Central Bank of Brazil, Research Department
Working Papers Series
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Series handle: repec:bcb:wpaper
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2017
- 464 Empirical Findings on Inflation Expectations in Brazil: a survey
by Wagner Piazza Gaglianone - 463 Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model
by Flávio de Freitas Val & Wagner Piazza Gaglianone & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto - 462 Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?
by Edimilson Costa Lucas & Wesley Mendes Da Silva & Gustavo Silva Araujo - 461 Systemic Risk in Financial Systems: a feedback approach
by Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak - 460 Estimação da Inflação Implícita de Curto Prazo
by Gustavo Silva Araujo & José Valentim Machado Vicente - 459 Foreign Currency Debt and Fixed Exchange Rate Regimes: the importance of implicit guarantees against currency devaluations
by Marcio M. Janot & Márcio G. P. Garcia - 458 Credit Market Quality, Innovation and Trade
by Cristina Terra & Enrico Vasconcelos - 457 Risco, Dívida e Alavancagem Soberana
by José Renato Haas Ornelas - 456 Padrão Espectral do Quantum Externo Brasileiro
by Nelson da Silva - 455 Volatility Risk Premia and Future Commodity Returns
by José Renato Haas Ornelas & Roberto Baltieri Mauad - 454 Expected Currency Returns and Volatility Risk Premia
by José Renato Haas Ornelas
2016
- 453 Macroprudential Policy Transmission and Interaction with Fiscal and Monetary Policy in an Emerging Economy: a DSGE model for Brazil
by Fabia A. de Carvalho & Marcos R. Castro - 452 A Joint Model of Nominal and Real Yield Curves
by Daniela Kubudi & José Vicente - 451 Informação, Hábito e a Conta Corrente
by Nelson da Silva - 450 Monetary Policy, Trend Inflation and Unemployment Volatility
by Sergio A. Lago Alves - 449 Monetary Policy Credibility and the Comovement between Stock Returns and Inflation
by Eurilton Araújo - 448 Decomposition of Systemic Risk Drivers in Evolving Financial Networks
by João Barata Ribeiro Blanco Barroso & Thiago Christiano Silva & Sergio Rubens Stancato de Souza - 447 How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed?
by Marta B. M. Areosa & Waldyr D. Areosa & Pierre Monnin - 446 Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil
by Wagner Piazza Gaglianone & Gabriel Jaqueline Terra Moura Marins - 445 Loan-To-Value Policy and Housing Loans: effects on constrained borrowers
by Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez - 444 Capital Allocation across Regions, Sectors and Firms: evidence from a commodity boom in Brazil
by Paula Bustos & Gabriel Garber & Jacopo Ponticelli - 443 The Determinants of Structural Liquidity in Brazil: what to expect for the NSFR?
by Yure Lage Nuic & Cleysson Ribeiro Vieira & Marcos Soares da Silva - 442 Why Do Vulnerability Cycles Matter in Financial Networks?
by Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra - 441 Mercado de Opções no Brasil é Eficiente? Um Estudo a partir da Estratégia Delta-Gama-Neutra com Opções da Petrobras
by Gustavo Silva Araujo & Ricardo Alves Carmo Ribeiro - 440 Decomposição de Inflação: revisão da metodologia e resultados para 2012 a 2014
by Rafael Tiecher Cusinato & Francisco Marcos Rodrigues Figueiredo & Vicente da Gama Machado & Euler Pereira Gonçalves de Mello & Leonardo Pio Perez - 439 Structure and Dynamics of the Global Financial Network
by Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak - 438 Modeling Financial Networks: a feedback approach
by Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak - 437 Current Account and Real Exchange Rate changes: the impact of trade openness
by Davide Romelli & Cristina Terra & Enrico Vasconcelos - 436 Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation
by Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos - 435 Financial Conditions Indicators for Brazil
by Wagner Piazza Gaglianone & Waldyr Dutra Areosa - 434 Structural Trends and Cycles in a DSGE Model for Brazil
by Silvio Michael de Azevedo Costa - 433 Expansão dos Correspondentes Bancários no Brasil: uma análise empírica
by Eleonora Rodrigues Loureiro & Gabriel de Abreu Madeira & Fani Léa Cymrot Bader - 432 Crédito e Formação de Domicílios no Brasil
by Lilian Pacheco de Medeiros Ferro & Gabriel de Abreu Madeira & Fani Léa Cymrot Bader - 431 Market Efficiency in Brazil: some evidence from high-frequency data
by Alexandre de Carvalho & Alberto Sanyuan Suen & Felippe Gallo - 430 Policy-effective Financial Knowledge and Attitude Factors
by Gabriel Garber & Sergio Mikio Koyama - 429 Petróleo e o Reequilíbrio de Mercado: um modelo econométrico de projeção de preços
by Thiago Trafane Oliveira Santos - 428 Financial Networks, Bank Efficiency and Risk-Taking
by Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda - 427 Undue Charges and Price Discrimination
by Gabriel Garber & Márcio Issao Nakane - 426 Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks
by Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra - 425 Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil
by Jacopo Ponticelli & Leonardo S. Alencar - 424 Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy
by Fernando de Menezes Linardi - 423 Tsunami Monetário – Ciclos Monetários Internacionais e Desafios para a Economia Brasileira
by Tony Volpon - 422 Price-Setting Behavior in Brazil: survey evidence
by Arnildo da Silva Correa & Myrian Beatriz S. Petrassi & Rafael Santos - 421 Labor Markets in Heterogenous Sectors
by Sergio A. Lago Alves - 420 Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets
by João Barata Ribeiro Blanco Barroso - 419 The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?
by Marco Bonomo and Bruno Martins - 418 What drives inflation expectations in Brazil? Public versus private information
by Waldyr D. Areosa - 417 Commercial Platforms With Heterogeneous Participants
by Gabriel Garber & Márcio Issao Nakane - 416 Bargained Haircuts and Debt Policy Implications
by Aloisio Araujo & Marcia Leon & Rafael Santos - 415 Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets
by Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube - 414 Capital Allocation Across Sectors: Evidence from a Boom in Agriculture
by Paula Bustos & Gabriel Garber & Jacopo Ponticelli - 413 Efeitos das Intervenções Cambiais sobre a Taxa de Câmbio Futura no Brasil
by Marcio Magalhães Janot & Leonardo Peixoto Macedo - 412 Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy
by João Barata Ribeiro Blanco Barroso & Sergio Rubens Stancato de Souza & Solange Maria Guerra - 411 New Information and Updating of Market Experts’ Inflation Expectations
by Arnildo da Silva Correa & Paulo Picchetti
2015
- 410 Os Efeitos da Abertura Financeira sobre as Restrições de Crédito se Alteram em Períodos de Crises?
by Marcio Magalhães Janot & Daniel Pion da Rocha Paranhos - 409 A Discrete Monitoring Method for Pricing Asian Interest Rate Options
by Allan Jonathan da Silva & Jack Baczynskiy & José Valentim M. Vicente - 408 Sentimento e Macroeconomia: uma análise dos índices de confiança no Brasil
by Flávia Mourão Graminho - 407 Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer
by Leonardo Nogueira Ferreira & Márcio Issao Nakane - 406 Local Unit Root and Inflationary Inertia in Brazil
by Wagner Piazza Gaglianone & Osmani Teixeira de Carvalho Guillén & Francisco Marcos Rodrigues Figueiredo - 405 Macroprudential and Monetary Policy Interaction: a Brazilian perspective
by Fabia A. de Carvalho & Marcos R. de Castro - 404 Collateral after the Brazilian Creditor Rights Reform
by Bernardus Ferdinandus Nazar Van Doornik & Lucio Rodrigues Capelletto - 403 Monetary Policy Objectives and Money's Role in U.S. Business Cycles
by Eurilton Araújo - 402 Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models
by Fernando N. de Oliveira - 401 Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach
by Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak - 400 Not Just Another Mixed Frequency Paper
by Sergio Afonso Lago Alves & Angelo Marsiglia Fasolo - 399 Financial and Economic Development Nexus: evidence from Brazilian municipalities
by Marcos Soares da Silva - 398 Effective Tax Rates on Consumption and Factor Incomes: a quarterly frequency estimation for Brazil
by Cyntia Freitas Azevedo & Angelo Marsiglia Fasolo - 397 Determinantes da Estrutura de Liderança do Conselho das Empresas Brasileiras
by Fernando N. de Oliveira & Elisa Moser - 396 External Shocks, Financial Volatility and Reserve Requirements in an Open Economy
by Pierre-Richard Agénor & K. Alper & L. Pereira da Silva - 395 Inattention in Individual Expectations
by Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler - 394 Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach
by Michel Alexandre da Silva & Gilberto Tadeu Lima - 393 As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado?
by Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente - 392 Monitoring Vulnerability and Impact Diffusion in Financial Networks
by Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak - 391 Network Structure Analysis of the Brazilian Interbank Market
by Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak - 390 The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting
by Gabriel Garber & Márcio Issao Nakane - 389 Expectativa de Vida no Mercado de Trabalho Brasileiro
by Charles Henrique Correa - 388 Do Financial Crises Erode Potential Output? a cross country analysis of industrial and emerging economies
by Fernando N. de Oliveira & Myrian Petrassi - 387 Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions
by Fabia A. de Carvalho & Marcos R. Castro - 386 Há Efeito Manada em Ações com Alta Liquidez do Mercado Brasileiro?
by Juliana Xavier Serapio da Silva & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo - 385 Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy
by Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho - 384 Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth
by Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho - 383 The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks
by José Renato Haas Ornelas & Pablo José Campos de Carvalho - 382 Invoice Currency: puzzling evidence and new questions from Brazil
by Daniel Gersten Reiss - 381 Demand for Services Rendered to Families in Brazil in the 2000’s: An Empirical Analysis of Consumer Patterns and Social Expansion
by Andre de Queiroz Brunelli - 380 Implementing Loan-to-Value Ratios: The Case of Auto Loans in Brazil (2010-11)
by Tarsila S. Afanasieff & Fabiana L. C. A. Carvalho & Eduardo C. de Castro & Rodrigo L. P. Coelho & Jaime Gregório - 379 OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector
by Gustavo Silva Araujo & Sérgio Leão
2014
- 378 Macroeconomic and Financial Consequences of the After Crisis Government-Driven Credit Expansion in Brazil
by Marco Bonomo & Ricardo Brito & Bruno Martins - 377 Avaliação do Processo de Concentração-Competição no Setor Bancário Brasileiro
by Marcos Soares da Silva - 376 Determinacy and Learnability of Equilibrium in a Small Open Economy with Sticky Wages and Prices
by Eurilton Araújo - 375 Capital Requirements, Liquidity and Financial Stability: the case of Brazil
by Sergio R. Stancato de Souza - 374 Do Interconnections Matter for Bank Efficiency?
by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda - 373 Megaeventos Esportivos e Inflação ao Consumidor
by Waldyr Dutra Areosa & Marta Baltar Moreira Areosa - 372 Microfounded Forecasting
by Wagner Piazza Gaglianone & João Victor Issler - 371 Assessing the Short-term Forecasting Power of Confidence Indices
by Euler Pereira G. de Mello & Francisco Marcos R. Figueiredo - 370 Assessing the Forecast Ability of Risk-Neutral Densities and Real-World Densities from Emerging Markets Currencies
by José Renato Haas Ornelas - 369 Modelo FAVAR Canônico para Previsão do Mercado de Crédito
by Fani Lea Cymrot Bader & Sérgio Mikio Koyama & Marcos Hiroyuki Tsuchida - 368 Asymmetric Transmission of a Bank Liquidity Shock
by Rafael Felipe Schiozer & Raquel de Freitas Oliveira - 367 A Volatility and Persistence-Based Core Inflation
by Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo - 366 Investment of Firms in Brazil: do financial restrictions, unexpected monetary shocks and BNDES play important roles?
by Fernando N. de Oliveira - 365 Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?
by Bruno Freitas Boynard de Vasconcelos & Benjamin Miranda Tabak - 364 Behavioral Models of the Foreign Exchange Market: is there any empirical content?
by João Barata R. B. Barroso - 363 Realized Volatility as an Instrument to Official Intervention
by João Barata R. B. Barroso - 362 External Sustainability and Gross Positions: are Brazilian external accounts sustainable?
