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. Thomas Baldauf & Patrick Jochem, 2024. "Project finance or corporate finance for renewable energy? an agent-based insight," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 759-805, October.
    2. 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. 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.
    2. Bejar, Pablo & Ishi, Kotaro & Komatsuzaki, Takuji & Shibata, Ippei & Sin, Jasmin & Tambunlertchai, Suchanan, 2022. "Can Fintech Foster Competition in the Banking System in Latin America and the Caribbean?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
    3. 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).

  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. 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.
    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.
    3. 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.
    4. 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 Republica de Colombia, vol. 35(84), pages 203-221, December.
    5. 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).
    6. 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.
    7. Li, Kexin & Chen, Zhongfei & Andrikopoulos, Athanasios, 2024. "Capital inflow liberalization and bank credit risk," Journal of International Money and Finance, Elsevier, vol. 142(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. Braga, Marcelo José & Pessoa, Filipe de Morais Cangussu, 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. Ho, Chun-Yu, 2012. "Market structure, welfare, and banking reform in China," Journal of Comparative Economics, Elsevier, vol. 40(2), pages 291-313.
    2. 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.
    3. 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.
    4. 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).
    5. Mattia Girotti & Richard Meade, 2017. "U.S. Savings Banks' Demutualization and Depositor Welfare," Working Papers 2017-08, Auckland University of Technology, Department of Economics.
    6. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    7. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    8. 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.
    9. 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).
    10. World Bank, 2007. "Brazil : The Industry Structure of Banking Services," World Bank Publications - Reports 7668, The World Bank Group.
    11. 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.
    12. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223.
    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. 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.
    15. Williams, Jonathan, 2012. "Efficiency and market power in Latin American banking," Journal of Financial Stability, Elsevier, vol. 8(4), pages 263-276.
    16. 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.
    17. Benjamin M. Tabak, 2006. "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series 124, Central Bank of Brazil, Research Department.
    18. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    19. 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.
    20. 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.
    21. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    22. 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.
    23. Chun‐Yu Ho, 2015. "Switching Cost And Deposit Demand In China," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(3), pages 723-749, August.
    24. 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.
    25. 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.
    26. 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.
    27. Molnár, József, 2008. "Market power and merger simulation in retail banking," Bank of Finland Research Discussion Papers 4/2008, Bank of Finland.
    28. Chun-Yu Ho, 2010. "Deregulation, competition and consumer welfare in a banking market: evidence from Hong Kong," Journal of Regulatory Economics, Springer, vol. 37(1), pages 70-97, February.
    29. 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.
    30. Liebersohn, Jack, 2024. "How does competition affect retail banking? Quasi-experimental evidence from bank mergers," Journal of Financial Economics, Elsevier, vol. 154(C).

