IDEAS home Printed from https://ideas.repec.org/f/c/pna587.html
   My authors  Follow this author

Marcio Issao Nakane

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Nakane, Marcio I. & Weintraub, Daniela B., 2005. "Bank privatization and productivity : evidence for Brazil," Policy Research Working Paper Series 3666, The World Bank.

    Mentioned in:

    1. Same old dance
      by Oscar Abello in CIPE development blog on 2008-08-04 18:50:55

Working papers

  1. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2017. "Dynamic Bank Runs: an agent-based approach," Working Papers Series 465, Central Bank of Brazil, Research Department.

    Cited by:

    1. Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

  2. Fábio Martins Serrano & Márcio Issao Nakane, 2016. "Impacto Regional Da Política Monetária No Brasil: Uma Abordagem Bayesiana," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 038, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Blanco, Emilio & Elosegui, Pedro & Izaguirre, Alejandro & Montes-Rojas, Gabriel, 2019. "Regional and state heterogeneity of monetary shocks in Argentina," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).

  3. Gabriel Garber & Márcio Issao Nakane, 2015. "The Break of Brand Exclusivity in Brazilian Credit Card Acquiring: effects and markup-cost decomposition in a price dispersion setting," Working Papers Series 390, Central Bank of Brazil, Research Department.

    Cited by:

    1. Suchanan Tambunlertchai & Kotaro Ishi & Mr. Takuji Komatsuzaki & Mr. Ippei Shibata & Jasmin Sin, 2021. "Can Fintech Foster Competition in the Banking System in Latin America and the Caribbean?," IMF Working Papers 2021/114, International Monetary Fund.
    2. Azevedo, Paulo F. & Ribeiro, Paulo & Rodrigues, Gabriela, 2019. "Credit portability and spreads: Evidence in the Brazilian market," Journal of Economics and Business, Elsevier, vol. 106(C).
    3. Escobar Elexpuru, Gonzalo & Valdés de la Fuente, Iván, 2022. "Equilibrio en un mercado oligopólico con una firma dominante en el mercado de las tarjetas de pago [Equilibrium in an oligopoly market with a dominant firm in the payment card market]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 74-92, June.

  4. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.

    Cited by:

    1. Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(84), pages 203-221, December.
    2. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.
    3. Divino, Jose Angelo & Haraguchi, Carlos, 2022. "Monetary Policy And Reserve Requirements In A Small Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 26(4), pages 1073-1106, June.
    4. Hinterschweiger, Marc & Khairnar, Kunal & Ozden, Tolga & Stratton, Tom, 2021. "Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates," Bank of England working papers 904, Bank of England.
    5. Marcos R. Castro, 2019. "Sectoral Countercyclical Buffers in a DSGE Model with a Banking Sector," Working Papers Series 503, Central Bank of Brazil, Research Department.
    6. Vinhado, Fernando da Silva & Divino, Jose Angelo, 2019. "Interactions between monetary and macroprudential policies in the transmission of discretionary shocks," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).

  5. Bruno de Paula Rocha & Márcio I. Nakane, 2007. "Sistema Financeiro E Desenvolvimento Econômico: Evidências De Causalidade Em Um Painel Para O Brasil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 009, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Pessoa, Filipe de Morais Cangussu & Braga, Marcelo José, 2019. "Economic growth and financial development in Brazil: a flexible regression model approach," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.

  6. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.

    Cited by:

    1. Correa, Arnildo da Silva & Minella, André, 2010. "Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
    2. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series 131, Central Bank of Brazil, Research Department.
    3. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    4. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    5. Mariana O. Silva & Claudio R. Lucinda, 2017. "Switching costs and the extent of potential competition in Brazilian banking," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 117-128.
    6. József Molnár & Márton Nagy & Csilla Horváth, 2007. "A Structural Empirical Analysis of Retail Banking Competition: the Case of Hungary," MNB Working Papers 2007/1, Magyar Nemzeti Bank (Central Bank of Hungary).
    7. Mello, João Manoel Pinho de & Castro, Pedro Henrique Rosado de, 2012. "Is the Bank Interest Rate Pass-Through of Selic Rate Movements Asymmetric?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 32(1), March.
    8. Marcelo Y. Takami & Benjamin M. Tabak, 2007. "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series 135, Central Bank of Brazil, Research Department.
    9. Ho, Chun-Yu, 2012. "Market structure, welfare, and banking reform in China," Journal of Comparative Economics, Elsevier, vol. 40(2), pages 291-313.
    10. World Bank, 2007. "Brazil : The Industry Structure of Banking Services," World Bank Publications - Reports 7668, The World Bank Group.
    11. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    12. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    13. Urdapilleta, Eduardo & Stephanou, Constantinos, 2009. "Banking in Brazil: Structure, Performance, Drivers, and Policy Implications," Policy Research Working Paper Series 4809, The World Bank.
    14. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    15. Szabolcs Szikszai & Tamás Badics & Csilla Raffai & Zsolt Stenger & András Tóthmihály, 2013. "Studies in Financial Systems No 8 Hungary," FESSUD studies fstudy08, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    16. Molnár, József, 2008. "Market power and merger simulation in retail banking," Bank of Finland Research Discussion Papers 4/2008, Bank of Finland.
    17. M. Girotti & R. Meade, 2017. "U.S. Savings Banks' Demutualization and Depositor Welfare," Working papers 639, Banque de France.
    18. Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
    19. Chun-Yu Ho, 2007. "Deregulation, Competition and Consumer Welfare in Banking Market: Evidence from Hong Kong," Working Papers 242007, Hong Kong Institute for Monetary Research.
    20. Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series 125, Central Bank of Brazil, Research Department.
    21. Almeida, Daniel B. de Castro & Jayme Jr., Frederico G., 2008. "Bank consolidation and credit concentration in Brazil (1995-2004)," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    22. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
    23. John Goddard & Phil Molyneux & Jonathan Williams, 2013. "Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America," Working Papers 13011, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    24. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    25. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
    26. Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013. "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 368-381.
    27. Chun-Yu Ho, 2014. "Switching Cost and Deposit Demand in China," Working Papers 062014, Hong Kong Institute for Monetary Research.
    28. Williams, Jonathan, 2012. "Efficiency and market power in Latin American banking," Journal of Financial Stability, Elsevier, vol. 8(4), pages 263-276.
    29. Benjamin M. Tabak, 2006. "The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1377-1396.

  7. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.

