Content
2013
- 318 Assessing Systemic Risk in the Brazilian Interbank Market
by Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra - 317 Official Interventions through Derivatives: affecting the demand for foreign exchange
by Emanuel Kohlscheen & Sandro C. Andrade - 316 Política Monetária e Assimetria de Informação: um estudo a partir do mercado futuro de taxas de juros no Brasil
by Gustavo Araújo & Bruno Vieira Carvalho & Claudio Henrique Barbedo & Margarida Maria Gutierrez - 315 Diferenciação de Preços e Custos de Menu nos Pagamentos com Cartão de Crédito
by Marcos Valli Jorge & Wilfredo Leiva Maldonado - 314 Long-Run Determinants of the Brazilian Real: a closer look at commodities
by Emanuel Kohlscheen - 313 Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation
by João Barata R. B. Barroso & Luiz A. Pereira da Silva & Adriana Soares Sales - 312 A Influência da Assimetria de Informação no Retorno e na Volatilidade das Carteiras de Ações de Valor e de Crescimento
by Max Leandro Ferreira Tavares & Cláudio Henrique da Silveira Barbedo & Gustavo Silva Araújo - 311 Estimação não-paramétrica do risco de cauda
by Caio Ibsen Rodrigues Almeida & José Valentim Machado Vicente & Osmani Texeira de Carvalho Guillen - 310 Banks, Asset Management or Consultancies' Inflation Forecasts: is there a better forecaster out there?
by Tito Nícias Teixeira da Silva Filho - 309 Converting the NPL Ratio into a Comparable Long Term Metric
by Rodrigo Lara Pinto & Gilneu Francisco Astolfi Vivan - 308 Transmissão da Política Monetária pelos Canais de Tomada de Risco e de Crédito: uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil
by Debora Pereira Tavares & Gabriel Caldas Montes & Osmani Teixeira de Carvalho Guillén - 307 Risco Sistêmico no Mercado Bancário Brasileiro - Uma abordagem pelo método CoVar
by Gustavo Silva Araújo & Sérgio Leão - 306 Complex Networks and Banking Systems Supervision
by Theophilos Papadimitriou & Periklis Gogas & Benjamin M. Tabak - 305 Preços Administrados: projeção e repasse cambial
by Paulo Roberto de Sampaio Alves & Francisco Marcos Rodrigues Figueiredo & Antonio Negromonte Nascimento Junior & Leonardo Pio Perez - 304 Inadimplência de Crédito e Ciclo Econômico: um exame da relação no mercado brasileiro de crédito corporativo
by Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves - 303 Utilizando um Modelo DSGE para Avaliar os Efeitos Macroeconômicos dos Recolhimentos Compulsórios no Brasil
by Waldyr Dutra Areosa & Christiano Arrigoni Coelho
2012
- 302 Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro
by Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza - 301 Determinantes da Captação Líquida dos Depósitos de Poupança
by Clodoaldo Aparecido Annibal - 300 Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro
by Benjamin Miranda Tabak & Rodrigo César de Castro Miranda & Sergio Rubens Stancato de Souza - 299 Local Market Structure and Bank Competition: evidence from the Brazilian auto loan market
by Bruno Martins - 298 Atuação de Bancos Estrangeiros no Brasil: mercado de crédito e de derivativos de 2005 a 2011
by Raquel de Freitas Oliveira & Rafael Felipe Schiozer & Sérgio Leão - 297 Avaliando a Volatilidade Diária dos Ativos: a hora da negociação importa?
