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