    Cited by:

    1. Edmar Lisboa Bacha & Márcio Holland & Fernando M. Gonçalves, 2007. "Is Brazil Different? Risk, Dollarization, and Interest in Emerging Markets," Textos para Discussão 11, Instituto de Estudos de Política Econômica.
    2. Maria da Glória D. S. Araújo & Mirta Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo C. Silva, 2006. "The Effect of Adverse Supply Shocks on Monetary Policy and Output," Working Papers Series 103, Central Bank of Brazil, Research Department.
    3. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    4. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    5. Rodrigo Sekkel & Denisard Alves, 2010. "The economic determinants of the Brazilian nominal term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 1-10.
    6. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    7. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    8. Mr. Roberto Perrelli & Mr. Shaun K. Roache, 2014. "Time-Varying Neutral Interest Rate—The Case of Brazil," IMF Working Papers 2014/084, International Monetary Fund.
    9. Paulo Chananeco F. de Barcellos Neto & Marcelo Savino Portugal, 2006. "The Natural Rate Of Interest In Brazil Between 1999 And 2005," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 84, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    10. Portugal, Marcelo Savino & Barcellos, Paulo, 2009. "The Natural Rate of Interested in Brazil Between 1999 and 2005," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(2), June.
    11. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 44-89, June.
    12. Thereza Balliester Reis, 2018. "Why Are Policy Real Interest Rates So High in Brazil? An Analysis of the Determinants of the Central Bank of Brazil’s Real Interest Rate," International Journal of Political Economy, Taylor & Francis Journals, vol. 47(2), pages 178-198, April.
    13. Thiago Trafane Oliveira Santos, 2020. "A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil," Working Papers Series 524, Central Bank of Brazil, Research Department.
    14. Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," School of Economics Discussion Papers 0711, School of Economics, University of Surrey.
    15. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    16. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
    17. Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
    18. Andreza A Palma, 2016. "Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koo," Economics Bulletin, AccessEcon, vol. 36(3), pages 1306-1314.
    19. Bacha, Edmar & Holland, Marcio & Gonçalves, Fernando M., 2009. "High Interest Rates in Brazil: A Panel-Based Analysis," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 63(4), December.
    20. Özer Depren & Mustafa Tevfik Kartal & Serpil Kılıç Depren, 2021. "Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-20, December.
    21. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    22. Ana Carla A. Costa & João M. P. de Mello, 2006. "Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans," Working Papers Series 102, Central Bank of Brazil, Research Department.
    23. Juan José Echavarría & Enrique López Enciso & Martha Misas Arango & Juana Tellez Corredor, 2006. "La Tasa de Interés Natural en Colombia," Borradores de Economia 3088, Banco de la Republica.
    24. Rafael Cavalcanti De Araújo & Cleomar Gomes Da Silva, 2014. "The Neutral Interest Rate And The Stance Of Monetary Policy In Brazil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    25. Márcio Holland & Edmar L. Bacha & Fernando M. Gonçalves, 2007. "Is Brazil Different? Risk, Dollarization, and Interest Rates in Emerging Markets," IMF Working Papers 2007/294, International Monetary Fund.

  8. Denis Blum & Márcio I. Nakane, 2005. "O Impacto De Requerimentos De Capital Na Oferta De Crédito Bancário No Brasil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 085, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Almeida, Daniel B. de Castro & Jayme Jr., Frederico G., 2008. "Bank consolidation and credit concentration in Brazil (1995-2004)," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.

  9. Márcio I. Nakane & Daniela B. Weintraub, 2004. "Bank Privatization and Productivity: Evidence for Brazil," Working Papers Series 90, Central Bank of Brazil, Research Department.

    Cited by:

    1. Wahida Ahmad & David Prentice, 2015. "How large are productivity differences between Islamic and Conventional Banks?," Discussion Papers 2015/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    2. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series 131, Central Bank of Brazil, Research Department.
    3. Maria da Glória D. S. Araújo & Mirta Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo C. Silva, 2006. "The Effect of Adverse Supply Shocks on Monetary Policy and Output," Working Papers Series 103, Central Bank of Brazil, Research Department.
    4. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    5. Barbosa, Klênio & Rocha, Bruno de Paula & Salazar, Fernando Morais Farré, 2013. "Assessing competition in the banking industry: a multi-product approach," Textos para discussão 339, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    6. Tonzer, Lena & Buch, Claudia M. & Buchholz, Manuel, 2015. "Uncertainty and International Banking," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113072, Verein für Socialpolitik / German Economic Association.
    7. Doug Dyer & Majdi Quttainah & Pengfei Ye, 2015. "Privatization, intermediation and performance: global evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 207-229, December.
    8. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    9. Shrimal Perera & Michael Skully & J. Wickramanayake, 2007. "Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings," International Review of Finance, International Review of Finance Ltd., vol. 7(1‐2), pages 35-60, March.
    10. Rivera-Castro, Miguel A. & Ugolini, Andrea & Arismendi Zambrano, Juan, 2018. "Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network," Emerging Markets Review, Elsevier, vol. 35(C), pages 164-189.
    11. Shen, Chung-Hua & Lin, Chih-Yung, 2012. "Why government banks underperform: A political interference view," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 181-202.
    12. Koetter, Michael & Noth, Felix, 2013. "IT use, productivity, and market power in banking," Journal of Financial Stability, Elsevier, vol. 9(4), pages 695-704.
    13. Tanna, Sailesh & Luo, Yun & De Vita, Glauco, 2017. "What is the net effect of financial liberalization on bank productivity? A decomposition analysis of bank total factor productivity growth," Journal of Financial Stability, Elsevier, vol. 30(C), pages 67-78.
    14. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    15. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    16. Shujie Yao & Chunxia Jiang, 2007. "The effects of governance changes on bank efficiency in China: A stochastic distance function approach," Discussion Papers 07/19, University of Nottingham, GEP.
    17. Ramos-Tallada, Julio, 2015. "Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 135-161.
    18. Claudia M. Buch & Cathérine Tahmee Koch & Michael Kötter, 2009. "Margins of International Banking: Is there a Productivity Pecking Order in Banking, too?," CESifo Working Paper Series 2891, CESifo.
    19. Maurício S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series 95, Central Bank of Brazil, Research Department.
    20. Beck, Thorsten & Crivelli, Juan Miguel & Summerhill, William, 2005. "State bank transformation in Brazil - choices and consequences," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2223-2257, August.
    21. Trabelsi, Mohamed Ali, 2010. "Governance and Performance of Tunisian banks," MPRA Paper 80440, University Library of Munich, Germany, revised 2010.
    22. Chien-Chiang Lee & Meng-Fen Hsieh, 2013. "Beyond Bank Competition and Profitability: Can Moral Hazard Tell Us More?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 87-109, August.
    23. Catarina Figueira & Joseph Nellis & David Parker, 2009. "The effects of ownership on bank efficiency in Latin America," Applied Economics, Taylor & Francis Journals, vol. 41(18), pages 2353-2368.
    24. e Souza, Geraldo da Silva & Staub, Roberta Blass & Tabak, Benjamin Miranda, 2008. "A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(1), May.
    25. Fiorentino, Elisabetta & Vincenzo, Alessio De & Heid, Frank & Karmann, Alexander & Koetter, Michael, 2009. "The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany," Discussion Paper Series 2: Banking and Financial Studies 2009,03, Deutsche Bundesbank.
    26. Gleason, Kimberly & McNulty, James E. & Pennathur, Anita K., 2005. "Returns to acquirers of privatizing financial services firms: An international examination," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2043-2065, August.
    27. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    28. Omran, Mohammed, 2007. "Privatization, State Ownership, and Bank Performance in Egypt," World Development, Elsevier, vol. 35(4), pages 714-733, April.
    29. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
    30. Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020. "Economic uncertainty and bank risk: Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
    31. Berger, Allen N. & Clarke, George R.G. & Cull, Robert & Klapper, Leora & Udell, Gregory F., 2005. "Corporate governance and bank performance: A joint analysis of the static, selection, and dynamic effects of domestic, foreign, and state ownership," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2179-2221, August.
    32. Ho, Po-Hsin & Lin, Chih-Yung & Tsai, Wei-Che, 2016. "Effect of country governance on bank privatization performance," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 3-18.
    33. Jacobs, Lindsay Marie & Van Rossem, Ronan, 2014. "The BRIC Phantom: A comparative analysis of the BRICs as a category of rising powers," Journal of Policy Modeling, Elsevier, vol. 36(S1), pages 47-66.
    34. Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
    35. Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak, 2009. "Evolution of Bank Efficiency in Brazil: A DEA Approach," Working Papers Series 200, Central Bank of Brazil, Research Department.
    36. Белоусова В. Ю., 2009. "Эффективность Издержек Однородных Российских Коммерческих Банков: Обзор Проблемы И Новые Результаты," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 13(4), pages 489-519.
    37. Cajueiro, Daniel O. & Tabak, Benjamin M., 2008. "The role of banks in the Brazilian interbank market: Does bank type matter?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(27), pages 6825-6836.
    38. Sreejata Banerjee and Malathi Velamuri & Malathi Velamuri & Malathi Velamuri, 2015. "The Conundrum of Profitability Versus Soundness For Banks by Ownership Type: Evidence from the Indian Banking Sector," Working Papers 2015-111, Madras School of Economics,Chennai,India.
    39. Subrata Sarkar & Rudra Sensarma, 2010. "Partial privatization and bank performance: evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 2(4), pages 276-306, November.
    40. Chung-Hua Shen & Chih-Yung Lin, 2011. "De-Privatization? Case Studies of Government Banks’ Performance in Developing Countries During the Financial Crisis," Chapters, in: Daigee Shaw & Bih Jane Liu (ed.), The Impact of the Economic Crisis on East Asia, chapter 3, Edward Elgar Publishing.
    41. Sahut, Jean-Michel & Mili, Mehdi, 2011. "Banking distress in MENA countries and the role of mergers as a strategic policy to resolve distress," Economic Modelling, Elsevier, vol. 28(1), pages 138-146.
    42. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
    43. John Goddard & Phil Molyneux & Jonathan Williams, 2013. "Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America," Working Papers 13011, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    44. Udayshankar Sarkar, 2015. "A Comparative Profitability and Operating Efficiency Analysis of Public and Private Banks in Bangladesh," Quarterly Journal of Business Studies, Research Academy of Social Sciences, vol. 1(1), pages 17-23.
    45. Mostafa SALIMIFAR & Mehdi BEHNAME, 2013. "Information Technology And Productivity Growth In Islamic Countries," Romanian Journal of Economics, Institute of National Economy, vol. 36(1(45)), pages 128-135, June.
    46. Barros, Alexandre Rands, 2008. "How to make bankers richer: The Brazilian financial market with public and private banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(2), pages 217-236, May.
    47. Chen, Xiang, 2020. "Exploring the sources of financial performance in Chinese banks: A comparative analysis of different types of banks," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    48. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    49. Yuan, Weidi & Ouyang, Difei & Zhang, Zhicheng, 2022. "Did China’s bank ownership reform improve credit allocation?," European Economic Review, Elsevier, vol. 141(C).
    50. Ana Carla A. Costa & João M. P. de Mello, 2006. "Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans," Working Papers Series 102, Central Bank of Brazil, Research Department.
    51. Tarcio Da Silva & Carlos Martins-filho & Eduardo Ribeiro, 2016. "A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile," Economics Bulletin, AccessEcon, vol. 36(1), pages 118-131.
    52. Abid A. Burki & Shabbir Ahmad, 2007. "Corporate Governance Changes in Pakistan’s Banking Sector : Is There a Performance Effect?," Governance Working Papers 22251, East Asian Bureau of Economic Research.
    53. Megginson, William L., 2005. "The economics of bank privatization," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 1931-1980, August.
    54. Ghosh, Saibal, 2010. "How did state-owned banks respond to privatization? Evidence from the Indian experiment," MPRA Paper 24716, University Library of Munich, Germany.
    55. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    56. Assist. Ph.D c. Marjan Petreski, 2009. "Entry Of Bank Foreign Capital In Developing Economies: Measuring Profit & Cost Efficiency," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(13), pages 39-45, NOVEMBER.
    57. Martín-Oliver, Alfredo & Ruano, Sonia & Salas-Fumás, Vicente, 2013. "Why high productivity growth of banks preceded the financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 688-712.
    58. Williams, Jonathan, 2012. "Efficiency and market power in Latin American banking," Journal of Financial Stability, Elsevier, vol. 8(4), pages 263-276.
    59. Rangkakulnuwat, Poomthan & Wang, H. Holly, 2011. "Productivity growth decomposition with FE-IV approach: Rethinking Thai commercial banks after the financial crisis," Economic Modelling, Elsevier, vol. 28(6), pages 2579-2588.
    60. Vaneet Bhatia & Sankarshan Basu & Subrata Kumar Mitra & Pradyumna Dash, 2018. "A review of bank efficiency and productivity," OPSEARCH, Springer;Operational Research Society of India, vol. 55(3), pages 557-600, November.
    61. Trabelsi, Mohamed Ali, 2009. "Governance and performance of Tunisian banks," MPRA Paper 26657, University Library of Munich, Germany, revised 2009.
    62. Dipasha Sharma & Anil K. Sharma, 2015. "Influence of Turbulent Macroeconomic Environment on Productivity Change of Banking Sector: Empirical Evidence from India," Global Business Review, International Management Institute, vol. 16(3), pages 439-462, June.
    63. Liangliang He & Lei Chen & Frank Hong Liu, 2017. "Banking reforms, performance and risk in China," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 3995-4012, August.
    64. Mirta Noemí Sataka Bugarin & Roberto de Goes Ellery Jr. & Victor Gomes Silva & Marcelo Kfoury Muinhos, 2005. "Steady State Analysis of an Open Economy General Equilibrium Model for Brazil," Working Papers Series 92, Central Bank of Brazil, Research Department.
    65. Buch, Claudia M. & Koch, Cathérine T. & Koetter, Michael, 2014. "Should I stay or should I go? Bank productivity and internationalization decisions," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 266-282.
    66. Sreejata Banerjee & Malathi Velamuri, 2015. "The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 12-24, September.
    67. Lin, Xiaochi & Zhang, Yi, 2009. "Bank ownership reform and bank performance in China," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 20-29, January.
    68. Bonaccorsi di Patti, Emilia & Hardy, Daniel C., 2005. "Financial sector liberalization, bank privatization, and efficiency: Evidence from Pakistan," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2381-2406, August.
    69. Boehmer, Ekkehart & Nash, Robert C. & Netter, Jeffry M., 2005. "Bank privatization in developing and developed countries: Cross-sectional evidence on the impact of economic and political factors," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 1981-2013, August.
    70. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.