by José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher de Castro & Felipe Noronha Tavares - 296 Uma Avaliação dos Recolhimentos Compulsórios
by Leonardo S. Alencar & Tony Takeda & Bruno S. Martins & Paulo Evandro Dawid - 295 The External Finance Premium in Brazil: empirical analyses using state space models
by Fernando Nascimento de Oliveira - 294 Pesquisa de Estabilidade Financeira do Banco Central do Brasil
by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda - 293 Contagion in CDS, Banking and Equity Markets
by Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior - 292 Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues
by Adriana Soares Sales & João Barata Ribeiro Blanco Barroso - 291 O desempenho recente da política monetária brasileira sob a ótica da modelagem DSGE
by Bruno Freitas Boynard de Vasconcelos & José Angelo Divino - 290 Sailing through the Global Financial Storm: Brazil's recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks
by Luiz Awazu Pereira da Silva & Ricardo Eyer Harris - 289 Financial Stability in Brazil
by Luiz Awazu Pereira da Silva & Ricardo Eyer Harris - 288 Forecasting Bond Yields with Segmented Term Structure Models
by Caio Almeida & Axel Simonsen & José Valentim Vicente - 287 Some Financial Stability Indicators for Brazil
by Adriana Soares Sales & Waldyr D. Areosa & Marta B. M. Areosa - 286 Information (in) Chains: information transmission through production chains
by Waldyr Areosa & Marta Areosa - 285 Asset Prices and Monetary Policy – A sticky-dispersed information model
by Marta Areosa. Waldyr Areosa - 284 On the Welfare Costs of Business-Cycle Fluctuations and Economic-Growth Variation in the 20th Century
by Osmani Teixeira de Carvalho Guillény & João Victor Issler & Afonso Arinos de Mello Franco-Neto - 283 The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case
by Benjamin Miranda Tabak & Guilherme Maia Rodrigues Gomes & Maurício da Silva Medeiros Júnior - 282 The Signaling Effect of Exchange Rates: pass-through under dispersed information
by Waldyr Areosa & Marta Areosa - 281 A Note on Particle Filters Applied to DSGE Models
by Angelo Marsiglia Fasolo - 280 Educação Financeira para um Brasil Sustentável Evidências da Necessidade de Atuação do Banco Central do Brasil em Educação Financeira para o Cumprimento de Sua Missão
by Fabio de Almeida Lopes Araújo & Marcos Aguerri Pimenta de Souza - 279 Going Deeper Into the Link Between the Labour Market and Inflation
by Tito Nícias Teixeira da Silva Filho - 278 Liquidez do Sistema e Administração das Operações de Mercado Aberto
by Antonio Francisco de A. da Silva Jr. - 277 Trend Inflation and the Unemployment Volatility Puzzle
by Sergio A. Lago Alves - 276 A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information
by Marta Areosa & Waldyr Areosa & Vinicius Carrasco - 275 A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks
by Benjamin M. Tabak & Rogério B. Miranda & Dimas M. Fazio - 274 Monetary Policy, Asset Prices and Adaptive Learning
by Vicente da Gama Machado - 273 Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions
by Emanuel Kohlscheen - 272 Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica
by Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro - 271 Optimal Policy When the Inflation Target is not Optimal
by Sergio A. Lago Alves - 270 Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach
by João Barata Ribeiro Blanco Barroso - 269 Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
by José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias - 268 Optimal Capital Flow Taxes in Latin America
by João Barata Ribeiro Blanco Barroso - 267 Sudden Floods, Prudential Regulation and Stability in an Open Economy
by Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva - 266 Are Core Inflation Directional Forecasts Informative?
by Tito Nícias Teixeira da Silva Filho - 265 O Impacto da Comunicação do Banco Central do Brasil sobre o Mercado Financeiro
by Marcio Janot & Daniel El-Jaick de Souza Mota - 264 Uma Breve Análise de Medidas Alternativas à Mediana na Pesquisa de Expectativas de Inflação do Banco Central do Brasil
by Fabia A. de Carvalho
2011
- 263 The Adverse Selection Cost Component of the Spread of Brazilian Stocks
by Gustavo Silva Araújo & Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente - 262 The Accuracy of Perturbation Methods to Solve Small Open Economy Models
by Angelo M. Fasolo - 261 The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?
