Do the political news impact financial markets? evidences from Brazil

Detalhes bibliográficos
Autor(a) principal: Marques, Thales Batiston
Data de Publicação: 2016
Tipo de documento: Trabalho de conclusão de curso
Idioma: eng
Título da fonte: Repositório Institucional da UFRGS
Texto Completo: http://hdl.handle.net/10183/167236
Resumo: This study investigate if political news in Brazil impact Financial Markets. We used web scraping to look for news on the internet and measured their impact on Bovespa Index through the event study methodology. To estimate the normal returns we used a GARCH model. The only news that impacted the market was the opening of the impeachment process against the ex-president Ms. Rousseff, but our model captured a significantly number of news related to the uncertainty about China, besides that wasn’t considered a Political News but a Economical News.
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spelling Marques, Thales BatistonSantos, Nelson Seixas dos2017-09-15T02:27:21Z2016http://hdl.handle.net/10183/167236001019739This study investigate if political news in Brazil impact Financial Markets. We used web scraping to look for news on the internet and measured their impact on Bovespa Index through the event study methodology. To estimate the normal returns we used a GARCH model. The only news that impacted the market was the opening of the impeachment process against the ex-president Ms. Rousseff, but our model captured a significantly number of news related to the uncertainty about China, besides that wasn’t considered a Political News but a Economical News.application/pdfengMercado financeiroEvent studyPolitical eventsFinancial marketsEfficient marketsDo the political news impact financial markets? evidences from Brazilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/bachelorThesisUniversidade Federal do Rio Grande do SulFaculdade de Ciências EconômicasPorto Alegre, BR-RS2016Ciências Econômicasgraduaçãoinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRGSinstname:Universidade Federal do Rio Grande do Sul (UFRGS)instacron:UFRGSORIGINAL001019739.pdf001019739.pdfTexto completo (inglês)application/pdf550989http://www.lume.ufrgs.br/bitstream/10183/167236/1/001019739.pdf897d59f8f07e803b01f8eb43aaa3e748MD51TEXT001019739.pdf.txt001019739.pdf.txtExtracted Texttext/plain60267http://www.lume.ufrgs.br/bitstream/10183/167236/2/001019739.pdf.txta22aee313ee4b6967f71e202624df73cMD52THUMBNAIL001019739.pdf.jpg001019739.pdf.jpgGenerated Thumbnailimage/jpeg1055http://www.lume.ufrgs.br/bitstream/10183/167236/3/001019739.pdf.jpgf982ba94c5a91f77b7edcb7238379258MD5310183/1672362018-10-25 09:32:36.494oai:www.lume.ufrgs.br:10183/167236Repositório de PublicaçõesPUBhttps://lume.ufrgs.br/oai/requestopendoar:2018-10-25T12:32:36Repositório Institucional da UFRGS - Universidade Federal do Rio Grande do Sul (UFRGS)false
dc.title.pt_BR.fl_str_mv Do the political news impact financial markets? evidences from Brazil
title Do the political news impact financial markets? evidences from Brazil
spellingShingle Do the political news impact financial markets? evidences from Brazil
Marques, Thales Batiston
Mercado financeiro
Event study
Political events
Financial markets
Efficient markets
title_short Do the political news impact financial markets? evidences from Brazil
title_full Do the political news impact financial markets? evidences from Brazil
title_fullStr Do the political news impact financial markets? evidences from Brazil
title_full_unstemmed Do the political news impact financial markets? evidences from Brazil
title_sort Do the political news impact financial markets? evidences from Brazil
author Marques, Thales Batiston
author_facet Marques, Thales Batiston
author_role author
dc.contributor.author.fl_str_mv Marques, Thales Batiston
dc.contributor.advisor1.fl_str_mv Santos, Nelson Seixas dos
contributor_str_mv Santos, Nelson Seixas dos
dc.subject.por.fl_str_mv Mercado financeiro
topic Mercado financeiro
Event study
Political events
Financial markets
Efficient markets
dc.subject.eng.fl_str_mv Event study
Political events
Financial markets
Efficient markets
description This study investigate if political news in Brazil impact Financial Markets. We used web scraping to look for news on the internet and measured their impact on Bovespa Index through the event study methodology. To estimate the normal returns we used a GARCH model. The only news that impacted the market was the opening of the impeachment process against the ex-president Ms. Rousseff, but our model captured a significantly number of news related to the uncertainty about China, besides that wasn’t considered a Political News but a Economical News.
publishDate 2016
dc.date.issued.fl_str_mv 2016
dc.date.accessioned.fl_str_mv 2017-09-15T02:27:21Z
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