Add to ORKGThis 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 looked for periods of abnormal volatility which might be associated with political events using a parametric and a nonparametric method. Notwithstanding there were news like important politician been arrested and even speculation about the beginning of an impeachment process, we found relation between abnormal volatilities and political news only in Ibovespa returns during Presidential Elections
This study checks the effect of political related news on the four most negotiated swap contracts of...
ABSTRACT. This article focuses on the interactions between politics and financial markets in emergin...
Abstract: This paper focuses on the interactions between politics and finance in emerging economies ...
This paper investigates the relation between political news and market returns. To do so we applied ...
This study investigate if political news in Brazil impact Financial Markets. We used web scraping to...
This study researches whether there has been abnormal stock market behaviour in Brazil as a ...
This paper examines the effect of political uncertainty on stock returns, exploiting an exogenous sh...
This article argues that stock market responses to political events provide information on how polit...
The extent to which financial markets are rational, efficient processors of information has perhaps ...
This paper examines the relationship between political instability and stock market returns using qu...
We investigate whether political news affect the exchange coupon in Brazil, on a period ranging from...
This paper examines the impact of political uncertainty on the recent financial crises in emerging m...
In recent times political events started to exert more and more significant impact on national finan...
ABSTRACT This article aims at contributing to study the stock market’s reaction up to the point of g...
This article focuses on the interactions between politics and financial markets in emerging economie...
This study checks the effect of political related news on the four most negotiated swap contracts of...
ABSTRACT. This article focuses on the interactions between politics and financial markets in emergin...
Abstract: This paper focuses on the interactions between politics and finance in emerging economies ...
This paper investigates the relation between political news and market returns. To do so we applied ...
This study investigate if political news in Brazil impact Financial Markets. We used web scraping to...
This study researches whether there has been abnormal stock market behaviour in Brazil as a ...
This paper examines the effect of political uncertainty on stock returns, exploiting an exogenous sh...
This article argues that stock market responses to political events provide information on how polit...
The extent to which financial markets are rational, efficient processors of information has perhaps ...
This paper examines the relationship between political instability and stock market returns using qu...
We investigate whether political news affect the exchange coupon in Brazil, on a period ranging from...
This paper examines the impact of political uncertainty on the recent financial crises in emerging m...
In recent times political events started to exert more and more significant impact on national finan...
ABSTRACT This article aims at contributing to study the stock market’s reaction up to the point of g...
This article focuses on the interactions between politics and financial markets in emerging economie...
This study checks the effect of political related news on the four most negotiated swap contracts of...
ABSTRACT. This article focuses on the interactions between politics and financial markets in emergin...
Abstract: This paper focuses on the interactions between politics and finance in emerging economies ...