Assessing financial instability: The case of Brazil
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Citations
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Cited by:
- Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016.
"The international transmission of risk: Causal relations among developed and emerging countries’ term premia,"
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Elsevier, vol. 37(C), pages 646-654.
- Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," BORRADORES DE ECONOMIA 012609, BANCO DE LA REPÚBLICA.
- Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 869, Banco de la Republica de Colombia.
- Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012.
"A macro stress test model of credit risk for the Brazilian banking sector,"
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Elsevier, vol. 8(2), pages 69-83.
- Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010. "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series 226, Central Bank of Brazil, Research Department.
- Ladrón de Guevara Cortés Rogelio & Torra Porras Salvador, 2014. "Estimation of the underlying structure of systematic risk with the use of principal component analysis and factor analysis," Contaduría y Administración, Accounting and Management, vol. 59(3), pages 197-234, julio-sep.
- Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011.
"Modeling default probabilities: The case of Brazil,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 21(4), pages 513-534, October.
- Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice, 2011. "Modeling Default Probabilities: the case of Brazil," Working Papers Series 232, Central Bank of Brazil, Research Department.
- Mamede, Samuel de Paiva Naves & Malaquias, Rodrigo Fernandes, 2017. "Monday effect in Brazilian hedge funds with immediate redemption," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 47-53.
- Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
- Sarah Sanya & Montfort Mlachila, 2010. "Post-Crisis Bank Behavior; Lessons From Mercosur," IMF Working Papers 10/1, International Monetary Fund.
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