IDEAS home Printed from https://ideas.repec.org/d/ibmbrbr.html
 

Publications

by members of

IBMEC Business School - Distrito Federal
Brasília, Brazil

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2012

  1. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.

2011

  1. Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho, 2011. "SAMBA: Stochastic Analytical Model with a Bayesian Approach," Working Papers Series 239, Central Bank of Brazil, Research Department.
  2. Daniela Silva Pires Alcântara & José Maria Ferreira Jardim Da Silveira & Wenersamy Ramos De Alcantara, 2011. "Distribuição De Renda Em Um Modelo Comsistema Financeiro Imperfeito," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 079, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

2010

  1. Nelson F. Souza Sobrinho, 2010. "The Role of Interest Rates in the Brazilian Business Cycle," Working Papers Series 218, Central Bank of Brazil, Research Department.

2009

  1. 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.
  2. Andre Minella & Andrew Powell & Alessandro Rebucci & Nelson Souza-Sobrino, 2009. "Monetary and Exchange Rate Policies for the Perfect Storm: The Case of The Bahamas, Barbados, Guyana, Haiti, Jamaica, Suriname, and Trinidad & Tobago," Research Department Publications 4638, Inter-American Development Bank, Research Department.

2008

  1. Wenersamy Ramos de Alcântara, 2008. "An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks," Working Papers Series 168, Central Bank of Brazil, Research Department.
  2. José Fajardo & Aquiles Farias, 2008. "Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation," IBMEC RJ Economics Discussion Papers 2008-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.

2004

  1. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004. "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers flwp_70, Finance Lab, Insper Instituto de Ensino e Pesquisa.

2003

  1. Souza-Sobrinho, Nelson, 2003. "Uma Avaliação do Canal de Crédito no Brasil [An Assessment of the Credit Channel in Brazil]," MPRA Paper 5160, University Library of Munich, Germany.
  2. Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003. "Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations," Finance Lab Working Papers flwp_58, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  3. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003. "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers flwp_55, Finance Lab, Insper Instituto de Ensino e Pesquisa.

2002

  1. José Fajardo & Aquiles Farias, 2002. "Generalized Hyperbolic Distributions and Brazilian Data," Working Papers Series 52, Central Bank of Brazil, Research Department.

2001

  1. Souza-Sobrinho, Nelson, 2001. "Desigualdade e Pobreza: Fatos Estilizados e Simulações [Inequality and Poverty: Stylized Facts and Simulations]," MPRA Paper 15570, University Library of Munich, Germany.
  2. Souza-Sobrinho, Nelson, 2001. "Extração da Volatilidade do Ibovespa [Estimating Ibovespa's Volatility]," MPRA Paper 15571, University Library of Munich, Germany.

Journal articles

2018

  1. Camila Henao-Arbelaez & Nelson Sobrinho, 2018. "Activos financieros del gobierno y sostenibilidad de la deuda," Boletín, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 45-98, enero-mar.

2015

  1. de Alcântara, Wenersamy Ramos & de Alcântara, Daniela Pires Ramos & da Silveira, José Maria F. J., 2015. "A desigualdade pode afetar a eficiência do sistema financeiro? Um modelo de equilíbrio em dois períodos com fricções na intermediação financeira," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 69(1), March.

2013

  1. Minella, André & Souza-Sobrinho, Nelson F., 2013. "Monetary policy channels in Brazil through the lens of a semi-structural model," Economic Modelling, Elsevier, vol. 30(C), pages 405-419.

2011

  1. Souza-Sobrinho, Nelson F., 2011. "The Role of Interest Rates in the Brazilian Business Cycles," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(3), September.

2010

  1. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
  2. Fajardo, José & Farias, Aquiles, 2010. "Derivative pricing using multivariate affine generalized hyperbolic distributions," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1607-1617, July.

2009

  1. Fajardo, José & Farias, Aquiles, 2009. "Multivariate affine generalized hyperbolic distributions: An empirical investigation," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 174-184, September.

Chapters

2009

  1. Paulo Vieira da Cunha & Daniela Silva Pires & Wenersamy Ramos de Alcântara, 2009. "Inflation Targeting and Exchange Rate: Notes on Brazil’s Experience," Chapters, in: Gill Hammond & Ravi Kanbur & Eswar Prasad (ed.), Monetary Policy Frameworks for Emerging Markets, chapter 10, Edward Elgar Publishing.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.