One of the subjects that I teach in my undergraduate finance class is the relationship between risk and expected returns. In short, the riskier the investment, more returns should be expected by the investor. It is not a difficult argument to make. All that you need to understand is to remember that people are not naive in financial markets. Whenever they make a big gamble, the rewards should also be large.
The Central Bank of Brazil (BCB) offers access to the SGS system (sistema gerenciador de series temporais) with a official API available here.
Over time, I find myself using more and more of the available datasets in my regular research and studies. Last weekend I decided to write my own API package that would make my life (and others) a lot easier.
Package GetBCBData can fetch data efficiently and rapidly: