O mercado acionário brasileiro e a macroeconomia: um estudo sobre o impacto de indicadores macroeconômicos e da política monetária sobre diversos setores e índices de ações
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2014-05-29
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Berriel, Tiago Couto
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The aim of the work was to study different types of correlation and predictability between the Brazilian stock market, such as the Ibovespa and SmallCaps indexes, and macroeconomic indicators, for example industrial production, inflation and gross domestic product. In the process, the stock market was divided in specific sectors. Such measure tried to reduce non systemic risks through stock diversification and it used pre-established liquidity standards. At last, the work studied the relationship between those sectors and more specific indicators of the Brazilian market such as credit, default rates, retail sales, production and vehicle sales.