by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro - 260 Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans
by Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves & Antonio Carlos Magalhães da Silva - 259 The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies
by Emanuel Kohlscheen - 258 Bancos Oficiais e Crédito Direcionado – o que diferencia o mercado de crédito brasileiro?
by Eduardo Luis Lundberg - 257 Cooperativas de Crédito: taxas de juros praticadas e fatores de viabilidade
by Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama - 256 The Self-insurance Role of International Reserves and the 2008-2010 Crisis
by Antonio Francisco A. Silva Jr - 255 An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil
by Fernando N. de Oliveira & Alberto Ronchi Neto - 254 Macroprudential Regulation and the Monetary Transmission Mechanism
by Pierre-Richard Agénor & Luiz A. Pereira da Silva - 253 Bank Efficiency and Default in Brazil: Causality Tests
by Benjamin M. Tabak & Giovana L. Craveir & Daniel O. Cajueiro - 252 Comparação da Eficiência de Custo para BRICs e América Latina
by Lycia M. G. Araujo & Guilherme M. R. Gomes & Solange M. Guerra & Benjamin M. Tabak - 251 Um Exame sobre como os Bancos Ajustam seu Índice de Basileia no Brasil
by Leonardo S. Alencar - 250 Recolhimentos Compulsórios e o Crédito Bancário Brasileiro
by Paulo Evandro Dawid & Tony Takeda - 249 Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks
by Benjamin M. Tabak & M. Takami & J. M. C. Rocha & Daniel O. Cajueiro - 248 Financial Regulation and Transparency of Information: first steps on new land
by Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures - 247 Forecasting the Yield Curve for the Euro Region
by Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci - 246 Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional
by Michel Alexandre da Silva - 245 Pesquisa Trimestral de Condições de Crédito no Brasil
by Clodoaldo Aparecido Annibal & Sérgio Mikio Koyama - 244 Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship
by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro - 243 Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry
by Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures - 242 Determinantes do Spread Bancário Ex-Post no Mercado Brasileiro
by José Alves Dantas & Otávio Ribeiro de Medeiros & Lúcio Rodrigues Capelletto - 241 Macro Stress Testing of Credit Risk Focused on the Tails
by Ricardo Schechtman & Wagner Piazza Gaglianone - 240 Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model
by Fabia A. de Carvalho & Marcos Valli - 239 SAMBA: Stochastic Analytical Model with a Bayesian Approach
by Marcos R. de Castro & Solange N. Gouvea & André Minella & Rafael C. dos Santos & Nelson F. Souza-Sobrinho - 238 Choques não Antecipados de Política Monetária e a Estrutura a Termo das Taxas de Juros no Brasil
by Fernando N. de Oliveira & Leonardo Ramos - 237 Capital Regulation, Monetary Policy and Financial Stability
by Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva - 236 Optimal costs of sovereign default
by Leonardo Pio Perez - 235 Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets
by Leonardo S. Alencar - 234 Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets
by Pierre-Richard Agénor & Luiz A. Pereira da Silva - 233 Too Big to Fail Perception by Depositors: an empirical investigation
by Raquel de F. Oliveira & Rafael F. Schiozer & Lucas A. B. de C. Barros - 232 Modeling Default Probabilities: the case of Brazil
by Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice - 231 Capital Requirements and Business Cycles with Credit Market Imperfections
by Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva
2010
- 230 Is Inflation Persistence Over?
