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1. Locatelli, Andr?. O impacto dos ciclos pol?tico econ?micos nos retornos e na volatilidade do Ibovespa.

Degree: 2017, Pontifical Catholic University of Rio Grande do Sul

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The present dissertation aims, through the theories of economic political cycles, to investigate if they influence the returns and volatility of the Ibovespa, index of the S?o Paulo Stock Exchange. The four main theories dealing with the theme, Traditional Party Theory, Traditional Opportunist Theory, Rational Party Theory and Opportunistic Rational Theory will be addressed. The data used will be the Ibovespa daily returns and the daily returns of the S & P 500, one of the main indices of the North American stock market and that will serve to capture the changes of the external stock market. In order to calculate the influence of economic policy cycles on the returns and volatility of the Ibovespa, the ARCH and GARCH econometric models have been used, which have been widely used in such works and have been shown to be consistent in the estimation of time series. The ARCH model had better results for the estimated model. Four different Dummy variables, each representing a different time period, were tested to determine whether economic policy cycles influenced Ibovespa returns and volatility in those periods. At the 5% significance level, abnormal returns in the periods included in the Dummy variables were not found nor was there statistically significant change in variance in the same periods. At a significance level of 10%, the influence of economic policy cycles on the volatility of the Ibovespa in the period of 180 days, ranging from 12 months to 6 months before the presidential elections, was found.

A presente disserta??o tem como objetivo, atrav?s das teorias de ciclos pol?ticos econ?micos, investigar se os mesmos influenciam nos retornos e na volatilidade do Ibovespa, ?ndice da bolsa de S?o Paulo. Ser?o abordadas as quatro principais teorias que tratam sobre o tema, Teoria Partid?ria Tradicional, Teoria Oportunista Tradicional, Teoria Partid?ria Racional e Teoria Oportunista Racional. Os dados utilizados ser?o os retornos di?rios do Ibovespa e os retornos di?rios do S&P 500, um dos principais ?ndices do mercado acion?rio norte americano e que servir? para captar as mudan?as do mercado acion?rio externo. Para calcular a influ?ncia dos ciclos pol?ticos econ?micos sobre os retornos e a volatilidade do Ibovespa foram utilizados os modelos econom?tricos ARCH e GARCH, que t?m sido amplamente utilizados em trabalhos dessa natureza, e que t?m se demonstrado consistentes na estima??o de…

Advisors/Committee Members: Silva, Carlos Eduardo Lobo e.

Subjects/Keywords: Ciclos Pol?ticos Econ?micos; Retornos M?dios Ibovespa; Volatilidade M?dia Ibovespa; Ibovespa; Modelo ARCH; Modelo ARIMA; Modelo Garch; CIENCIAS SOCIAIS APLICADAS::ECONOMIA

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APA (6th Edition):

Locatelli, A. (2017). O impacto dos ciclos pol?tico econ?micos nos retornos e na volatilidade do Ibovespa. (Masters Thesis). Pontifical Catholic University of Rio Grande do Sul. Retrieved from http://tede2.pucrs.br/tede2/handle/tede/7713

Chicago Manual of Style (16th Edition):

Locatelli, Andr?. “O impacto dos ciclos pol?tico econ?micos nos retornos e na volatilidade do Ibovespa.” 2017. Masters Thesis, Pontifical Catholic University of Rio Grande do Sul. Accessed May 09, 2021. http://tede2.pucrs.br/tede2/handle/tede/7713.

MLA Handbook (7th Edition):

Locatelli, Andr?. “O impacto dos ciclos pol?tico econ?micos nos retornos e na volatilidade do Ibovespa.” 2017. Web. 09 May 2021.

Vancouver:

Locatelli A. O impacto dos ciclos pol?tico econ?micos nos retornos e na volatilidade do Ibovespa. [Internet] [Masters thesis]. Pontifical Catholic University of Rio Grande do Sul; 2017. [cited 2021 May 09]. Available from: http://tede2.pucrs.br/tede2/handle/tede/7713.

