Do Political News Affect Financial Market Returns? Evidences from Brazil
This paper investigates the relation between political news and market returns. To do so we applied a Garch filter to a sample of the main Brazilian stock market index returns (Ibovespa Index) and of short-term interest rates (Selic Over and DI) which ranged from 01/02/2014 to 04/29/2016. Then we lo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Mashhad: Behzad Hassannezhad Kashani
2016-10-01
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| Series: | International Journal of Management, Accounting and Economics |
| Subjects: | |
| Online Access: | https://www.ijmae.com/article_115521_c1b14f0c641392a2ac5fccdb4189567a.pdf |