Do the political news impact financial markets? evidences from Brazil
dc.contributor.advisor | Santos, Nelson Seixas dos | pt_BR |
dc.contributor.author | Marques, Thales Batiston | pt_BR |
dc.date.accessioned | 2017-09-15T02:27:21Z | pt_BR |
dc.date.issued | 2016 | pt_BR |
dc.identifier.uri | http://hdl.handle.net/10183/167236 | pt_BR |
dc.description.abstract | This study investigate if political news in Brazil impact Financial Markets. We used web scraping to look for news on the internet and measured their impact on Bovespa Index through the event study methodology. To estimate the normal returns we used a GARCH model. The only news that impacted the market was the opening of the impeachment process against the ex-president Ms. Rousseff, but our model captured a significantly number of news related to the uncertainty about China, besides that wasn’t considered a Political News but a Economical News. | en |
dc.format.mimetype | application/pdf | |
dc.language.iso | eng | pt_BR |
dc.rights | Open Access | en |
dc.subject | Mercado financeiro | pt_BR |
dc.subject | Event study | en |
dc.subject | Political events | en |
dc.subject | Financial markets | en |
dc.subject | Efficient markets | en |
dc.title | Do the political news impact financial markets? evidences from Brazil | pt_BR |
dc.type | Trabalho de conclusão de graduação | pt_BR |
dc.identifier.nrb | 001019739 | pt_BR |
dc.degree.grantor | Universidade Federal do Rio Grande do Sul | pt_BR |
dc.degree.department | Faculdade de Ciências Econômicas | pt_BR |
dc.degree.local | Porto Alegre, BR-RS | pt_BR |
dc.degree.date | 2016 | pt_BR |
dc.degree.graduation | Ciências Econômicas | pt_BR |
dc.degree.level | graduação | pt_BR |
Este item está licenciado na Creative Commons License
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