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Opacidade e Crédito Bancário: Evidências empíricas a partir da NYSE e da NASDAQ

Listed author(s):
  • Helder Ferreira de Mendonça
  • Renato Falci Villela Loures
  • Délio José Cordeiro Galvão

This study makes a contribution to the literature on bank opaqueness and bank credit through empirical evidence gathered from data of 310 NYSE and NASDAQ banks for the period 1Q1990 to 4Q2009. In addition to developing an opacity index based on bank risk information, the empirical analysis identifies and considers events of credit sudden stops. The main conclusion is that a decrease in bank opaqueness fosters an environment favorable to the development of a sound banking system, which, in turn, facilitates the strengthening of the credit chain and the avoidance of financial crises

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Paper provided by Central Bank of Brazil, Research Department in its series Working Papers Series with number 337.

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Date of creation: Nov 2013
Handle: RePEc:bcb:wpaper:337
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