Central Bank of Brazil, Research Department
Working Papers Series
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Series handle: repec:bcb:wpaper
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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 - 264 Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil
by Fabia A. de Carvalho
2011
- 263 The Adverse Selection Cost Component of the Spread of Brazilian Stocks
by Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente - 262 The Accuracy of Perturbation Methods to Solve Small Open Economy Models
by Angelo M. Fasolo - 261 The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?
by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro - 260 Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans
by Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves & Antonio Carlos Magalhães da Silva - 259 The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies
by Emanuel Kohlscheen - 258 Bancos Oficiais e Crédito Direcionado – o que diferencia o mercado de crédito brasileiro?
by Eduardo Luis Lundberg - 257 Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade
by Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama - 256 The Self-insurance Role of International Reserves and the 2008-2010 Crisis
by Antonio Francisco A. Silva Jr - 255 An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil
by Fernando N. de Oliveira & Alberto Ronchi Neto - 254 Macroprudential Regulation and the Monetary Transmission Mechanism
by Pierre-Richard Agénor & Luiz A. Pereira da Silva - 253 Bank Efficiency and Default in Brazil: Causality Tests
by Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro - 252 Comparação da Eficiência de Custo para BRICs e América Latina
by Lycia M. G. Araujo & Guilherme M. R. Gomes & Solange M. Guerra & Benjamin M. Tabak - 251 Um Exame sobre como os Bancos Ajustam seu Índice de Basileia no Brasil
by Leonardo S. Alencar - 250 Recolhimentos Compulsórios e o Crédito Bancário Brasileiro
by Paulo Evandro Dawid & Tony Takeda - 249 Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks
by Benjamin M. Tabak & Marcelo Yoshio Takami & J. M. C. Rocha & Daniel O. Cajueiro - 248 Financial Regulation and Transparency of Information: first steps on new land
by Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures - 247 Forecasting the Yield Curve for the Euro Region
by Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci - 246 Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional
by Michel Alexandre da Silva - 245 Pesquisa Trimestral de Condições de Crédito no Brasil
by Clodoaldo Aparecido Annibal & Sergio Mikio Koyama - 244 Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship
by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro - 243 Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry
by Helder Ferreira de Mendonça & Delio Jose Cordeiro Galvao & Renato Falci Villela Loures - 242 Determinantes do Spread Bancário Ex-Post no Mercado Brasileiro
by Jose Alves Dantas & Otavio Ribeiro de Medeiros & Lucio Rodrigues Capelletto - 241 Macro Stress Testing of Credit Risk Focused on the Tails
by Ricardo Schechtman & Wagner Piazza Gaglianone - 240 Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model
by Fabia A. de Carvalho & Marcos Valli - 239 SAMBA: Stochastic Analytical Model with a Bayesian Approach
by Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho - 238 Choques não Antecipados de Política Monetária e a Estrutura a Termo das Taxas de Juros no Brasil
by Fernando N. de Oliveira & Leonardo Ramos - 237 Capital Regulation, Monetary Policy and Financial Stability
by Pierre-Richard Agénor & K. Alper & Luiz A. Pereira da Silva - 236 Optimal costs of sovereign default
by Leonardo Pio Perez - 235 Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets
by Leonardo S. Alencar - 234 Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets
by Pierre-Richard Agénor & Luiz A. Pereira da Silva - 233 Too Big to Fail Perception by Depositors: an empirical investigation
by Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros - 232 Modeling Default Probabilities: the case of Brazil
by Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice - 231 Capital Requirements and Business Cycles with Credit Market Imperfections
by Pierre-Richard & K. Alper & L. Pereira da Silva
2010
- 230 Is Inflation Persistence Over?
by Fernando N. de Oliveira & Myrian Petrassi - 229 Financial Fragility in a General Equilibrium Model: the Brazilian case
by Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio - 228 Forecasting Brazilian Inflation Using a Large Data Set
by Francisco Marcos Rodrigues Figueiredo - 227 Uma Nota sobre Erros de Previsão da Inflação de Curto Prazo
by Emanuel Kohlscheen - 226 A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector
by Francisco Vazquez & Benjamin M. Tabak & Marcos Souto - 225 Expectativas Inflacionárias e Inflação Implícita no Mercado Brasileiro
by Flávio de Freitas Val & Claudio Henrique da Silveira Barbedo & Marcelo Verdini Maia - 224 Emerging Floaters: pass-throughs and (some) new commodity currencies
by Emanuel Kohlscheen - 223 Forecasting the Yield Curve with Linear Factor Models
by Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente - 222 O Comportamento Cíclico do Capital dos Bancos Brasileiros
by R. A. Ferreira & A. C. Noronha & D. O. Cajueiro & B. M. Tabak - 221 Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing
by Bruno S. Martins - 220 Eficiência Bancária e Inadimplência: testes de Causalidade
by Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro - 219 The Brazilian Interbank Network Structure and Systemic Risk
by Edson Bastos e Santos & Rama Cont - 218 The Role of Interest Rates in the Brazilian Business Cycle
by Nelson F. Souza Sobrinho - 217 Financial Stability and Monetary Policy - The case of Brazil
by Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro - 216 Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence
by A. R. Fonseca & F. González & L. Pereira da Silva - 215 The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk
by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro - 214 Do Inflation-linked Bonds Contain Information about Future Inflation?
