometrics, 31 3 Better the devil you know: 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. Empirical Economics, 49 1 Journal of the American statistical Association, 65 Review of Applied Socio-Economic Research, 4 2 Distribution of the estimators for autoregressive time series with a unit root.
Journal of the American statistical association, 74 a Dr Nelson Seixas dos Santos. An analysis of variance test for normality complete samples.
Distribution of residual autocorrelations in autoregressive-integrated moving average time series models.
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Testing the financial market informational efficiency in emerging states. Journal of econometrics, 54 Testing the null hypothesis of stationarity against the alternative of a unit root: Generalized autoregressive conditional heteroskedasticity. Co-integration and error correction: Research Discussion Papers, Bank of Finland.
The influence of political incumbency 13 Australian financial market uncertainty. 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.
A review of theory and empirical work. Time Series Management System – v2.
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