An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate

Detalhes bibliográficos
Autor(a) principal: Henrique, Marcelo Rabelo
Data de Publicação: 2023
Outros Autores: Constantino , Anderson Pascoal, Silva, Wellington Prattes da
Tipo de documento: Artigo
Idioma: por
Título da fonte: Revista ENIAC pesquisa
Texto Completo: https://ojs.eniac.com.br/index.php/EniacPesquisa/article/view/875
Resumo: The Brazilian stock market has shown significant growth in recent years, mainly due to lower interest rates during this period. As a result, investors no longer invest in fixed income and prefer to invest in stocks. The methodology of this study was based on Big Data techniques.The results found show that during the pandemic period, even with the average increase in Country Risk, it generated an average increase in the Bovespa Index, the same thing happened with the average exchange rate. Even when analyzing whether the percentage increase/decrease in the Bovespa index is correlated with the percentage of variation in the Country Risk and Exchange Rate, this correlation is reduced, being: Bovespa Index vs. Country Risk a correlation of 22% (83% in the sample of the pandemic) and Bovespa Index vs exchange rate of 54% (22% in the pandemic sample). The Study demonstrates that it is likely that the Bovespa variation is directly related to Country Risk and Exchange Rate, but the accuracy of this variation is remote.
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spelling An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar RateUma Análise do Ibovespa desde 2017 e na Pandemia, Frente ao Risco País e Taxa do DólarIbovespaRisco BrasilDólarBig DataThe Brazilian stock market has shown significant growth in recent years, mainly due to lower interest rates during this period. As a result, investors no longer invest in fixed income and prefer to invest in stocks. The methodology of this study was based on Big Data techniques.The results found show that during the pandemic period, even with the average increase in Country Risk, it generated an average increase in the Bovespa Index, the same thing happened with the average exchange rate. Even when analyzing whether the percentage increase/decrease in the Bovespa index is correlated with the percentage of variation in the Country Risk and Exchange Rate, this correlation is reduced, being: Bovespa Index vs. Country Risk a correlation of 22% (83% in the sample of the pandemic) and Bovespa Index vs exchange rate of 54% (22% in the pandemic sample). The Study demonstrates that it is likely that the Bovespa variation is directly related to Country Risk and Exchange Rate, but the accuracy of this variation is remote.O mercado de ações Brasileiro tem apresentado um crescimento significativo nos últimos, principalmente pela taxa de juros que esta baixa, dessa forma os investidores deixam de aplicar em renda fixa e preferem investir em ações. A metodologia foi com técnicas de Big Data. Os resultados encontrados demonstram que no período de pandemia, mesmo com o aumento médio do Risco país, gerou um aumento médio do Índice Bovespa, a mesma coisa ocorreu com a média de taxa de câmbio. Ainda quando analisado se o percentual do aumento/redução do índice Bovespa possui correlação com o percentual de variação do Risco País e Taxa de câmbio, essa correlação sofre uma redução, sendo: Índice Bovespa vs Risco País correlação de 22% (83% na amostra da pandemia) e Índice Bovespa vs taxa de câmbio de 54% (22% na amostra da pandemia). O Estudo demonstra que é provável que a variação da Bovespa possui relação direta com o Risco País e Taxa cambio, porém a precisão dessa variação é remota.Centro Universitário ENIAC2023-04-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://ojs.eniac.com.br/index.php/EniacPesquisa/article/view/87510.22567/rep.v12i1.875Revista Eniac Pesquisa; Vol. 12 No. 1 (2023); 183-204REVISTA ENIAC PESQUISA; Vol. 12 Núm. 1 (2023); 183-204REVISTA ENIAC PESQUISA; v. 12 n. 1 (2023); 183-2042316-234110.22567/rep.v12i1reponame:Revista ENIAC pesquisainstname:Centro Universitário Eniacinstacron:ENIACporhttps://ojs.eniac.com.br/index.php/EniacPesquisa/article/view/875/910Copyright (c) 2023 REVISTA ENIAC PESQUISAhttps://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessHenrique, Marcelo RabeloConstantino , Anderson PascoalSilva, Wellington Prattes da2024-07-09T18:48:00Zoai:ojs.pkp.sfu.ca:article/875Revistahttps://ojs.eniac.com.br/index.php/EniacPesquisaPRIhttp://ojs.eniac.com.br/index.php/EniacPesquisa/oai||revistaeniacpesquisa@fernandoasantos.com.br2316-23412316-2341opendoar:2024-07-09T18:48Revista ENIAC pesquisa - Centro Universitário Eniacfalse