  10. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.

    Cited by:

    1. Gunji, Hiroshi & Miura, Kazuki & Yuan, Yuan, 2009. "Bank competition and monetary policy," Japan and the World Economy, Elsevier, vol. 21(1), pages 105-115, January.
    2. Yang, Jun & Shao, Hanhua, 2016. "Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 468-481.
    3. Zhan, Shurui & Tang, Yangfei & Li, Shuai & Yao, Yaojun & Zhan, Minghua, 2021. "How does the money market development impact the bank lending channel of emerging Countries? A case from China," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    4. Mohamed Sadok Gassouma & Kais Ben-Ahmed, 2021. "The Role Of Foreign Banks In The Transmission Of Monetary Policy: Empirical Evidence From Tunisia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 66(228), pages 101-122, January –.
    5. Capeleti, Paulo & Garcia, Marcio & Miessi Sanches, Fabio, 2022. "Countercyclical credit policies and banking concentration: Evidence from Brazil," Journal of Banking & Finance, Elsevier, vol. 143(C).
    6. André Soares Loureiro & Fernando de Holanda Barbosa, 2004. "Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002," Working Papers Series 85, Central Bank of Brazil, Research Department.
    7. Thiago Trafane Oliveira Santos, 2021. "High Lending Interest Rates in Brazil: cost or concentration?," Working Papers Series 550, Central Bank of Brazil, Research Department.
    8. Aloisio Araujo & Marcia Leon, 2004. "Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis," Working Papers Series 84, Central Bank of Brazil, Research Department.
    9. Amidu, Mohammed & Wolfe, Simon, 2013. "The effect of banking market structure on the lending channel: Evidence from emerging markets," Review of Financial Economics, Elsevier, vol. 22(4), pages 146-157.
    10. Miguel Cantillo, 2023. "Imperfect bank competition, borrower adverse selection, and the transmission of monetary policy," Working Papers 202301, Universidad de Costa Rica, revised Mar 2023.
    11. Leroy, Aurélien, 2014. "Competition and the bank lending channel in Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 296-314.
    12. Mohammed Amidu & Simon Wolfe, 2013. "The effect of banking market structure on the lending channel: Evidence from emerging markets," Review of Financial Economics, John Wiley & Sons, vol. 22(4), pages 146-157, November.
    13. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.

  11. Márcio I. Nakane & Sérgio Mikio Koyama, 2003. "Search Costs and the Dispersion of Loan Interest Rates in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] d28, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Mariana O. Silva & Claudio R. Lucinda, 2017. "Switching costs and the extent of potential competition in Brazilian banking," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 117-128.
    2. Simone Miyuki Hirakawa & Rodrigo De Losso da Silveira Bueno, 2011. "Does location matter toexplain loan interest rates? Evidence from Brazilian local bankingmarkets," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 127, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    3. Pablo Filippi F. & Patricio Hevia G. & César Vásquez C., 2015. "Análisis de Microdatos de las Tasas de Interés Comerciales por Sector Económico," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 18(3), pages 104-129, December.
    4. World Bank, 2006. "Brazil : Interest Rates and Intermediation Spreads," World Bank Publications - Reports 21461, The World Bank Group.
    5. Alfredo Martín-Oliver & Vicente Salas-Fumás & Jesús Saurina, 2005. "Interest rate dispersion in deposit and loan markets," Working Papers 0506, Banco de España.
    6. Stefany Moreno-Burbano & Andrés Vargas-Vargas & Juan Sebastián Vélez-Velásquez, 2019. "Interest rate dispersion in commercial loans," Borradores de Economia 1088, Banco de la Republica de Colombia.

  12. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.

    Cited by:

    1. Correa, Arnildo da Silva & Minella, André, 2010. "Nonlinear mechanisms of the exchange rate pass-through: A Phillips curve model with threshold for Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
    2. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series 131, Central Bank of Brazil, Research Department.
    3. Maria da Glória D. S. Araújo & Mirta Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo C. Silva, 2006. "The Effect of Adverse Supply Shocks on Monetary Policy and Output," Working Papers Series 103, Central Bank of Brazil, Research Department.
    4. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    5. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    6. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
    7. Chung Tran & Juergen Jung, 2007. "The Extension of Social Security Coverage in Developing Countries," CAEPR Working Papers 2007-026, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    8. Marcelo Y. Takami & Benjamin M. Tabak, 2007. "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series 135, Central Bank of Brazil, Research Department.
    9. Ferreira, Sergio Guimarães, 2006. "Pension Reform in Brazil: Transitional Issues in a Model with Endogenous Labor Supply," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(1), May.
    10. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility," Working Papers Series 77, Central Bank of Brazil, Research Department.
    11. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    12. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    13. Maurício S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series 95, Central Bank of Brazil, Research Department.
    14. Andrea Vaona, 2005. "Multiplicatively Separable Preferences and Output Persistence," Birkbeck Working Papers in Economics and Finance 0511, Birkbeck, Department of Economics, Mathematics & Statistics.
    15. André Soares Loureiro & Fernando de Holanda Barbosa, 2004. "Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002," Working Papers Series 85, Central Bank of Brazil, Research Department.
    16. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    17. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series 70, Central Bank of Brazil, Research Department.
    18. Aloisio Araujo & Marcia Leon, 2004. "Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis," Working Papers Series 84, Central Bank of Brazil, Research Department.
    19. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
    20. Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
    21. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department.
    22. Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series 125, Central Bank of Brazil, Research Department.
    23. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
    24. Arminio Fraga & Ilan Goldfajn & Andre Minella, 2003. "Inflation Targeting in Emerging Market Economies," NBER Working Papers 10019, National Bureau of Economic Research, Inc.
    25. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    26. Ana Carla A. Costa & João M. P. de Mello, 2006. "Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans," Working Papers Series 102, Central Bank of Brazil, Research Department.
    27. Ornelas, José Renato Haas & Barbachan, José Santiago Fajardo & Farias, Aquiles Rocha de, 2012. "Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options," EBAPE Working Papers 1, FGV EBAPE - Escola Brasileira de Administração Pública e de Empresas (Brazil).
    28. Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
    29. Mirta Noemí Sataka Bugarin & Roberto de Goes Ellery Jr. & Victor Gomes Silva & Marcelo Kfoury Muinhos, 2005. "Steady State Analysis of an Open Economy General Equilibrium Model for Brazil," Working Papers Series 92, Central Bank of Brazil, Research Department.
    30. Benjamin M. Tabak, 2006. "The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1377-1396.
    31. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.