Council of Science Editors:

Locatelli A. O impacto dos ciclos pol?tico econ?micos nos retornos e na volatilidade do Ibovespa. [Masters Thesis]. Pontifical Catholic University of Rio Grande do Sul; 2017. Available from: http://tede2.pucrs.br/tede2/handle/tede/7713

2. Recena, In?cio Gaudie Ley. Ciclos pol?tico econ?micos : um teste para os clubes de futebol.

Degree: 2015, Pontifical Catholic University of Rio Grande do Sul

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This work, by addressing the theories of Political and Economic Cycles and financial elements balances available in the sample Football Clubs, aims to find the influence of political cycles in the financial relationship of the teams between the period 2007-2013. In this dissertation the following theories are presented: Traditional Opportunist, Traditional Partisan, Rational Partisan and Rational Opportunist. After collecting the financial data and comparative analysis, its relation with the theories was established by the Econometric Method Panels Data, in which the dependent variable determined, was the expense being held the Hausmann test, which indicated the Method of Fixed Effects to the most suitable for the model results. The found results affirm the positive relationship between the dependent variable, Expense, the variable, Income and the variable of political cycles of three years, which indicates that clubs that have elections every three years have a greater influence in expenses of the clubs lack political cycle. The study itself deepens critical thinking about the situation of Brazilian Football and opens possibilities for new confrontations both theoretical as practical on the variables which influence in sport management's behavior mainly in Brazil and consequently the quality of it compared to worldwide Football.

Esse trabalho, atrav?s da abordagem das teorias dos Ciclos Pol?ticos Econ?micos e dos elementos financeiros disponibilizados nos Balan?os dos Clubes de Futebol da amostra, tem o objetivo de encontrar a influ?ncia dos ciclos pol?ticos na rela??o financeira dos times entre o per?odo de 2007 a 2013. S?o apresentadas na disserta??o as teorias Oportunista Tradicional, Partid?ria Tradicional, Partid?ria Racional e Oportunista Racional. Ap?s a coleta dos dados financeiros e an?lise comparativa, sua rela??o com as teorias foi estabelecida pelo M?todo Econom?trico de Dados de Pain?is, em que a vari?vel dependente determinada foi a Despesa, sendo realizado o teste de Hausmann, que indicou o M?todo de Efeitos Fixos como o mais adequado para os resultados do modelo. Os resultados encontrados afirmam a rela??o positiva entre a vari?vel dependente, Despesa, a vari?vel Receita e a vari?vel de ciclos pol?ticos de 3 anos, o que indica que os clubes que possuem elei??es de 3 em 3 anos possuem maior influencia na Despesa do que os clubes que n?o possuem ciclo pol?tico. O estudo por si s? aprofunda o pensamento cr?tico sobre a situa??o do futebol brasileiro e abre possibilidades para novos enfrentamentos tanto te?ricos como pr?ticos sobre as vari?veis que influenciam…

Advisors/Committee Members: Alvim, Augusto Mussi, Stella, Milton Andr?.

Subjects/Keywords: ECONOMIA - BRASIL; CICLOS POL?TICOS ECON?MICOS; CLUBES DE FUTEBOL; CIENCIAS SOCIAIS APLICADAS::ECONOMIA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Recena, I. G. L. (2015). Ciclos pol?tico econ?micos : um teste para os clubes de futebol. (Masters Thesis). Pontifical Catholic University of Rio Grande do Sul. Retrieved from http://tede2.pucrs.br/tede2/handle/tede/6363

Chicago Manual of Style (16th Edition):

Recena, In?cio Gaudie Ley. “Ciclos pol?tico econ?micos : um teste para os clubes de futebol.” 2015. Masters Thesis, Pontifical Catholic University of Rio Grande do Sul. Accessed May 09, 2021. http://tede2.pucrs.br/tede2/handle/tede/6363.

MLA Handbook (7th Edition):

Recena, In?cio Gaudie Ley. “Ciclos pol?tico econ?micos : um teste para os clubes de futebol.” 2015. Web. 09 May 2021.

Vancouver:

Recena IGL. Ciclos pol?tico econ?micos : um teste para os clubes de futebol. [Internet] [Masters thesis]. Pontifical Catholic University of Rio Grande do Sul; 2015. [cited 2021 May 09]. Available from: http://tede2.pucrs.br/tede2/handle/tede/6363.

Council of Science Editors:

Recena IGL. Ciclos pol?tico econ?micos : um teste para os clubes de futebol. [Masters Thesis]. Pontifical Catholic University of Rio Grande do Sul; 2015. Available from: http://tede2.pucrs.br/tede2/handle/tede/6363

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