The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default
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- Correa, Arnildo & Marins, Jaqueline & Neves, Myrian & da Silva, Antonio Carlos, 2014.
"Credit Default and Business Cycles: An Empirical Investigation of Brazilian Retail Loans,"
Revista Brasileira de Economia - RBE,
FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(3), September.
- Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves & Antonio Carlos Magalhães da Silva, 2011. "Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans," Working Papers Series 260, Central Bank of Brazil, Research Department.
- Arnildo Da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras Das Neves & Antonio Carlos Magalhes Da Silva, 2014. "Credit Default And Business Cycles: Anempirical Investigation Of Brazilian Retail Loans," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 028, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-05 (All new papers)
- NEP-LAM-2009-09-05 (Central & South America)
- NEP-RMG-2009-09-05 (Risk Management)
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