by João Barata R. B. Barroso - 361 Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal
by Gustavo Silva Araújo & José Valentim Machado Vicente - 360 Simple Macroeconomic Policies and Welfare: a quantitative assessment
by Eurilton Araújo & Alexandre B. Cunha - 359 Decompondo a Inflação Implícita
by José Valentim Machado Vicente & Flávia Mourão Graminho - 358 Consumo de Aço no Brasil: um modelo baseado na técnica da intensidade do uso
by Fernando Nascimento de Oliveira & Luiz Paulo Vervloet Sollero - 357 The Ramsey Steady State under Optimal Monetary and Fiscal Policy for Small Open Economies
by Angelo Marsiglia Fasolo - 356 Revisitando as Medidas de Núcleo de Inflação do Banco Central do Brasil
by Tito Nícias Teixeira da Silva Filho & Francisco Marcos Rodrigues Figueiredo - 355 Análise das Políticas de Financiamento das Firmas do IBRX 100 Utilizando Filtro de Kalman
by Fernando Nascimento de Oliveira & Leandro Oliveira - 354 Phillips curve in Brazil: an unobserved components approach
by Vicente da Gama Machado & Marcelo Savino Portugal - 353 Testing the Liquidity Preference Hypothesis using Survey Forecasts
by Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr - 352 Fatores de risco nas alianças em projetos de TI: estudo de casos no Banco Central do Brasil
by Liana Ribeiro dos Santos & T.Diana L. van Aduard de Macedo-Soares - 351 Dynamic spanning trees in stock market networks: The case of Asia-Pacific
by Ahmet Sensoy & Benjamin M. Tabak - 350 The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks
by Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias - 349 Evolução do Desemprego no Brasil no Período 2003-2013: análise através das probabilidades de transição
by Fábio José Ferreira da Silva & Leandro Siani Pires - 348 Two Decades of Structural Shifts in the Brazilian Labor Market: assessing the unemployment rate changes through stylized facts on labor supply and labor demand
by Andre de Queiroz Brunelli - 347 Inflation Targeting and Banking System Soundness: A Comprehensive Analysis
by Dimas M. Fazio & Benjamin M. Tabak & Daniel O. Cajueiro - 346 The Efficiency of Chinese Local Banks: A comparison of DEA and SFA
by Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Marina V. B. Dias - 345 International Capital Flows and Yields of Public Debt Bonds
by Márcia Saraiva Leon - 344 Risk Assessment of the Brazilian FX Rate
by Wagner Piazza Gaglianone & Jaqueline Terra Moura Marins
2013
- 343 Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil
by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Peñaloza - 342 How much random does European Union walk? A time-varying long memory analysis
by A. Sensoy & Benjamin Miranda Tabak - 341 Estimating Strategic Complementarity in a State-Dependent Pricing Model
by Marco Bonomo & Arnildo da Silva Correa & Marcelo Cunha Medeiros - 340 Asymmetric Effects of Monetary Policy in the U.S. and Brazil
by Ioannis Pragidis & Periklis Gogas & Benjamin Miranda Tabak - 339 Um Conto de Três Hiatos: Desemprego, Utilização da Capacidade Instalada da Indústria e Produto
by Sergio Afonso Lago Alves & Arnildo da Silva Correa - 338 Um Estudo sobre Comportamento de Tomadores e Ofertantes no Mercado de Crédito
by Tony Takeda & Paulo Evandro Dawid - 337 Opacidade e Crédito Bancário: Evidências empíricas a partir da NYSE e da NASDAQ
by Helder Ferreira de Mendonça & Renato Falci Villela Loures & Délio José Cordeiro Galvão - 336 Traditional and Matter-of-fact Financial Frictions in a DSGE Model for Brazil: the role of macroprudential instruments and monetary policy
by Fabia A. de Carvalho & Marcos R. Castro & Silvio M. A. Costa - 335 Why Prudential Regulation Will Fail to Prevent Financial Crises. A Legal Approach
by Marcelo Madureira Prates - 334 Análise do Comportamento dos Bancos Brasileiros Pré e Pós-Crise Subprime
by Osmani Teixeira de Carvalho Guillén & José Valentim Machado Vicente & Claudio Oliveira de Moraes - 333 Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System
by Benjamin Miranda Tabak & Denise Leyi Li & João V. L. de Vasconcelos & Daniel O. Cajueiro - 332 Does trade shrink the measure of domestic firms?