  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. 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.
    2. 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.
    3. 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.
    4. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    5. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    13. 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.
    14. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    15. 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.
    16. 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.
    17. 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.
    18. 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.
    19. 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].
    20. 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.
    21. 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].
    22. 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.
    23. 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.
    24. 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. 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.
    2. Son, Sung Hyun & Kim, Young-Han, 2024. "Does cross-border M&A improve merging firms’ domestic performances?," Journal of Asian Economics, Elsevier, vol. 90(C).
    3. 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.
    4. 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.
    5. Rodrigo de Oliveira Leite & Matheus Moura & Layla Mendes & Leonardo Henrique Lima de Pilla, 2024. "Bank Accessibility and Entrepreneurial Activity: Evidence from Brazil," IJFS, MDPI, vol. 12(2), pages 1-11, May.
    6. 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).
    7. 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.
    8. 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).
    9. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    10. 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.
    11. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    12. 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.
    13. 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.
    14. 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.
    15. 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.
    16. Omran, Mohammed, 2007. "Privatization, State Ownership, and Bank Performance in Egypt," World Development, Elsevier, vol. 35(4), pages 714-733, April.
    17. 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.
    18. 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.
    19. 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.
    20. 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.
    21. Zhao, Bingquan & Tian, Yuan & Kenjegalieva, Karligash & Wood, Justine, 2024. "Measuring the productivity of urban commercial banks in China," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 477-489.
    22. Alexandre Rands, 2008. "How to Make Bankers Richer: The Brazilian Financial Market with Public and Private Banks," Working Papers 37, Datamétrica Consultoria Econômica, revised 2008.
    23. 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," Policy Research Working Paper Series 3632, The World Bank.
    24. 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.
    25. Koetter, Michael & Noth, Felix, 2013. "IT use, productivity, and market power in banking," Journal of Financial Stability, Elsevier, vol. 9(4), pages 695-704.
    26. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223.
    27. Mauricio S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on ‘Market discipline and monetary policy’ by Carl Walsh," Oxford Economic Papers, Oxford University Press, vol. 57(4), pages 732-739, October.
    28. 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.
    29. 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.
    30. Trabelsi, Mohamed Ali, 2009. "Governance and performance of Tunisian banks," MPRA Paper 76918, University Library of Munich, Germany, revised 2009.
    31. Williams, Jonathan, 2012. "Efficiency and market power in Latin American banking," Journal of Financial Stability, Elsevier, vol. 8(4), pages 263-276.
    32. Saibal Ghosh, 2010. "How Did State‐Owned Banks Respond To Privatization? Evidence From The Indian Experiment," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 81(3), pages 389-421, September.
    33. 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.
    34. 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.
    35. 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.
    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. Banerjee, Sreejata & Velamuri, Malathi, 2015. "The conundrum of profitability versus soundness for banks by ownership type: Evidence from the Indian banking sector," Review of Financial Economics, Elsevier, vol. 26(C), pages 12-24.
    38. Beck, Thorsten & Crivelli, Juan Miguel & Summerhill, William, 2005. "State bank transformation in Brazil - choices and consequences," Policy Research Working Paper Series 3619, The World Bank.
    39. Jiang, Chunxia & Yao, Shujie & Zhang, Zongyi, 2009. "The effects of governance changes on bank efficiency in China: A stochastic distance function approach," China Economic Review, Elsevier, vol. 20(4), pages 717-731, December.
    40. 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.
    41. 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.
    42. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    43. 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.
    44. 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.
    45. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    46. 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.
    47. 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.
    48. 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.
    49. Buch, Claudia M. & Koch, Cathérine Tahmee & Koetter, Michael, 2009. "Margins of international banking: is there a productivity pecking order in banking, too?," Discussion Paper Series 2: Banking and Financial Studies 2009,12, Deutsche Bundesbank.
    50. 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.
    51. Megginson, William L., 2005. "The economics of bank privatization," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 1931-1980, August.
    52. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    53. 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.
    54. 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.
    55. 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.
    56. 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).
    57. 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.
    58. Wahida Ahmad & David Prentice, 2023. "How Large Are Productivity Differences Between Islamic And Conventional Banks?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(05), pages 1651-1670, September.
    59. 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.
    60. 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(1-2), pages 138-146, January.
    61. 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.
    62. 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.
    63. 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.
    64. 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.
    65. Trabelsi, Mohamed Ali, 2009. "Governance and performance of Tunisian banks," MPRA Paper 26657, University Library of Munich, Germany, revised 2009.
    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. 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.
    68. 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.
    69. 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).
    70. Yuan, Weidi & Ouyang, Difei & Zhang, Zhicheng, 2022. "Did China’s bank ownership reform improve credit allocation?," European Economic Review, Elsevier, vol. 141(C).
    71. 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.
    72. 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.
    73. 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.

  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. 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).
    2. Thiago Trafane Oliveira Santos, 2021. "High Lending Interest Rates in Brazil: cost or concentration?," Working Papers Series 550, Central Bank of Brazil, Research Department.
    3. 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.
    4. Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2003. "Speculative attacks on debts and optimum currency area: a welfare analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 514, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. 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.
    6. 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.
    7. 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).
    8. 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.
    9. 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.
    10. 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. 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.
    12. 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 –.
    13. 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.

  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. 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].
    2. 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.
    3. World Bank, 2006. "Brazil : Interest Rates and Intermediation Spreads," World Bank Publications - Reports 21461, The World Bank Group.
    4. 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.
    5. 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.
    6. Alfredo Martín-Oliver & Vicente Salas-Fumás & Jesús Saurina, 2005. "Interest rate dispersion in deposit and loan markets," Working Papers 0506, Banco de España.

  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. 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.
    2. 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.
    3. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    4. Juergen Jung & Chung Tran, 2011. "The Extension of Social Security Coverage in Developing Countries," Working Papers 2011-06, Towson University, Department of Economics, revised Nov 2011.
    5. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    6. Arminio Fraga & Ilan Goldfajn & André Minella, 2003. "Inflation Targeting in Emerging Market Economies," Working Papers Series 76, Central Bank of Brazil, Research Department.
    7. Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2003. "Speculative attacks on debts and optimum currency area: a welfare analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 514, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    8. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
    9. 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.
    10. 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.
    11. 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.
    12. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
    13. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223.
    14. Mauricio S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on ‘Market discipline and monetary policy’ by Carl Walsh," Oxford Economic Papers, Oxford University Press, vol. 57(4), pages 732-739, October.
    15. 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.
    16. 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.
    17. Benjamin M. Tabak, 2006. "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series 124, Central Bank of Brazil, Research Department.
    18. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    19. 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.
    20. 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.
    21. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    22. 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.
    23. 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.
    24. 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.
    25. 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.
    26. 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.
    27. 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.
    28. 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.
    29. Andrea Vaona, 2005. "Multiplicatively Separable Preferences and Output Persistence," Birkbeck Working Papers in Economics and Finance 0511, Birkbeck, Department of Economics, Mathematics & Statistics.
    30. 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.
    31. 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.

