Submitted by Ronan Cunha (cunha.ronan@gmail.com) on 2015-04-14T13:26:14Z
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Dissertação - Ronan Cunha.pdf: 661334 bytes, checksum: dbb8ee6517fa128ea12981554ad549ad (MD5) / Rejected by Vera Lúcia Mourão (vera.mourao@fgv.br), reason: Prezado Ronan,
preciso que você faça algumas correções em seu arquivo:
Na list of tables, list of figures, contentes e no número de referência (no texto) aparece uma borda vermelha, é necessário retirar.
existe também uma página em branco, logo após essas lista, também tem que excluir.
att.
Vera
on 2015-04-14T18:00:45Z (GMT) / Submitted by Ronan Cunha (cunha.ronan@gmail.com) on 2015-04-14T20:06:50Z
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Dissertação_ protocolo_final_Ronan Cunha.pdf: 659869 bytes, checksum: 55a00ce6030a561fa8370b341397ee03 (MD5) / Approved for entry into archive by Vera Lúcia Mourão (vera.mourao@fgv.br) on 2015-04-14T20:15:51Z (GMT) No. of bitstreams: 1
Dissertação_ protocolo_final_Ronan Cunha.pdf: 659869 bytes, checksum: 55a00ce6030a561fa8370b341397ee03 (MD5) / Made available in DSpace on 2015-04-15T12:32:12Z (GMT). No. of bitstreams: 1
Dissertação_ protocolo_final_Ronan Cunha.pdf: 659869 bytes, checksum: 55a00ce6030a561fa8370b341397ee03 (MD5)
Previous issue date: 2015-03-27 / This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop predictive models for the Brazilian market premium, measured as the excess return over Selic interest rate, Itaú SA, Itaú-Unibanco and Bradesco stock returns. We nd that for the market premium, an ADL with error correction is able to outperform the benchmarks in terms of economic performance. For individual stock returns, there is a trade o between statistical properties and out-of-sample performance of the model.
| Identifer | oai:union.ndltd.org:IBICT/oai:bibliotecadigital.fgv.br:10438/13635 |
| Date | 27 March 2015 |
| Creators | Cunha, Ronan |
| Contributors | Escolas::EESP, Pereira, Pedro L. Valls |
| Source Sets | IBICT Brazilian ETDs |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Source | reponame:Repositório Institucional do FGV, instname:Fundação Getulio Vargas, instacron:FGV |
| Rights | info:eu-repo/semantics/openAccess |
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