摘要：The purpose of this study is to emphasize the correlations between the Ibovespa, SELIC rate and dollar currency exchange rates obtained from historical basis of different time intervals. The context of the research is based on the finding deficiencies and efficiencies in the Brazilian capital market over the past five years. The aim is to verify the trends of the statistical data associated with the horizons considered in a given series. For this analysis we used the statistical techniques of simple and multiple regression and calculations of correlation coefficients of the indexes mentioned. As a result, this study demonstrates that, based on statistical tests performed, the Ibovespa, SELIC rate and dollar showed different behaviors between them, and within the horizons of historical series analyzed.
关键词：Mercado de Capitais;teoria econômica da escolha;carteira eficiente