  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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Christiano Arrigoni Coelho & João Manoel Pinho de Mello & Márcio Gomes Pinto Garcia, 2010. "Identifying the bank lending channel in Brazil through data frequency," Textos para discussão 574, Department of Economics PUC-Rio (Brazil).
    6. Gupta, Abhay, 2004. "Comparing Bank Lending Channel in India and Pakistan," MPRA Paper 9281, University Library of Munich, Germany.
    7. 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.
    8. 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.
    9. Christian Glocker & Pascal Towbin, 2012. "The Macroeconomic Effects Of Reserve Requirements," EcoMod2012 3850, EcoMod.
    10. 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.
    11. 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.
    12. Óscar Alberto Díaz-Quevedo & C. Tatiana Rocabado-Palomeque, 2018. "Does Monetary Policy Affect Bank Lending? Evidence for Bolivia," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 2, pages 9-40, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    13. 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.
    14. 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.
    15. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    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. 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.
    19. Md Gyasuddin Ansari & Rudra Sensarma, 2023. "The role of liquidity in monetary policy transmission: Evidence from Indian banks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(5), pages 439-458, November.
    20. 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.

  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. 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.
    2. 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.
    3. 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.
    4. Arminio Fraga & Ilan Goldfajn & André Minella, 2003. "Inflation Targeting in Emerging Market Economies," Working Papers Series 76, Central Bank of Brazil, Research Department.
    5. Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2003. "Speculative attacks on debts and optimum currency area: a welfare analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 514, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    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. 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.
    8. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
    9. 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.
    10. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
    11. Tito Nícias Teixeira da Silva Filho, 2001. "Uma Definição Operacional de Estabilidade de Preços," Working Papers Series 35, Central Bank of Brazil, Research Department.
    12. 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. 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.
    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. 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. 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. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department.
    19. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department.
    20. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
    21. 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.