  13. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] b30, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Ramos-Tallada, Julio, 2015. "Bank risks, monetary shocks and the credit channel in Brazil: Identification and evidence from panel data," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 135-161.
    2. Joao Manoel Pinho de Mello & Marcio Garcia & Christiano Arrigoni, 2010. "Identifying the Bank Lending Channel in Brazil through Data Frequency," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 47-79, January.
    3. Nada Mora, 2014. "Reason for Reserve? Reserve Requirements and Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 469-501, March.
    4. Christian Glocker & Pascal Towbin, 2012. "The Macroeconomic Effects Of Reserve Requirements," EcoMod2012 3850, EcoMod.
    5. Luiz de Mello & Mauro Pisu, 2009. "The Bank Lending Channel of Monetary Transmission in Brazil: A VECM Approach," OECD Economics Department Working Papers 711, OECD Publishing.
    6. Gupta, Abhay, 2004. "Comparing Bank Lending Channel in India and Pakistan," MPRA Paper 9281, University Library of Munich, Germany.
    7. 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.
    8. Marco Carreras, 2020. "Investigating the Role of BNDES as a Tool to Transmit Countercyclical Policy Decisions: Evidence from 2002-2016," SPRU Working Paper Series 2020-02, SPRU - Science Policy Research Unit, University of Sussex Business School.
    9. Marco Bonomo & Bruno Martins, 2016. "The Impact of Government-Driven Loans in the Monetary Transmission Mechanism: what can we learn from firm-level data?," Working Papers Series 419, Central Bank of Brazil, Research Department.
    10. Petar Peshev, 2014. "Credit dynamics in Central and Eastern Europe," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 37-58,59-79.
    11. Glocker, Christian & Towbin, Pascal, 2015. "Reserve requirements as a macroprudential instrument – Empirical evidence from Brazil," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 158-176.
    12. Waldo Mendoza & Oscar Dancourt & Gustavo Ganiko & Rodolfo Cermeño, 2016. "Tasas de interés activas y política monetaria en el Perú. Un análisis con datos de bancos individuales," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 39(78), pages 95-118.
    13. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    14. Gabriel Caldas Montes & Júlio Cesar Albuquerque Bastos, 2013. "Economic policies, macroeconomic environment and entrepreneurs' expectations," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(3), pages 334-354, July.
    15. Nguyen, Vu Hong Thai & Boateng, Agyenim, 2013. "The impact of excess reserves beyond precautionary levels on Bank Lending Channels in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 358-377.
    16. World Bank, 2006. "Brazil : Interest Rates and Intermediation Spreads," World Bank Publications - Reports 21461, The World Bank Group.
    17. Zuriyati Ahmad & Abdul Ghafar Ismail, 2018. "Alternative Of Monetary Policy Indicator: Panel Data Analysis From Islamic Banks In Malaysia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 4(2), pages 279-292, November.
    18. Vu Hong Thai Nguyen & Agyenim Boateng & David Newton, 2015. "Involuntary excess reserves, the reserve requirements and credit rationing in China," Applied Economics, Taylor & Francis Journals, vol. 47(14), pages 1424-1437, March.

  14. Victorio Y. T. Chu & Márcio I. Nakane, 2001. "Credit Channel without the LM Curve," Working Papers Series 20, Central Bank of Brazil, Research Department.

    Cited by:

    1. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
    2. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility," Working Papers Series 77, Central Bank of Brazil, Research Department.
    3. Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva & Souza & Benjamin Miranda Tabak, 2003. "Optimal Monetary Rules: The Case of Brazil," Working Papers Series 63, Central Bank of Brazil, Research Department.
    4. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
    5. Tito Nícias Teixeira da Silva Filho, 2001. "Estimando o Produto Potencial Brasileiro: Uma Abordagem de Função de Produção," Working Papers Series 17, Central Bank of Brazil, Research Department.
    6. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    7. André Soares Loureiro & Fernando de Holanda Barbosa, 2004. "Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002," Working Papers Series 85, Central Bank of Brazil, Research Department.
    8. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    9. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
    10. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series 70, Central Bank of Brazil, Research Department.
    11. Aloisio Araujo & Marcia Leon, 2004. "Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis," Working Papers Series 84, Central Bank of Brazil, Research Department.
    12. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
    13. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
    14. Arminio Fraga & Ilan Goldfajn & Andre Minella, 2003. "Inflation Targeting in Emerging Market Economies," NBER Working Papers 10019, National Bureau of Economic Research, Inc.
    15. Eui Jung Chang & Marcelo Kfoury Muinhos & Joanílio Rodolpho Teixeira, 2002. "Macroeconomic Coordination and Inflation Targeting in a Two-Country Model," Working Papers Series 50, Central Bank of Brazil, Research Department.
    16. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.
    17. Tito Nícias Teixeira da Silva Filho, 2001. "Uma Definição Operacional de Estabilidade de Preços," Working Papers Series 35, Central Bank of Brazil, Research Department.
    18. Pedro Fachada, 2001. "Inflation Targeting in Brazil: Reviewing Two Years of Monetary Policy 1999/00," Working Papers Series 25, Central Bank of Brazil, Research Department.
    19. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department.
    20. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department.
    21. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.