by Fernando N. de Oliveira & Myrian Petrassi - 229 Financial Fragility in a General Equilibrium Model: the Brazilian case
by Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio - 228 Forecasting Brazilian Inflation Using a Large Data Set
by Francisco Marcos Rodrigues Figueiredo - 227 Uma Nota sobre Erros de Previsão da Inflação de Curto Prazo
by Emanuel Kohlscheen - 226 A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector
by Francisco Vazquez & Benjamin M. Tabak & Marcos Souto - 225 Expectativas Inflacionárias e Inflação Implícita no Mercado Brasileiro
by Flávio de Freitas Val & Claudio Henrique da Silveira Barbedo & Marcelo Verdini Maia - 224 Emerging Floaters: pass-throughs and (some) new commodity currencies
by Emanuel Kohlscheen - 223 Forecasting the Yield Curve with Linear Factor Models
by Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente - 222 O Comportamento Cíclico do Capital dos Bancos Brasileiros
by R. A. Ferreira & A. C. Noronha & B. M. Tabak & D. O. Cajueiro - 221 Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing
by Bruno S. Martins - 220 Eficiência Bancária e Inadimplência: Testes de Causalidade
by Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro - 219 The Brazilian Interbank Network Structure and Systemic Risk
by Edson Bastos Santos & Rama Cont - 218 The Role of Interest Rates in the Brazilian Business Cycle
by Nelson F. Souza Sobrinho - 217 Financial Stability and Monetary Policy - The Case of Brazil
by Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro - 216 Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: International Evidence
by A. R. Fonseca & F. González & L. Pereira da Silva - 215 The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk
by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro - 214 Do Inflation-linked Bonds Contain Information about Future Inflation?
by José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen - 213 Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case
by Helder Ferreira de Mendonça & Délio José Cordeiro Galvão & Renato Falci Villela Loures - 212 The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: Some Results and Challenges
by Tito Nícias Teixeira da Silva Filho - 211 Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002
by Sandro C. Andrade & Emanuel Kohlscheen - 210 Determinants of Bank Efficiency: the Case of Brazil
by Patricia Tecles & Benjamin M. Tabak - 209 Produção Industrial no Brasil: uma Análise de Dados em Tempo Real
by Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior - 208 Correlação de Default: uma Investigação Empírica de Créditos de Varejo no Brasil
by Antonio Carlos Magalhães da Silva & Arnildo da Silva Correa & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves - 207 Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis
by Antonio Francisco A. Silva Jr. - 206 Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy
by Daniel Oliveira Cajueiro & Benjamin M. Tabak - 205 Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions
by George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid - 204 Fiscal and Monetary Policy Interaction: a Simulation Based Analysis of a Two-country New Keynesian DSGE Model with Heterogeneous Households
by Marcos Valli & Fabia A. de Carvalho - 203 Hiato do Produto e PIB no Brasil: uma Análise de Dados em Tempo Real
by Rafael Tiecher Cusinato & André Minella & Sabino da Silva Pôrto Júnior - 202 Considerações sobre a Atuação do Banco Central na Crise de 2008
by Mário Mesquita & Mario Torós - 201 Efeitos da Globalização na Inflação Brasileira
by Rafael Santos & Márcia S. Leon
2009
- 200 Evolution of Bank Efficiency in Brazil: A DEA Approach
by Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak - 199 Delegated Portfolio Management and Risk Taking Behavior
by José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak - 198 Impacto dos Swaps Cambiais na Curva de Cupom Cambial: uma análise segundo a regressão de componentes principais
by Alessandra Pasqualina Viola & Margarida Sarmiento Gutierrez & Octávio Bessada Lion & Cláudio Henrique Barbedo - 197 Forecasting the Yield Curve for Brazil
by Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak - 196 The role of macroeconomic variables in sovereign risk
by Marcos S. Matsumura & José Valentim Vicente - 195 From Default Rates to Default Matrices: a complete measurement of Brazilian banks' consumer credit delinquency
