ECONOMIC POLICY UNCERTAINTY AND PERFORMANCE OF THE BRAZILIAN STOCK MARKET

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Autore principale: Daniel Londero Binotto
Natura: Artículo científico
Lingua:en
Pubblicazione: Universidade Federal Fluminense 2024
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author Daniel Londero Binotto
author_facet Daniel Londero Binotto
contents ECONOMIC POLICY UNCERTAINTY AND PERFORMANCE OF THE BRAZILIAN STOCK MARKET Daniel Londero Binotto Paulo Fernando Marschner Administración y Contabilidad VAR Ibovespa Economic Policy Uncertainty The objective of this research was to analyze the relationship between economic policy uncertainty and the Brazilian stock market. The research adopted a quantitative, descriptive and econometric approach. The operationalization of the study involved collecting data from the Economic Policy Uncertainty Index and Ibovespa between January 2006 and December 2022. Data analysis was carried out using autoregressive vector models. The results showed a bidirectional relationship between the variables. An increase in uncertainty resulted in a reduction in market performance, while an increase in market performance led to a decrease in uncertainty levels. 2024 artículo científico 1982-2596 https://www.redalyc.org/articulo.oa?id=441779679010 https://www.redalyc.org/journal/4417/441779679010/ https://www.redalyc.org/journal/4417/441779679010/html/ https://www.redalyc.org/journal/4417/441779679010/441779679010.epub https://www.redalyc.org/journal/4417/441779679010/movil https://doi.org/10.12712/rpca.v18i1.60910 en http://www.redalyc.org/revista.oa?id=4417 Revista Pensamento Contemporâneo em Administração application/pdf Universidade Federal Fluminense Revista Pensamento Contemporâneo em Administração (Brasil) Num.1 Vol.18
format Artículo científico
id redalyc_441779679010
institution Redalyc
language en
publishDate 2024
publisher Universidade Federal Fluminense
spellingShingle ECONOMIC POLICY UNCERTAINTY AND PERFORMANCE OF THE BRAZILIAN STOCK MARKET
Daniel Londero Binotto
Administración y Contabilidad
VAR
Ibovespa
Economic Policy Uncertainty
ECONOMIC POLICY UNCERTAINTY AND PERFORMANCE OF THE BRAZILIAN STOCK MARKET Daniel Londero Binotto Paulo Fernando Marschner Administración y Contabilidad VAR Ibovespa Economic Policy Uncertainty The objective of this research was to analyze the relationship between economic policy uncertainty and the Brazilian stock market. The research adopted a quantitative, descriptive and econometric approach. The operationalization of the study involved collecting data from the Economic Policy Uncertainty Index and Ibovespa between January 2006 and December 2022. Data analysis was carried out using autoregressive vector models. The results showed a bidirectional relationship between the variables. An increase in uncertainty resulted in a reduction in market performance, while an increase in market performance led to a decrease in uncertainty levels. 2024 artículo científico 1982-2596 https://www.redalyc.org/articulo.oa?id=441779679010 https://www.redalyc.org/journal/4417/441779679010/ https://www.redalyc.org/journal/4417/441779679010/html/ https://www.redalyc.org/journal/4417/441779679010/441779679010.epub https://www.redalyc.org/journal/4417/441779679010/movil https://doi.org/10.12712/rpca.v18i1.60910 en http://www.redalyc.org/revista.oa?id=4417 Revista Pensamento Contemporâneo em Administração application/pdf Universidade Federal Fluminense Revista Pensamento Contemporâneo em Administração (Brasil) Num.1 Vol.18
title ECONOMIC POLICY UNCERTAINTY AND PERFORMANCE OF THE BRAZILIAN STOCK MARKET
topic Administración y Contabilidad
VAR
Ibovespa
Economic Policy Uncertainty
url https://www.redalyc.org/articulo.oa?id=441779679010
https://www.redalyc.org/journal/4417/441779679010/
https://www.redalyc.org/journal/4417/441779679010/html/
https://www.redalyc.org/journal/4417/441779679010/441779679010.epub
https://www.redalyc.org/journal/4417/441779679010/movil
https://doi.org/10.12712/rpca.v18i1.60910