  15. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Jugnu Ansari & Ashima Goyal, 2014. "Bank Competition, Managerial Efficiency and the Interest Rate Pass-Through in India," Contemporary Studies in Economic and Financial Analysis, in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 317-339, Emerald Group Publishing Limited.
    2. Isaac Okyere Paintsil & Zhao Xi Cang & Emmanuel Kwaku Manu, 2019. "The Impact of Banks Specific Regulations on Determinants of Financial Performance: Empirical Evidence from Ghana - A PMG ARDL Approach," Proceedings of the 15th International RAIS Conference, November 6-7, 2019 019IP, Research Association for Interdisciplinary Studies.
    3. Germán López-Espinosa & Antonio Moreno & Fernando Pérez de Gracia, 2011. "Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective," Faculty Working Papers 11/11, School of Economics and Business Administration, University of Navarra.
    4. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series 131, Central Bank of Brazil, Research Department.
    5. Jorgensen, Ole Hagen & Apostolou, Apostolos, 2013. "Brazil's bank spread in international context : from macro to micro drivers," Policy Research Working Paper Series 6611, The World Bank.
    6. Maria da Glória D. S. Araújo & Mirta Bugarin & Marcelo Kfoury Muinhos & Jose Ricardo C. Silva, 2006. "The Effect of Adverse Supply Shocks on Monetary Policy and Output," Working Papers Series 103, Central Bank of Brazil, Research Department.
    7. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    8. Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006. "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series 116, Central Bank of Brazil, Research Department.
    9. Luiz-Fernando De Paula & Antonio J. Alves, 2003. "Banking behaviour and the Brazilian economy after the Real Plan: The post-Keynesian approch," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 56(227), pages 337-365.
    10. Jose M. Berrospide & Amiyatosh Purnanandam & Uday Rajan, 2008. "Corporate hedging, investment and value," Finance and Economics Discussion Series 2008-16, Board of Governors of the Federal Reserve System (U.S.).
    11. Brian Bolarinwa Ogundairo & Mauro Rodrigues, 2016. "Previdência e taxa de juros no Brasil," Working Papers, Department of Economics 2016_11, University of São Paulo (FEA-USP).
    12. Leonardo Soriano de Alencar & Márcio I. Nakane, 2004. "Bank Competition, Agency Costs and the Performance of the Monetary Policy," Working Papers Series 81, Central Bank of Brazil, Research Department.
    13. Gilberto Tadeu Lima & Antonio J. A. Meirelles, 2007. "Macrodynamics of debt regimes, financial instability and growth," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 31(4), pages 563-580, July.
    14. Ms. Laura Valderrama & Mr. Wendell A. Samuel, 2006. "The Monetary Policy Regime and Banking Spreads in Barbados," IMF Working Papers 2006/211, International Monetary Fund.
    15. Dhananjay Bapat, 2018. "Profitability drivers for Indian banks: a dynamic panel data analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 437-451, December.
    16. André Minella & Paulo Springer de Freitas & Ilan Goldfajn & Marcelo Kfoury Muinhos, 2003. "Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility," Working Papers Series 77, Central Bank of Brazil, Research Department.
    17. Juan Carlos Castañeda, 2002. "Competing Monies in Guatemala: What Should we Expect?," Money Affairs, CEMLA, vol. 0(2), pages 209-240, July-Dece.
    18. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department.
    19. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    20. Makram Nouaili & Ezzeddine Abaoub & Anis Ochi, 2015. "The Determinants of Banking Performance in Front of Financial Changes: Case of Trade Banks in Tunisia," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 410-417.
    21. Abdelkader Derbali & Lamia Jamel, 2014. "Determinants of performance of Tunisia insurance companies: Case of life insurance," Post-Print hal-01695997, HAL.
    22. Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva & Souza & Benjamin Miranda Tabak, 2003. "Optimal Monetary Rules: The Case of Brazil," Working Papers Series 63, Central Bank of Brazil, Research Department.
    23. Armando Castelar Pinheiro & Regis Bonelli, 2015. "Financial Development, Growth and Equity in Brazil," Discussion Papers 0159, Instituto de Pesquisa Econômica Aplicada - IPEA.
    24. Maurício S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series 95, Central Bank of Brazil, Research Department.
    25. Anastasiou, Dimitrios, 2017. "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper 80972, University Library of Munich, Germany.
    26. Ilan Goldfajn & Katherine Hennings & Hélio Mori, 2003. "Brazil’s Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth," Working Papers Series 75, Central Bank of Brazil, Research Department.
    27. Ronald I. McKinnon, 2004. "The East Asian exchange rate dilemma and the world dollar standard," Chapters, in: Suthiphand Chirathivat & Emil-Maria Claassen & Jürgen Schroeder (ed.), East Asia's Monetary Future, chapter 6, Edward Elgar Publishing.
    28. Aydemir, Resul & Guloglu, Bulent, 2017. "How do banks determine their spreads under credit and liquidity risks during business cycles?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 147-157.
    29. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
    30. Tito Nícias Teixeira da Silva Filho, 2001. "Estimando o Produto Potencial Brasileiro: Uma Abordagem de Função de Produção," Working Papers Series 17, Central Bank of Brazil, Research Department.
    31. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    32. Hyun Don Lee & Sang-Bum Park, 2016. "An Empirical Study on the Factors Affecting Savings Bank Loan Interest Rates," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 175-182, December.
    33. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2020. "The Determinants of Net Interest Margins of Commercial Banks: Panel Evidence from China, India and Japan," Discussion Papers 2014, Graduate School of Economics, Kobe University.
    34. André Soares Loureiro & Fernando de Holanda Barbosa, 2004. "Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002," Working Papers Series 85, Central Bank of Brazil, Research Department.
    35. Brunilda NELI, 2015. "Macroeconomic And Market Determinants Of Interest Rate Spread: Evidence From Albania," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 14(3), pages 51-59.
    36. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
    37. Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department.
    38. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series 70, Central Bank of Brazil, Research Department.
    39. Thiago Trafane Oliveira Santos, 2021. "High Lending Interest Rates in Brazil: cost or concentration?," Working Papers Series 550, Central Bank of Brazil, Research Department.
    40. Paul Gilbert & Lise Pichette, 2002. "Towards New Money Measurers," Money Affairs, CEMLA, vol. 0(2), pages 151-181, July-Dece.
    41. Oduor, Jacob & Karingi, Stephen & Mwaura, Stephen, 2011. "Efficiency of financial market intermediation in Kenya: A comparative analysis," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 226-240, March.
    42. Aloisio Araujo & Marcia Leon, 2004. "Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis," Working Papers Series 84, Central Bank of Brazil, Research Department.
    43. Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
    44. 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.
    45. Rashid Khalil* & Dr. Mohd. Sollehudin Bin Shuaib & Dr. Suhaimi Bin Ishak, 2018. "Bank-SMEs Relationship: A Critical Review of Firm & Industry Specific Determinants Influencing Banks’ Performance," The Journal of Social Sciences Research, Academic Research Publishing Group, vol. 4(12), pages 777-791, 12-2018.
    46. Islam, Md. Shahidul & Nishiyama, Shin-Ichi, 2016. "The determinants of bank net interest margins: A panel evidence from South Asian countries," Research in International Business and Finance, Elsevier, vol. 37(C), pages 501-514.
    47. Vera-Gilces, Paul & Camino-Mogro, Segundo & Ordeñana-Rodríguez, Xavier & Cornejo-Marcos, Gino, 2020. "A look inside banking profitability: Evidence from a dollarized emerging country," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 147-166.
    48. José Luís Oreiro & Luiz Fernando de Paula & Fábio Hideki Ono & Guilherme Jonas Costa da Silva, 2005. "Determinantes Macroeconômicos do Spread Bancário no Brasil: Teoria e Evidência Recente," Working Papers 0009, Universidade Federal do Paraná, Department of Economics.
    49. Ricardo Schechtman, 2017. "Joint Validation of Credit Rating PDs under Default Correlation," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 235-282, June.
