TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND BRAZILIAN FINANCIAL MARKET: AN APPLICATION IN EXCHANGE TRADED FUNDS | ||||||||||||
| Autor(es): |
MARINA DE ANDRADE CALASANS |
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| Colaborador(es): |
MARCELO CABUS KLOTZLE - Orientador |
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| Catalogação: | 12/NOV/2018 | 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=35584@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=35584@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.35584 | ||||||||||||
| Resumo: | |||||||||||||
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It is believed that the political uncertainties of a country impact on its economy. Several papers bring up studies involving the relationship of a country s political economic uncertainty with changes in market assets. The unexpected events, the Black Swans, represents large impact, unbalancing the whole market. In order to carry out this analysis in the Brazilian scenario, the Economic Policy Uncertainty Index, the Volatility Index of the Brazilian Stock Exchange and the ETF, BOVA11, were chosen as the focus of these study. Data from 2008 to 2017 were used to analyze the relationship between market variations according to the political and economic events in Brazil.
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