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http://hdl.handle.net/11422/17741| Type: | Relatório |
| Title: | Permanent structural changesin the brazilian economy and long memory: a stock market perspective |
| Author(s)/Inventor(s): | Resende, Marcelo Teixeira, Nilson |
| Abstract: | O artigo avalia padrdes de memória longa no mercado de ações brasileiro (Ibovespa) para sub-perfodos antes e após o Plano Real A evidéncia sugere a existéncia de memória curta para ambos os periodos, apesar das reformas que vém sendo perseguidas no pais durante os anos 90 e, mais particularmente, desde o inicio do plano de estabilizagao. |
| Abstract: | The paper assesses long memory patterns in the Brazilian stock market index (Ibovespa) for sub-periods before and after the Real Stabilization Plan. Evidence favours the existence of short memory for both periods despite the so-called reforms the Brazilian economy has been going throughin thenineties and,in particular, after the Real Plan. |
| Keywords: | Ações Mercado Brasil |
| Subject CNPq: | CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA |
| Production unit: | UFRJ::Centro de Ciências Jurídicas e Econômicas::Instituto de Economia |
| Publisher: | Universidade Federal do Rio de Janeiro |
| In: | Texto para discussão |
| Issue: | 443 |
| Issue Date: | Feb-2000 |
| Publisher country: | Brasil |
| Language: | eng |
| Right access: | Acesso Aberto |
| Citation: | Resende, Marcelo; Teixeira, Nilson. Permanent structural changesin the brazilian economy and long memory: a stock market perspective. Rio de Janeiro : Universidade Federal do Rio de Janeiro, 2000. 21 p. (Texto para discussão; n. 443). |
| Appears in Collections: | Relatórios |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MRNT443.pdf | 669.11 kB | Adobe PDF | View/Open |
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