    50. Naoto Higashio & Takahiro Hirakawa & Ryo Nagaushi & Shinsuke Ohyama & Atsushi Takanashi, 2016. "Determinants of Launch Spreads on EM USD-Denominated Corporate Bonds," Bank of Japan Working Paper Series 16-E-13, Bank of Japan.
    51. Rodrigo Andrés de Souza Peñaloza, 2003. "On Shadow-Prices of Banks in Real-Time Gross Settlement Systems," Working Papers Series 71, Central Bank of Brazil, Research Department.
    52. Durdyev, Serdar & Ismail, Syuhaida, 2017. "The build-operate-transfer model as an infrastructure privatisation strategy for Turkmenistan," Utilities Policy, Elsevier, vol. 48(C), pages 195-200.
    53. Fabia A. de Carvalho & Cyntia F. Azevedo, 2008. "The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?," Working Papers Series 160, Central Bank of Brazil, Research Department.
    54. Trofimov, Ivan D. & Md. Aris, Nazaria & Ying Ying, Jovena Kho, 2018. "Determinants of Commercial Banks' Profitability in Malaysia," MPRA Paper 85598, University Library of Munich, Germany.
    55. Arezoo GHASEMI, & Malihe ROSTAMI, 2016. "Determinants Of Interest Rate Spread In Banking Industry," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 5(1), pages 1-46, January.
    56. Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula & Rogério Sobreira, 2007. "Macroeconomic Determinants Of Banking Spread In Brazil: An Empirical Evaluation," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 098, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    57. José Luís Oreiro & Luiz Fernando de Paula, 2005. "Strategy for Economic Growth in Brazil: a Post Keynesian Approach," Working Papers 0027, Universidade Federal do Paraná, Department of Economics.
    58. Alexandre A. Tombini & Sergio A. Lago Alves, 2006. "The Recent Brazilian Disinflation Process and Costs," Working Papers Series 109, Central Bank of Brazil, Research Department.
    59. R. Gaston Gelos, 2009. "Banking Spreads In Latin America," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 796-814, October.
    60. Papavangjeli, Meri & Leka, Eralda, 2016. "Përcaktuesit mikro- dhe makroekonomikë të marzhit neto të interesave në sistemin bankar shqiptar (2002-2014) [Micro- and macroeconomic determinants of net interest margin in the Albanian banking sy," MPRA Paper 78604, University Library of Munich, Germany, revised Jun 2016.
    61. Arminio Fraga & Ilan Goldfajn & Andre Minella, 2003. "Inflation Targeting in Emerging Market Economies," NBER Working Papers 10019, National Bureau of Economic Research, Inc.
    62. Sailesh Tanna & Kyriaki Kosmidou & Fotios Pasiouras, 2005. "Determinants of profitability of domestic UK commercial banks: panel evidence from the period 1995-2002," Money Macro and Finance (MMF) Research Group Conference 2005 45, Money Macro and Finance Research Group.
    63. Saona, Paolo, 2016. "Intra- and extra-bank determinants of Latin American Banks' profitability," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 197-214.
    64. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    65. International Monetary Fund, 2013. "Peru: Selected Issues Paper," IMF Staff Country Reports 2013/046, International Monetary Fund.
    66. Eui Jung Chang & Marcelo Kfoury Muinhos & Joanílio Rodolpho Teixeira, 2002. "Macroeconomic Coordination and Inflation Targeting in a Two-Country Model," Working Papers Series 50, Central Bank of Brazil, Research Department.
    67. Ana Carla A. Costa & João M. P. de Mello, 2006. "Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans," Working Papers Series 102, Central Bank of Brazil, Research Department.
    68. Leonardo Soriano de Alencar & Márcio I. Nakane, 2003. "Real Balances in the Utility Function: Evidence for Brazil," Working Papers Series 68, Central Bank of Brazil, Research Department.
    69. Pankaj Sinha & Sakshi Sharma, 2016. "Determinants of bank profits and its persistence in Indian Banks: a study in a dynamic panel data framework," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 7(1), pages 35-46, March.
    70. Andreas Dietrich, 2016. "What Drives the Gross Margins of Mortgage Loans? Evidence from Switzerland," Journal of Financial Services Research, Springer;Western Finance Association, vol. 50(3), pages 341-362, December.
    71. Cristi SPULBAR & Mihai NITOI & Lucian ANGHEL, 2015. "Efficiency In Cooperative Banks And Savings Banks : A Stochastic Frontier Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-21, March.
    72. Heba Youssef Hashem, 2016. "Determinants of Egyptian Banking Sector Profitability: Time-Series Analysis from 2004-2014," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 9(2), pages 73-78, June.
    73. Hawtrey, Kim & Liang, Hanyu, 2008. "Bank interest margins in OECD countries," The North American Journal of Economics and Finance, Elsevier, vol. 19(3), pages 249-260, December.
    74. Samy Ben Naceur & Mohammed Omran, 2008. "The Effects of Bank Regulations, Competition and Financial Reforms on MENA Banks’ Profitability," Working Papers 449, Economic Research Forum, revised 09 Jan 2008.
    75. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    76. Rodrigo Menon Simões Moita & Daniel Silv, 2014. "Follow The Leader: Competition In The Auto Financing Sector," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 136, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    77. Tito Nícias Teixeira da Silva Filho, 2001. "Uma Definição Operacional de Estabilidade de Preços," Working Papers Series 35, Central Bank of Brazil, Research Department.
    78. C. Spulbăr & M. Niţoi, 2014. "Determinants of bank cost efficiency in transition economies: evidence for Latin America, Central and Eastern Europe and South-East Asia," Applied Economics, Taylor & Francis Journals, vol. 46(16), pages 1940-1952, June.
    79. Ahmet AYSAN & Cagri HUSNU DALGIC & Murat DEMIRCI, 2010. "Macroeconomic, Sector Specific and Bank Specific Determinants of Net Interest Rate Margin: What Matters More For An Emerging Market Economy?," EcoMod2010 259600015, EcoMod.
    80. Azevedo, Paulo F. & Ribeiro, Paulo & Rodrigues, Gabriela, 2019. "Credit portability and spreads: Evidence in the Brazilian market," Journal of Economics and Business, Elsevier, vol. 106(C).
    81. Pierre‐Richard Agénor & Joshua Aizenman & Alexander W. Hoffmaister, 2008. "External Shocks, Bank Lending Spreads, and Output Fluctuations," Review of International Economics, Wiley Blackwell, vol. 16(1), pages 1-20, February.
    82. Armando Castelar & Regis Bonelli o, 2005. "Financial Development, Growth and Equity in Brazil," Discussion Papers 1118, Instituto de Pesquisa Econômica Aplicada - IPEA.
    83. Naceur, Sami Ben & Omran, Mohammed, 2011. "The effects of bank regulations, competition, and financial reforms on banks' performance," Emerging Markets Review, Elsevier, vol. 12(1), pages 1-20, March.
    84. Almeida, Fernanda Dantas & Divino, José Angelo, 2015. "Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 29-39.
    85. Mirta Noemí Sataka Bugarin & Roberto de Goes Ellery Jr. & Victor Gomes Silva & Marcelo Kfoury Muinhos, 2005. "Steady State Analysis of an Open Economy General Equilibrium Model for Brazil," Working Papers Series 92, Central Bank of Brazil, Research Department.
    86. Catalán-Herrera, Juan & Arriaza, Juan Carlos & Alvarado, Ricardo, 2019. "Is the financial accelerator story, empirically relevant for the determinants of the interest rate spread?," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 37-47.
    87. Mohammed Mizanur Rahman & Mahfuzur Rahman & Md. Abdul Kaium Masud, 2023. "Determinants of the Cost of Financial Intermediation: Evidence from Emerging Economies," IJFS, MDPI, vol. 11(1), pages 1-32, January.
    88. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department.
    89. Andrey Gurov & Milena Nikolova & Elena Stoyanova, 2018. "Behavioral Economics In Banking: Behavioral Factors As Determinants Of The Interest Rate Spread," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 6(3), pages 72-82.
    90. Guilherme Jonas Costa da Silva & José Luís Oreiro & Luiz Fernando de Paula, 2007. "Macroeconomic Determinants of Bank Spread in Brazil: An Empirical Evaluation," Working Papers 0066, Universidade Federal do Paraná, Department of Economics.
    91. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department.
    92. Hakimi, Abdelaziz & Hamdi, Helmi & Djlassi, Mouldi, 2013. "Testing the concentration-performance relationship in the Tunisian banking sector," MPRA Paper 55927, University Library of Munich, Germany, revised 2013.
    93. Marcelo Kfoury Muinhos & Márcio I. Nakane, 2006. "Comparing equilibrium real interest rates: different approaches to measure Brazilian rates," Working Papers Series 101, Central Bank of Brazil, Research Department.

