dc.contributor | Denardin, Anderson Antonio | |
dc.creator | Marchiori, Nicolle Chidiac | |
dc.date.accessioned | 2021-04-15T00:19:59Z | |
dc.date.accessioned | 2022-10-07T22:16:21Z | |
dc.date.available | 2021-04-15T00:19:59Z | |
dc.date.available | 2022-10-07T22:16:21Z | |
dc.date.created | 2021-04-15T00:19:59Z | |
dc.date.issued | 2021-02-11 | |
dc.identifier | http://repositorio.ufsm.br/handle/1/20577 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/4036188 | |
dc.description.abstract | The credit market is an important tool to measure the health and well-being of an
economy. With such in mind, it becomes important to study the credit market and its
behavior according to the different economy cycles. The present work aims the
analysis of theory and empirical evidences associated with the information asymmetry
present in Brazilian credit market. At first, there was done an analysis of credit variants,
such as the exchanged amount, concession deadlines, average spread charged and
default rates to the general credit market, with sect division both to the personal and
company level, willing to observe the responses of these variants to the shocks caused
by changes in the monetary politics. The study begins reviewing the literature on
information asymmetry theory and its negative effects that directly impact the credit
market. Then, some of the measures taken to avoid the problem caused by the
information asymmetry were explained and also records on the behavior of such
variants inside of an empirical model. On the empirical model, an vector autoregression
(VAR) was estimated, with an impulse response function of the analyzed variants.
Such work has allowed to prove empirically that an environment influenced by
information asymmetry, risk and uncertainty, monetary politics negative influences
amount of available credit and concession deadlines, while impacts the practiced
spread and default rates in a positive way. | |
dc.publisher | Universidade Federal de Santa Maria | |
dc.publisher | Brasil | |
dc.publisher | UFSM | |
dc.publisher | Centro de Ciências Sociais e Humanas | |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/4.0/ | |
dc.rights | Acesso Aberto | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | |
dc.subject | Assimetria de informação | |
dc.subject | Mercado de crédito | |
dc.subject | Crédito livre | |
dc.subject | Credit market | |
dc.title | Assimetria de informação no mercado de crédito brasileiro: avaliação empírica para modalidades de crédito livre (2007-2020) | |
dc.type | Trabalho de Conclusão de Curso de Graduação | |