by Ricardo Schechtman - 194 Testes de contágio entre sistemas bancários - A crise do subprime
by Benjamin M. Tabak & Manuela M. de Souza - 193 Loss Given Default: um estudo sobre perdas em operações prefixadas no mercado brasileiro
by Antonio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras das Neves - 192 Inadimplência do Setor Bancário Brasileiro: uma avaliação de suas medidas
by Clodoaldo Aparecido Annibal - 191 Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros
by Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub - 190 Concentração Bancária, Lucratividade e Risco Sistêmico: uma abordagem de Contágio Indireto
by Bruno Silva Martins & Leonardo S. Alencar - 189 Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks
by Marcos Souto & Benjamin M. Tabak & Francisco Vazquez - 188 Pricing Asian Interest Rate Options with a Three-Factor HJM Model
by Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion - 187 The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default
by Alan Cosme Rodrigues da Silva & Antônio Carlos Magalhães da Silva & Jaqueline Terra Moura Marins & Myrian Beatriz Eiras da Neves & Giovani Antonio Silva Brito - 186 Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas
by André Luís Leite & Romeu Braz Pereira Gomes Filho & José Valentim Machado Vicente - 185 Market Forecasts in Brazil: performance and determinants
by Fabia A. de Carvalho & André Minella - 184 Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization
by José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak - 183 Ganhos da Globalização do Capital Acionário em Crises Cambiais
by Marcio Janot & Walter Novaes - 182 Avaliação de Opções Americanas com Barreiras Monitoradas de Forma Discreta
by Giuliano Carrozza Uzêda Iorio de Souza & Carlos Patrício Samanez - 181 Monetary Channels in Brazil through the Lens of a Semi-Structural Model
by André Minella & Nelson F. Souza-Sobrinho
2008
- 180 A Class of Incomplete and Ambiguity Averse Preferences
by Leandro Nascimento & Gil Riella - 179 Are Interest Rate Options Important for the Assessment of Interest Rate Risk?
by Caio Almeida & José Vicente - 178 An Econometric Contribution to the Intertemporal Approach of the Current Account
by Wagner Piazza Gaglianone & João Victor Issler - 177 Preference for Flexibility and Bayesian Updating
by Gil Riella - 176 Fiat Money and the Value of Binding Portfolio Constraints
by Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez - 175 Evaluating Asset Pricing Models in a Fama-French Framework
by Carlos Enrique Carrasco Gutierrez & Wagner Piazza Gaglianone - 174 Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate
by Frederico Pechir Gomes & Marcelo Yoshio Takami & Vinicius Ratton Brandi - 173 Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions
by Eduardo José Araújo Lima & Benjamin Miranda Tabak - 172 Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap
by Marta Areosa - 171 Modelos para a Utilização das Operações de Redesconto pelos Bancos com Carteira Comercial no Brasil
by Sérgio Mikio Koyama & Márcio Issao Nakane - 170 Política de Fechamento de Bancos com Regulador Não-Benevolente: Resumo e Aplicação
by Adriana Soares Sales - 169 Mensuração do Risco Sistêmico no Setor Bancário com Variáveis Contábeis e Econômicas
by Lucio Rodrigues Capelletto & Eliseu Martins & Luiz João Corrar - 168 An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks
by Wenersamy Ramos de Alcântara - 167 O Poder Discriminante das Operações de Crédito das Instituições Financeiras Brasileiras
by Clodoaldo Aparecido Annibal - 166 Testing Hyperinflation Theories Using the Inflation Tax Curve: A Case Study
by Fernando de Holanda Barbosa & Tito Nícias Teixeira da Silva Filho - 165 Avaliação de Opções de Troca e Opções de Spread Européias e Americanas
by Giuliano Carrozza Uzêda Iorio de Souza & Carlos Patrício Samanez & Gustavo Santos Raposo - 164 Foreign Banks' Entry and Departure: The Recent Brazilian Experience (1996-2006)
by Pedro Fachada - 163 Searching for the Natural Rate of Unemployment in a Large Relative Price Shocks' Economy: the Brazilian Case
by Tito Nícias Teixeira da Silva Filho - 162 Balance Sheet Effects in Currency Crises: Evidence from Brazil
by Marcio M. Janot & Márcio G. P. Garcia & Walter Novaes - 161 Evaluating Value-at-Risk Models via Quantile Regressions
by Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton - 160 The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?
