Logo PUC-Rio Logo Maxwell
ETDs @PUC-Rio
Estatística
Título: DETERMINANTS OF BRASILIAN SOVEREIG RISK
Autor: CHRISTIAN VINCENT S DE CASTRO NEVES
Colaborador(es): MARCELO CABUS KLOTZLE - Orientador
Catalogação: 27/JAN/2004 Língua(s): PORTUGUESE - BRAZIL
Tipo: TEXT Subtipo: THESIS
Notas: [pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio.
[en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio.
Referência(s): [pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=4441&idi=1
[en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=4441&idi=2
DOI: https://doi.org/10.17771/PUCRio.acad.4441
Resumo:
This study is designed to understand the variables that explain the Brazilian Sovereign Risk. To fulfill such an objective, statistical methods known as Multiple Regression and Pearson Correlation and analysis of many papers about this subject are employed. As result of this work, the study shows the power of external variables against economic variables to explain the behavior of Brazilian Sovereign Risk. The study shows too some economic variables that are significant to explain the behavior of Brazilian Sovereign Risk, as realized at the papers. Finally, a challenger to develop a Time Series model in order to forecast de Brazilian Sovereign Risk is placed.
Descrição: Arquivo:   
COVER, ACKNOWLEDGEMENTS, RESUMO, ABSTRACT, SUMMARY AND LISTS PDF    
CHAPTER 1 PDF    
CHAPTER 2 PDF    
CHAPTER 3 PDF    
CHAPTER 4 PDF    
CHAPTER 5 PDF    
CHAPTER 6 PDF    
BIBLIOGRAPHY AND ANNEX PDF