  16. Sérgio Mikio Koyama & Márcio I. Nakane, 2001. "Os Efeitos da CPMF sobre a Intermediação Financeira," Working Papers Series 23, Central Bank of Brazil, Research Department.

    Cited by:

    1. Restrepo, Felipe, 2019. "The effects of taxing bank transactions on bank credit and industrial growth: Evidence from Latin America," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 335-355.
    2. Cintra, Marcos, 2009. "Bank transactions: pathway to the single tax ideal A modern tax technology;the Brazilian experience with a bank transactions tax (1993-2007)," MPRA Paper 16710, University Library of Munich, Germany.

  17. Márcio I. Nakane, 2001. "A Test of Competition in Brazilian Banking," Working Papers Series 12, Central Bank of Brazil, Research Department.

    Cited by:

    1. Yildirim, H. Semih & Philippatos, George C., 2007. "Restructuring, consolidation and competition in Latin American banking markets," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 629-639, March.
    2. Carvalho, Jaimilton & Divino, José Angelo & Orrillo, Jaime, 2014. "Determinantes do Requerimento de Colateral em Empréstimos Empresariais," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    3. Luiz-Fernando De Paula & Antonio J. Alves, 2003. "Banking behaviour and the Brazilian economy after the Real Plan: The post-Keynesian approch," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 56(227), pages 337-365.
    4. Yeyati, Eduardo Levy & Micco, Alejandro, 2007. "Concentration and foreign penetration in Latin American banking sectors: Impact on competition and risk," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1633-1647, June.
    5. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.
    6. World Bank, 2007. "Brazil : The Industry Structure of Banking Services," World Bank Publications - Reports 7668, The World Bank Group.
    7. Aydın ÇELEN, 2019. "Anticompetitive Effects of the Banking Cartel in Turkish Loan MarketAbstract: The aim of this paper is to measure the effect of the banking cartel on the competition in the Turkish loan market. In doi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(40).
    8. Luiz Chabalgoity & Emerson Marinho & Mauricio Benegas & Paulo de M. Jorge Neto, 2005. "The Impact Of De-Regulamentation On The Brazilian Banking Industry: A Production Metafrontier Approach," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 093, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    9. Gelos, R. G. & Roldos, Jorge, 2004. "Consolidation and market structure in emerging market banking systems," Emerging Markets Review, Elsevier, vol. 5(1), pages 39-59, March.
    10. Urdapilleta, Eduardo & Stephanou, Constantinos, 2009. "Banking in Brazil: Structure, Performance, Drivers, and Policy Implications," Policy Research Working Paper Series 4809, The World Bank.
    11. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio Issao Nakane, 2001. "The Determinants of Bank Interest Spread in Brazil," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    12. Benjamin Miranda Tabak & Guilherme Maia Rodrigues Gomes & Maurício da Silva Medeiros Júnior, 2012. "The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case," Working Papers Series 283, Central Bank of Brazil, Research Department.
    13. José Luís Oreiro & Luiz Fernando de Paula & Fábio Hideki Ono & Guilherme Jonas Costa da Silva, 2005. "Determinantes Macroeconômicos do Spread Bancário no Brasil: Teoria e Evidência Recente," Working Papers 0009, Universidade Federal do Paraná, Department of Economics.
    14. Stijn Claessens, 2009. "Competition in the Financial Sector: Overview of Competition Policies," The World Bank Research Observer, World Bank, vol. 24(1), pages 83-118, April.
    15. Almeida, Daniel B. de Castro & Jayme Jr., Frederico G., 2008. "Bank consolidation and credit concentration in Brazil (1995-2004)," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    16. José Angelo Divino & Renan Said Silva, 2017. "Banking competition in the Brazilian economy [Banking competition in the Brazilian economy]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 27(3), pages 393-419, September.
    17. Barros, Alexandre Rands, 2008. "How to make bankers richer: The Brazilian financial market with public and private banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(2), pages 217-236, May.
    18. Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentración y penetración foránea en los sectores bancarios latinoamericanos: repercusiones sobre la competencia y el riesgo," Research Department Publications 4354, Inter-American Development Bank, Research Department.
    19. Rodrigo M. Zeidan & Marcelo Resende, 2005. "Measuring Market Conduct in the Brazilian Cement Industry: a Dynamic Econometric Investigation," Economics Working Papers ECO2005/13, European University Institute.
    20. Bruno De Paula Rocha & Márcio Issao Nakane, 2011. "Entries, Exits And The Resourceallocation: An Analysis Of The Banking Intermediation In Brazil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 092, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    21. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    22. Rodrigo Menon Simões Moita & Daniel Silv, 2014. "Follow The Leader: Competition In The Auto Financing Sector," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 136, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    23. World Bank, 2006. "Brazil : Interest Rates and Intermediation Spreads," World Bank Publications - Reports 21461, The World Bank Group.

Articles

  1. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2021. "Dynamic bank runs: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 675-703, July.
    See citations under working paper version above.
  2. Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2018. "Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer," Economics Bulletin, AccessEcon, vol. 38(4), pages 2345-2352.
    See citations under working paper version above.
  3. Takeda, Tony & Rocha, Fabiana & Nakane, Márcio I., 2005. "The Reaction of Bank Lending to Monetary Policy in Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
    See citations under working paper version above.
  4. Nakane, Marcio I. & Weintraub, Daniela B., 2005. "Bank privatization and productivity: Evidence for Brazil," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2259-2289, August.
    See citations under working paper version above.
  5. Tarsila Segalla Afanasieff & Priscilla Maria Villa Lhacer & Márcio I. Nakane, 2002. "The Determinants of Bank Interest Spread in Brazil," Money Affairs, CEMLA, vol. 0(2), pages 183-207, July-Dece.
    See citations under working paper version above.Sorry, no citations of articles recorded.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.