  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. 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).
    2. 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.
    3. Juan Carlos Castañeda, 2002. "Competing Monies in Guatemala: What Should we Expect?," Money Affairs, CEMLA, vol. 0(2), pages 209-240, July-Dece.
    4. Abdelkader Derbali & Lamia Jamel, 2014. "Determinants of performance of Tunisia insurance companies: Case of life insurance," Post-Print hal-01695997, HAL.
    5. 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.
    6. 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.
    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. 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.
    9. 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.
    10. International Monetary Fund, 2013. "Peru: Selected Issues Paper," IMF Staff Country Reports 2013/046, International Monetary Fund.
    11. Flávia Mourão Graminho, 2006. "A Neoclassical Analysis of the Brazilian "Lost-Decades"," Working Papers Series 123, Central Bank of Brazil, Research Department.
    12. Ricardo Schechtman, 2007. "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series 149, Central Bank of Brazil, Research Department.
    13. Arminio Fraga & Ilan Goldfajn & André Minella, 2003. "Inflation Targeting in Emerging Market Economies," Working Papers Series 76, Central Bank of Brazil, Research Department.
    14. Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2003. "Speculative attacks on debts and optimum currency area: a welfare analysis," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 514, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    15. 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.
    16. 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.
    17. Valente, José & Augusto, Mário & Murteira, José, 2024. "Differentiated impact of spread determinants by personal loan category: Evidence from the Brazilian banking sector," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 299-315.
    18. Maru, Lucy & Makambi, Steve Anyona, 2024. "The influence of climate risk on interest spread in the banking sector performance in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 85, Kenya Bankers Association (KBA).
    19. 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].
    20. 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.
    21. 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.
    22. 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.
    23. Minella, Andre & de Freitas, Paulo Springer & Goldfajn, Ilan & Muinhos, Marcelo Kfoury, 2003. "Inflation targeting in Brazil: constructing credibility under exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 22(7), pages 1015-1040, December.
    24. 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.
    25. 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].
    26. 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.
    27. 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.
    28. 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.
    29. 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.).
    30. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223.
    31. Mauricio S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on ‘Market discipline and monetary policy’ by Carl Walsh," Oxford Economic Papers, Oxford University Press, vol. 57(4), pages 732-739, October.
    32. 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.
    33. R. Gaston Gelos, 2009. "Banking Spreads In Latin America," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 796-814, October.
    34. Jugnu Ansari & Ashima Goyal, 2014. "Banks Competition, Managerial Efficiency and the Interest Rate Pass-through in India," Working Papers id:5715, eSocialSciences.
    35. 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.
    36. 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.
    37. Armando Castelar & Regis Bonelli o, 2005. "Financial Development, Growth and Equity in Brazil," Discussion Papers 1118, Instituto de Pesquisa Econômica Aplicada - IPEA.
    38. Sinha, Pankaj & Sharma, Sakshi, 2014. "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," MPRA Paper 61379, University Library of Munich, Germany, revised 16 Jan 2015.
    39. 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.
    40. 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.
    41. 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.
    42. 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.
    43. Armando Castelar Pinheiro & Regis Bonelli, 2015. "Financial Development, Growth and Equity in Brazil," Discussion Papers 0159, Instituto de Pesquisa Econômica Aplicada - IPEA.
    44. Victorio Yi Tson Chu, 2002. "Credit Channel with Sovereign Credit Risk: an Empirical Test," Working Papers Series 51, Central Bank of Brazil, Research Department.
    45. 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.
    46. 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.
    47. 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.
    48. 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.
    49. 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), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 9(2), pages 73-78, June.
    50. Tito Nícias Teixeira da Silva Filho, 2001. "Uma Definição Operacional de Estabilidade de Preços," Working Papers Series 35, Central Bank of Brazil, Research Department.
    51. Ronald I. McKinnon, 2002. "The East Asian Exchange Rate Dilemma and the World Dollar Standard," Money Affairs, CEMLA, vol. 0(2), pages 119-149, July-Dece.
    52. 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.
    53. 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.
    54. Solange Gouvea, 2007. "Price Rigidity in Brazil: Evidence from CPI Micro Data," Working Papers Series 143, Central Bank of Brazil, Research Department.
    55. 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.
    56. Marta Areosa & Waldyr Areosa, 2006. "The Inequality Channel of Monetary Transmission," Working Papers Series 114, Central Bank of Brazil, Research Department.
    57. 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.
    58. 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.
    59. 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].
    60. 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.
    61. 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.
    62. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    63. 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.
    64. 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.
    65. 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.
    66. 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.
    67. 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.
    68. 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.
    69. 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.
    70. Paul Gilbert & Lise Pichette, 2002. "Towards New Money Measurers," Money Affairs, CEMLA, vol. 0(2), pages 151-181, July-Dece.
    71. 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.
    72. 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.
    73. 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.
    74. 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.
    75. 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.
    76. 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.
    77. Anastasiou, Dimitrios, 2017. "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper 80972, University Library of Munich, Germany.
    78. 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.
    79. 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.
    80. 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.
    81. 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.
    82. 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.
    83. 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.
    84. 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.
    85. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department.
    86. 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.
    87. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department.
    88. 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.
    89. Benjamin Miranda Tabak. Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department.
    90. 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.
    91. 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.
    92. 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.
    93. 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.
    94. 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.
    95. 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).

  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. Eduardo Levy Yeyati & Alejandro Micco, 2003. "Concentration and Foreign Penetration in Latin American Banking Sectors: Impact on Competition and Risk," Research Department Publications 4353, Inter-American Development Bank, Research Department.
    2. 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.
    3. 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.
    4. World Bank, 2007. "Brazil : The Industry Structure of Banking Services," World Bank Publications - Reports 7668, The World Bank Group.
    5. 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].
    6. Rodrigo Zeidan & Marcelo Resende, 2009. "Measuring Market Conduct in the Brazilian Cement Industry: A Dynamic Econometric Investigation," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 34(3), pages 231-244, May.
    7. 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].
    8. Alexandre Rands, 2008. "How to Make Bankers Richer: The Brazilian Financial Market with Public and Private Banks," Working Papers 37, Datamétrica Consultoria Econômica, revised 2008.
    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. Urdapilleta, Eduardo & Stephanou, Constantinos, 2009. "Banking in Brazil: Structure, Performance, Drivers, and Policy Implications," Policy Research Working Paper Series 4809, The World Bank.
    11. 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.
    12. 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.
    13. Tabak, Benjamin M. & Gomes, Guilherme M.R. & da Silva Medeiros, Maurício, 2015. "The impact of market power at bank level in risk-taking: The Brazilian case," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 154-165.
    14. 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.
    15. Mr. Gaston Gelos & Mr. Jorge Roldos, 2002. "Consolidation and Market Structure in Emerging Market Banking Systems," IMF Working Papers 2002/186, International Monetary Fund.
    16. 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].
    17. 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.
    18. 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.
    19. Nelson Souza-Sobrinho, 2010. "Macroeconomics of bank interest spreads: evidence from Brazil," Annals of Finance, Springer, vol. 6(1), pages 1-32, January.
    20. World Bank, 2006. "Brazil : Interest Rates and Intermediation Spreads," World Bank Publications - Reports 21461, The World Bank Group.
    21. 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.
    22. 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].
    23. 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).

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.