by João Barata R. B. Barroso - 331 Measuring Inflation Persistence in Brazil Using a Multivariate Model
by Vicente da Gama Machado & Marcelo Savino Portugal - 330 Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions
by Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva - 329 Is the Divine Coincidence Just a Coincidence? The Implications of Trend Inflation
by Sergio A. Lago Alves - 328 Mercados Financeiros Globais – Uma Análise da Interconectividade
by Marcius Correia Lima Filho & Rodrigo Cesar de Castro Miranda & Benjamin Miranda Tabak - 327 Celeridade do Sistema Judiciário e Créditos Bancários para as Indústrias de Transformação
by Jacopo Ponticelli & Leonardo S. Alencar - 326 Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos
by Solange Maria Guerra & Rodrigo Andrés de Souza Peñaloza & Benjamin Miranda Tabak - 325 Teste da Hipótese de Mercados Adaptativos para o Brasil
by Glener de Almeida Dourado & Benjamin Miranda Tabak - 324 Inflation Targeting and Financial Stability: A Perspective from the Developing World
by Pierre-Richard Agénor & Luiz A. Pereira da Silva - 323 Loan Pricing Following a Macro Prudential Within-Sector Capital Measure
by Bruno Martins & Ricardo Schechtman - 322 Contagion Risk within Firm-Bank Bivariate Networks
by Rodrigo César de Castro Miranda & Benjamin Miranda Tabak - 321 Systemic Risk Measures
by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda - 320 Insolvency and Contagion in the Brazilian Interbank Market
by Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra - 319 Contabilização da Cédula de Produto Rural à Luz da sua Essência
by Cássio Roberto Leite Netto - 318 Assessing Systemic Risk in the Brazilian Interbank Market
by Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra - 317 Official Interventions through Derivatives: affecting the demand for foreign exchange
by Emanuel Kohlscheen & Sandro C. Andrade - 316 Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil
by Gustavo Araújo & Bruno Vieira Carvalho & Claudio Henrique Barbedo & Margarida Maria Gutierrez - 315 Price Differentiation and Menu Costs in Credit Card Payments
by Marcos Valli Jorge & Wilfredo Leiva Maldonado - 314 Long-Run Determinants of the Brazilian Real: a closer look at commodities
by Emanuel Kohlscheen - 313 Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation
by João Barata R. B. Barroso & Luiz A. Pereira da Silva & Adriana Soares Sales - 312 A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento
by Max Leandro Ferreira Tavares & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo - 311 Estimação não-paramétrica do risco de cauda
by Caio Ibsen Rodrigues Almeida & José Valentim Machado Vicente & Osmani Texeira de Carvalho Guillen - 310 Banks, Asset Management or Consultancies' Inflation Forecasts: is there a better forecaster out there?
by Tito Nícias Teixeira da Silva Filho - 309 Converting the NPL Ratio into a Comparable Long Term Metric
by Rodrigo Lara Pinto & Gilneu Francisco Astolfi Vivan - 308 Transmissão da Política Monetária pelos Canais de Tomada de Risco e de Crédito: uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil
by Debora Pereira Tavares & Gabriel Caldas Montes & Osmani Teixeira de Carvalho Guillén - 307 Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar
by Gustavo Silva Araújo & Sérgio Leão - 306 Complex Networks and Banking Systems Supervision
by Theophilos Papadimitriou & Periklis Gogas & Benjamin M. Tabak - 305 Preços Administrados: projeção e repasse cambial
by Paulo Roberto de Sampaio Alves & Francisco Marcos Rodrigues Figueiredo & Antonio Negromonte Nascimento Junior & Leonardo Pio Perez - 304 Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market
by Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves - 303 Using a DSGE Model to Assess the Macroeconomic Effects of Reserve Requirements in Brazil
by Waldyr Dutra Areosa & Christiano Arrigoni Coelho
2012
- 302 Stress Testing Liquidity Risk: The Case of the Brazilian Banking System
by Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza - 301 Determinantes da Captação Líquida dos Depósitos de Poupança
by Clodoaldo Aparecido Annibal - 300 Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro
by Benjamin Miranda Tabak & Rodrigo César de Castro Miranda & Sergio Rubens Stancato de Souza - 299 Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market
by Bruno Martins - 298 Atuação de Bancos Estrangeiros no Brasil: mercado de crédito e de derivativos de 2005 a 2011
by Raquel de Freitas Oliveira & Rafael Felipe Schiozer & Sérgio Leão - 297 Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?