by José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen - 213 Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case
by Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures - 212 The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges
by Tito Nícias Teixeira da Silva Filho - 211 Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002
by Sandro C. Andrade & Emanuel Kohlscheen - 210 Determinants of Bank Efficiency: the case of Brazil
by Patricia Tecles & Benjamin M. Tabak - 209 Produção Industrial no Brasil: uma análise de dados em tempo real
by Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior - 208 Correlação de default: uma investigação empírica de créditos de varejo no Brasil
by Antonio Carlos Magalhães da Silva & Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves - 207 Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis
by Antonio Francisco A. Silva Jr. - 206 Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy
by Daniel Oliveira Cajueiro & Benjamin M. Tabak - 205 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
by George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid - 204 Fiscal and Monetary Policy Interaction: a simulation based analysis of a two-country New Keynesian DSGE model with heterogeneous households
by Marcos Valli & Fabia A. de Carvalho - 203 Output Gap and GDP in Brazil: a real-time data analysis
by Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior - 202 Considerações sobre a Atuação do Banco Central na Crise de 2008
by Mário Mesquita & Mario Torós - 201 Efeitos da Globalização na Inflação Brasileira
by Rafael Santos & Márcia S. Leon
2009
- 200 Evolution of Bank Efficiency in Brazil: A DEA Approach
by Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak - 199 Delegated Portfolio Management and Risk Taking Behavior
by José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak - 198 Impacto dos Swaps Cambiais na Curva de Cupom Cambial: uma análise segundo a regressão de componentes principais
by Alessandra Pasqualina Viola & Margarida Sarmiento Gutierrez & Octávio Bessada Lion & Cláudio Henrique Barbedo - 197 Forecasting the Yield Curve for Brazil
by Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak - 196 The role of macroeconomic variables in sovereign risk
by Marcos S. Matsumura & José Valentim Vicente - 195 From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency
by Ricardo Schechtman - 194 Testes de contágio entre sistemas bancários - A crise do subprime
by Benjamin M. Tabak & Manuela M. de Souza - 193 Loss Given Default: um estudo sobre perdas em operações prefixadas no mercado brasileiro
by Antonio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves - 192 Inadimplência do Setor Bancário Brasileiro: uma avaliação de suas medidas
by Clodoaldo Aparecido Annibal - 191 Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros
by Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub - 190 Concentração Bancária, Lucratividade e Risco Sistêmico: uma abordagem de Contágio Indireto
by Bruno Silva Martins & Leonardo S. Alencar - 189 Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks
by Marcos Souto & Benjamin M. Tabak & Francisco Vazquez - 188 Pricing Asian Interest Rate Options with a Three-Factor HJM Model
by Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion - 187 The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default
by Alan Cosme Rodrigues da Silva & Antônio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras da Neves & Giovani Antonio Silva Brito - 186 Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas
by André Luís Leite & Romeu Braz Pereira Gomes Filho & José Valentim Machado Vicente - 185 Market Forecasts in Brazil: performance and determinants
by Fabia A. de Carvalho & André Minella - 184 Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization
by José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak - 183 Ganhos da Globalização do Capital Acionário em Crises Cambiais
by Marcio Janot & Walter Novaes - 182 Avaliação de Opções Americanas com Barreiras Monitoradas de Forma Discreta
by Giuliano Carrozza Uzêda Iorio de Souza & Carlos Patrício Samanez - 181 Monetary Channels in Brazil through the Lens of a Semi-Structural Model
by André Minella & Nelson F. Souza-Sobrinho - 180 A Class of Incomplete and Ambiguity Averse Preferences
by Leandro Nascimento & Gil Riella - 179 Are Interest Rate Options Important for the Assessment of Interest Rate Risk?
by Caio Almeida & José Vicente