TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | ANALYSIS OF THE INVESTMENT FUNDS INDEXED TO BRAZILIAN EXTERNAL DEBT ASSETS | ||||||||||||
| Autor(es): |
MARCIO ANDRE SILVEIRA GUIMARAES |
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| Colaborador(es): |
WALTER LEE NESS JUNIOR - Orientador |
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| Catalogação: | 02/SET/2008 | Língua(s): | PORTUGUESE - BRAZIL |
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| Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
| 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. |
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| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=12150@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=12150@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.12150 | ||||||||||||
| Resumo: | |||||||||||||
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This study analyzes the behavior of the Investment Funds
indexed to
External Debt assets available in the Brazilian market. The
period of the analysis is
from January/2005 to December/2005. Special attention was
given to the effects of
external factors on the return of these Investment Funds.
The selected variables to
be analyzed are the exchange rate (R$/US$), the "Brazil
risk", and the prices of the
United States Treasury Note 10-year, which is considered by
the global financial
markets as the standard risk-free asset.
The main objective of this project is to determine, through
regression
analysis, mathematical relations that associate the
variables chosen with the return
of the selected investment portfolios. However, it will be
taken into account some
other factors, the ones related with the portfolios -
management, in order to explain
the possible effects that the equations are not able to do.
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