EFFECTS OF SOVEREIGN RATING CHANGES OF EMERGING COUNTRIES OVER BRAZILIAN STOCK MARKET

EFFECTS OF SOVEREIGN RATING CHANGES OF EMERGING COUNTRIES OVER BRAZILIAN STOCK MARKET

O objetivo do presente estudo foi investigar a possibilidade de alterações de ratings soberanos de países emergentes produzirem efeitos no mercado acionário brasileiro. Para tanto, adotou-se o teste estatístico paramétrico de estudo de evento, amplamente utilizado para testes de eficiência semi-...

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Bibliographic Details
Main Author:	RAFAEL MENDES SOUZA TAVARES
Other Authors:	ROBERTO MORENO
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2006
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8264@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8264@2

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