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dc.contributor.advisorSantos, Nelson Seixas dospt_BR
dc.contributor.authorMarques, Thales Batistonpt_BR
dc.date.accessioned2017-09-15T02:27:21Zpt_BR
dc.date.issued2016pt_BR
dc.identifier.urihttp://hdl.handle.net/10183/167236pt_BR
dc.description.abstractThis 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.mimetypeapplication/pdf
dc.language.isoengpt_BR
dc.rightsOpen Accessen
dc.subjectMercado financeiropt_BR
dc.subjectEvent studyen
dc.subjectPolitical eventsen
dc.subjectFinancial marketsen
dc.subjectEfficient marketsen
dc.titleDo the political news impact financial markets? evidences from Brazilpt_BR
dc.typeTrabalho de conclusão de graduaçãopt_BR
dc.identifier.nrb001019739pt_BR
dc.degree.grantorUniversidade Federal do Rio Grande do Sulpt_BR
dc.degree.departmentFaculdade de Ciências Econômicaspt_BR
dc.degree.localPorto Alegre, BR-RSpt_BR
dc.degree.date2016pt_BR
dc.degree.graduationCiências Econômicaspt_BR
dc.degree.levelgraduaçãopt_BR


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