dc.title.none.fl_str_mv An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
Uma Análise do Ibovespa desde 2017 e na Pandemia, Frente ao Risco País e Taxa do Dólar
title An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
spellingShingle An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
Henrique, Marcelo Rabelo
Ibovespa
Risco Brasil
Dólar
Big Data
title_short An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
title_full An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
title_fullStr An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
title_full_unstemmed An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
title_sort An Analysis of the Ibovespa since 2017 and the Pandemic, Faced with Country Risk and Dollar Rate
author Henrique, Marcelo Rabelo
author_facet Henrique, Marcelo Rabelo
Constantino , Anderson Pascoal
Silva, Wellington Prattes da
author_role author
author2 Constantino , Anderson Pascoal
Silva, Wellington Prattes da
author2_role author
author
dc.contributor.author.fl_str_mv Henrique, Marcelo Rabelo
Constantino , Anderson Pascoal
Silva, Wellington Prattes da
dc.subject.por.fl_str_mv Ibovespa
Risco Brasil
Dólar
Big Data
topic Ibovespa
Risco Brasil
Dólar
Big Data
description The Brazilian stock market has shown significant growth in recent years, mainly due to lower interest rates during this period. As a result, investors no longer invest in fixed income and prefer to invest in stocks. The methodology of this study was based on Big Data techniques.The results found show that during the pandemic period, even with the average increase in Country Risk, it generated an average increase in the Bovespa Index, the same thing happened with the average exchange rate. Even when analyzing whether the percentage increase/decrease in the Bovespa index is correlated with the percentage of variation in the Country Risk and Exchange Rate, this correlation is reduced, being: Bovespa Index vs. Country Risk a correlation of 22% (83% in the sample of the pandemic) and Bovespa Index vs exchange rate of 54% (22% in the pandemic sample). The Study demonstrates that it is likely that the Bovespa variation is directly related to Country Risk and Exchange Rate, but the accuracy of this variation is remote.
publishDate 2023
dc.date.none.fl_str_mv 2023-04-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://ojs.eniac.com.br/index.php/EniacPesquisa/article/view/875
10.22567/rep.v12i1.875
url https://ojs.eniac.com.br/index.php/EniacPesquisa/article/view/875
identifier_str_mv 10.22567/rep.v12i1.875
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://ojs.eniac.com.br/index.php/EniacPesquisa/article/view/875/910
dc.rights.driver.fl_str_mv Copyright (c) 2023 REVISTA ENIAC PESQUISA
https://creativecommons.org/licenses/by/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2023 REVISTA ENIAC PESQUISA
https://creativecommons.org/licenses/by/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Centro Universitário ENIAC
publisher.none.fl_str_mv Centro Universitário ENIAC
dc.source.none.fl_str_mv Revista Eniac Pesquisa; Vol. 12 No. 1 (2023); 183-204
REVISTA ENIAC PESQUISA; Vol. 12 Núm. 1 (2023); 183-204
REVISTA ENIAC PESQUISA; v. 12 n. 1 (2023); 183-204
2316-2341
10.22567/rep.v12i1
reponame:Revista ENIAC pesquisa
instname:Centro Universitário Eniac
instacron:ENIAC
instname_str Centro Universitário Eniac
instacron_str ENIAC
institution ENIAC
reponame_str Revista ENIAC pesquisa
collection Revista ENIAC pesquisa
repository.name.fl_str_mv Revista ENIAC pesquisa - Centro Universitário Eniac
repository.mail.fl_str_mv ||revistaeniacpesquisa@fernandoasantos.com.br
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