by José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher de Castro & Felipe Noronha Tavares - 296 Uma Avaliação dos Recolhimentos Compulsórios
by Leonardo S. Alencar & Tony Takeda & Bruno S. Martins & Paulo Evandro Dawid - 295 The External Finance Premium in Brazil: empirical analyses using state space models
by Fernando Nascimento de Oliveira - 294 Pesquisa de Estabilidade Financeira do Banco Central do Brasil
by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda - 293 Contagion in CDS, Banking and Equity Markets
by Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior - 292 Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues
by Adriana Soares Sales & João Barata Ribeiro Blanco Barroso - 291 O desempenho recente da política monetária brasileira sob a ótica da modelagem DSGE
by Bruno Freitas Boynard de Vasconcelos & José Angelo Divino - 290 Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks
by Luiz Awazu Pereira da Silva & Ricardo Eyer Harris - 289 Financial Stability in Brazil
by Luiz A. Pereira da Silva & Adriana Soares Sales & Wagner Piazza Gaglianone - 288 Forecasting Bond Yields with Segmented Term Structure Models
by Caio Almeida & Axel Simonsen & José Vicente - 287 Some Financial Stability Indicators for Brazil
by Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa - 286 Information (in) Chains: information transmission through production chains
by Waldyr Areosa & Marta Areosa - 285 Asset Prices and Monetary Policy – A sticky-dispersed information model
by Marta Areosa & Waldyr Areosa - 284 On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & Afonso Arinos de Mello Franco-Neto - 283 The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case
by Benjamin Miranda Tabak & Guilherme Maia Rodrigues Gomes & Maurício da Silva Medeiros Júnior - 282 The Signaling Effect of Exchange Rates: pass-through under dispersed information
by Waldyr Areosa & Marta Areosa - 281 A Note on Particle Filters Applied to DSGE Models
by Angelo Marsiglia Fasolo - 280 Educação Financeira para um Brasil Sustentável Evidências da necessidade de atuação do Banco Central do Brasil em educação financeira para o cumprimento de sua missão
by Fabio de Almeida Lopes Araújo & Marcos Aguerri Pimenta de Souza - 279 Going Deeper Into the Link Between the Labour Market and Inflation
by Tito Nícias Teixeira da Silva Filho - 278 Liquidez do Sistema e Administração das Operações de Mercado Aberto
by Antonio Francisco de A. da Silva Jr. - 277 Trend Inflation and the Unemployment Volatility Puzzle
by Sergio A. Lago Alves - 276 A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information
by Marta Areosa & Waldyr Areosa & Vinicius Carrasco - 275 A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks
by Benjamin M. Tabak & Rogério B. Miranda & Dimas M. Fazio - 274 Monetary Policy, Asset Prices and Adaptive Learning
by Vicente da Gama Machado - 273 Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions
by Emanuel Kohlscheen - 272 Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica
by Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro - 271 Optimal Policy When the Inflation Target is not Optimal
by Sergio A. Lago Alves - 270 Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach
by João Barata Ribeiro Blanco Barroso - 269 Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
by José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias - 268 Optimal Capital Flow Taxes in Latin America
by João Barata Ribeiro Blanco Barroso - 267 Sudden Floods, Prudential Regulation and Stability in an Open Economy
by Pierre-Richard Agénor & K. Alper & L. Pereira da Silva - 266 Are Core Inflation Directional Forecasts Informative?
by Tito Nícias Teixeira da Silva Filho - 265 O Impacto da Comunicação do Banco Central do Brasil sobre o Mercado Financeiro
by Marcio Janot & Daniel El-Jaick de Souza Mota