Browsing FGV EESP - Escola de Economia de São Paulo by Author "Carvalho, Augusto de Barros Lisboa de"

Now showing items 1-1 of 1

Pricing the cost of an election: the impact of the 2014 elections on stock markets

Carvalho, Augusto de Barros Lisboa de
2016

What is the effect of elections on real assets? Can we measure the effect on price only observing one outcome? This dissertation attempts to estimate these effects using a methodology based in stock options. The model ...