34 resultados para Volatilidade cambial
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Pós-graduação em Desenvolvimento Humano e Tecnologias - IBRC
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The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.
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Apple is a fruit that offers promising prospect for industrialization as it has favorable characteristics for this purpose and can obtain products with good acceptance. In Brazil, approximately 15% of the production is processed into juice, and a portion is exported. Among the fresh fruit and juice, apple adds US$ 30 million annually to the Brazilian foreign exchange earnings. The aim of this study was to characterize, using chemical analysis, concentrated juices, commercial apple juice, nectar, and soft drink. In addition, to compare them with their respective Quality and Identity Standards (PIQ) published by the Ministry of Agriculture, Livestock and Food Supply (MAPA) and Codex Alimentarius. Concentrated juices and commercial beverages were analyzed in triplicate for soluble solids content (Brix), pH, total acidity (AT), and ratio. In concentrated juices, the Total Sugar Reducer (ART) was also assessed. The results obtained in the laboratory were compared with the PIQ and Codex Alimentarius to verify compliance with applicable regulations. Seven concentrate juices, five juices, six nectars, and three apple-flavoured soft drinks were analyzed. The Brix of pulpy and clarified concentrated juices were, respectively, 71.16±1.29 and 40.40±0.57°Brix. In all concentrated juices, the Brix was in accordance with Codex Alimentarius. The Brix and AT in sweetened clarified juices were 11.50±0.14°Brix and 0.18±0.04g of malic acid/100g sample. In pulpy whole juices the values were 11.20±0.70°Brix and 0.30±0.06g of malic acid/100g sample. The values of Brix and AT in apple-flavoured soft drinks were 11.03±0.93°Brix and 0.18±0.04g of malic acid/100ml sample. Commercial juices and soft drinks also presented °Brix and AT in accord with the PIQ established by MAPA. The apple nectars could not be compared with the standards because they are not published by MAPA or Codex Alimentarius. The definition of the PIQ is an important tool for quality control of beverages manufacture in Brazil. Therefore, it is recommended for the control agencies to define the parameters that are not established.
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After realizing two interviews, with distinct managers/businessmen working in the cotton industry, the objective is to put in evidence the political, economical and social factors that contributed to the formation and configuration of the Mato Grosso state, after the trade liberalization that occurred in the early 90's, it's effects and consequences in the eyes of the interviewed. The study of public policies is primordial to the discovery of the configuration of determined place, evaluating advances and possible errors in the social, economical and environmental areas. Through the analysis of the interviews it has been found that the urban centers have been developing with a direct link to the industrial activities related to agriculture and that the labor work force have also been attracted because of these changes, and as a consequence this labor force is now becoming more specialized to be able to accompany the jobs requirements in the industry. Analyzing the interviews, it is possible to highlight some information about the development of Mato Grosso, among those the following factors and public policies. The creation and expansion of the cities in the state are possible through public and private investment in infrastructure the socioeconomic development of the state is linked with the advances made in the private sector that grows because of advances made in crops technology in contrast to the occupation of the cerrado, in relation to the cotton crops. The problems that Mato Grosso is facing are mainly linked to the region infrastructure, that can count on investment plans to transportation and production flow that dates before the globalization era. The pattern that is seen today with top of the line agricultural production, big monoculture with high productivity and the arrival of multinational giants, was implanted because of two important events: the trade liberalization in the 1990's and the cambial depreciation in the 1999's...