Análise dos índices de desempenho das instituições financeiras brasileiras antes, durante e após a crise subprime
Keywords:
índices de desempenho, crise subprime, variabilidadeAbstract
O objetivo do estudo foi verificar o impacto da crise subprime nos índices de desempenho das instituições financeiras brasileiras. Para tanto, utilizou-se os índices financeiros do banco de dados Economática, exercícios 2005 a 2011. A amostra são as 32 empresas brasileiras de finanças e seguros, com ações negociadas na BM&FBovespa. A análise dos dados procedeu-se a partir do coeficiente de correlação linear de Pearson e pela técnica de análise de variâncias (ANOVA). No período analisado foi possível identificar fontes de variação dos índices, quando considerada a análise de cada índice, uma parcela de sua variabilidade é explicada por outros índices, além dos diferentes níveis do fator Ano. Assim, concluiu-se que a variabilidade dos índices é explicada por meio de outros índices e também pelo respectivo período. O estudo confirmou os efeitos da crise subprime na variabilidade dos índices.Published
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