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Macroeconomics of bank interest spreads: evidence from Brazil

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  • Nelson Souza-Sobrinho

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File URL: http://hdl.handle.net/10.1007/s10436-009-0131-0
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Bibliographic Info

Article provided by Springer in its journal Annals of Finance.

Volume (Year): 6 (2010)
Issue (Month): 1 (January)
Pages: 1-32

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Handle: RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32

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Web page: http://www.springerlink.com/link.asp?id=112370

Related research

Keywords: Interest rates; Bank interest spreads; Credit; Reserves; Government regulation; Financial markets; E43; E51; G21; O16;

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References

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  1. Tony Takeda & Fabiana Rocha & Márcio I. Nakane, 2005. "The Reaction of Bank Lending to Monetary Policy in Brazil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 59(1), pages 107-126, January.
  2. Kit, Pong Wong, 1997. "On the determinants of bank interest margins under credit and interest rate risks," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 251-271, February.
  3. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio I. Nakane, 2002. "The Determinants of Bank Interest Spread in Brazil," Working Papers Series 46, Central Bank of Brazil, Research Department.
  4. Eduardo Lora, 2001. "Structural Reforms in Latin America: What Has Been Reformed and How to Measure It," IDB Publications 39858, Inter-American Development Bank.
  5. Marvin Goodfriend & Bennett T. McCallum, 2007. "Banking and interest rates in monetary policy analysis: a quantitative exploration," Proceedings, Federal Reserve Bank of San Francisco.
  6. Alejandro Micco & Ugo Panizza & Mónica Yañez, 2004. "Bank Ownership and Performance," Research Department Publications 4381, Inter-American Development Bank, Research Department.
  7. Beck, H.T.L. & Crivelli, J. & W. Summerhill, W., 2005. "State bank transformation in Brazil: Choice and consequences," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3125504, Tilburg University.
  8. Antunes, António & Cavalcanti, Tiago & Villamil, Anne, 2008. "The effect of financial repression and enforcement on entrepreneurship and economic development," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 278-297, March.
  9. Neus Herranz & Stefan Krasa & Anne P. Villamil, 2009. "Entrepreneurs, Legal Institutions and Firm Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 128, Economics, The Univeristy of Manchester.
  10. Saito, Katrine Anderson & Villanueva, Delano P, 1981. "Transaction Costs of Credit to the Small-Scale Sector in the Philippines," Economic Development and Cultural Change, University of Chicago Press, vol. 29(3), pages 631-40, April.
  11. Nakane, Marcio I. & Weintraub, Daniela B., 2005. "Bank privatization and productivity: Evidence for Brazil," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2259-2289, August.
  12. Pierre-Olivier Gourinchas & Olivier Jeanne, 2006. "The Elusive Gains from International Financial Integration," Review of Economic Studies, Oxford University Press, vol. 73(3), pages 715-741.
  13. Brock, Philip L. & Rojas Suarez, Liliana, 2000. "Understanding the behavior of bank spreads in Latin America," Journal of Development Economics, Elsevier, vol. 63(1), pages 113-134, October.
  14. Saunders, Anthony & Schumacher, Liliana, 2000. "The determinants of bank interest rate margins: an international study," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 813-832, December.
  15. Robert E. Lucas, Jr., 2000. "Inflation and Welfare," Econometrica, Econometric Society, vol. 68(2), pages 247-274, March.
  16. Nakane, Marcio I. & Weintraub, Daniela B., 2005. "Bank privatization and productivity : evidence for Brazil," Policy Research Working Paper Series 3666, The World Bank.
  17. Vittas, Dimitri & Yoon Je Cho, 1995. "Credit policies : lessons from East Asia," Policy Research Working Paper Series 1458, The World Bank.
  18. Paul Harrison & Oren Sussman & Joseph Zeira, 1999. "Finance and growth: theory and new evidence," Finance and Economics Discussion Series 1999-35, Board of Governors of the Federal Reserve System (U.S.).
  19. Agnes Belaisch, 2003. "Do Brazilian Banks Compete?," IMF Working Papers 03/113, International Monetary Fund.
  20. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] b30, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  21. Thorsten Beck & Asli Demirgüç-Kunt & Ross Levine, 2000. "A New Database on the Structure and Development of the Financial Sector," World Bank Economic Review, World Bank Group, vol. 14(3), pages 597-605, September.
  22. Vincenzo Quadrini, 2009. "Entrepreneurship in macroeconomics," Annals of Finance, Springer, vol. 5(3), pages 295-311, June.
  23. Vittas, Dimitri & Cho, Yoon Je, 1996. "Credit Policies: Lessons from Japan and Korea," World Bank Research Observer, World Bank Group, vol. 11(2), pages 277-98, August.
  24. R. Gaston Gelos, 2009. "Banking Spreads In Latin America," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 796-814, October.
  25. Xavier Freixas & Jean-Charles Rochet, 1997. "Microeconomics of Banking," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061937, December.
  26. Ho, Thomas S. Y. & Saunders, Anthony, 1981. "The Determinants of Bank Interest Margins: Theory and Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(04), pages 581-600, November.
  27. António Antunes & Tiago Cavalcanti & Anne Villamil, 2010. "Intermediation Costs and Welfare," Centre for Growth and Business Cycle Research Discussion Paper Series 142, Economics, The Univeristy of Manchester.
  28. Levine, Ross, 2005. "Finance and Growth: Theory and Evidence," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 12, pages 865-934 Elsevier.
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Citations

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Cited by:
  1. Christian Glocker & Pascal Towbin, 2012. "The Macroeconomic Effects of Reserve Requirements," WIFO Working Papers 420, WIFO.
  2. Antonio Antunes & Tiago Cavalcanti & Anne Villamil, 2012. "The Effects of Credit Subsidies on Development," Centre for Growth and Business Cycle Research Discussion Paper Series 176, Economics, The Univeristy of Manchester.
  3. André Minella & Nelson F. Souza-Sobrinho, 2009. "Monetary Channels in Brazil through the Lens of a Semi-Structural Model," Working Papers Series 181, Central Bank of Brazil, Research Department.
  4. Pardo, Cristian, 2012. "Risk aversion and business cycles: An empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 413-426.
  5. Jorgensen, Ole Hagen & Apostolou, Apostolos, 2013. "Brazil's bank spread in international context : from macro to micro drivers," Policy Research Working Paper Series 6611, The World Bank.

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