by Fabia A. de Carvalho & Cyntia F. Azevedo - 159 Behavior and Effects of Equity Foreign Investors on Emerging Markets
by Barbara Alemanni & José Renato Haas Ornelas - 158 Characterizing the Brazilian Term Structure of Interest Rates
by Osmani T. Guillen & Benjamin M. Tabak
2007
- 157 Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil
by Tito Nícias Teixeira da Silva Filho - 156 Escolha do Banco e Demanda por Empréstimos: um Modelo de Decisão em Duas Etapas Aplicado para o Brasil
by Sérgio Mikio Koyama & Márcio I. Nakane - 155 Does Curvature Enhance Forecasting?
by Caio Almeida & Romeu Gomes & André Leite & José Vicente - 154 Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves
by Adriana Soares Sales & Maria Tannuri-Pianto - 153 Aplicação da Amostragem por Importância à Simulação de Opções Asiáticas Fora do Dinheiro
by Jaqueline Terra Moura Marins - 152 Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation
by Fernando N. de Oliveira & Walter Novaes - 151 Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability
by Eduardo José Araújo Lima & Benjamin Miranda Tabak - 150 A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks
by Roberta Blass Staub & Geraldo da Silva & Souza - 149 Joint Validation of Credit Rating PDs under Default Correlation
by Ricardo Schechtman - 148 Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial
by Felipe Pinheiro & Caio Almeida & José Vicente - 147 Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998)
by Adriana Soares Sales & Maria Eduarda Tannuri-Pianto - 146 Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial
by Caio Almeida & Romeu Gomes & André Leite & José Vicente - 145 The Stability-Concentration Relationship in the Brazilian Banking System
by Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang - 144 The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options
by Claudio Henrique da Silveira Barbedo & Eduardo Facó Lemgruber - 143 Price Rigidity in Brazil: Evidence from CPI Micro Data
by Solange Gouvea - 142 Análise da Coerência de Medidas de Risco no Mercado Brasileiro de Ações e Desenvolvimento de uma Metodologia Híbrida para o Expected Shortfall
by Alan Cosme Rodrigues da Silva & Eduardo Facó Lemgruber & José Alberto Rebello Baranowski & Renato da Silva Carvalho - 141 Forecasting Bonds Yields in the Brazilian Fixed Income Market
by Jose Vicente & Benjamin M. Tabak - 140 Inflation Targeting, Credibility and Confidence Crises
by Aloisio Araujo & Rafael Santos - 139 Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features
by Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén - 138 Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil
by Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak - 137 Monetary Policy Design under Competing Models of Inflation Persistence
by Solange Gouvea & Abhijit Sen Gupta - 136 Identifying Volatility Risk Premium from Fixed Income Asian Options
by Caio Ibsen R. Almeida & José Valentim M. Vicente - 135 Evaluation of Default Risk for The Brazilian Banking Sector
by Marcelo Y. Takami & Benjamin M. Tabak - 134 Amostragem Descritiva no Apreçamento de Opções Européias através de Simulação Monte Carlo: o Efeito da Dimensionalidade e da Probabilidade de Exercício no Ganho de Precisão
by Eduardo Saliby & Sergio Luiz Medeiros Proença de Gouvêa & Jaqueline Terra Moura Marins - 133 A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives
by Gilneu F. A. Vivan & Benjamin M. Tabak - 132 Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling
by Jaqueline Terra Moura Marins & Eduardo Saliby - 131 Long-Range Dependence in Exchange Rates: the case of the European Monetary System
by Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro - 130 The role of banks in the Brazilian Interbank Market: Does bank type matter?
by Daniel O. Cajueiro & Benjamin M. Tabak - 129 Brazil: taming inflation expectations
by Afonso S. Bevilaqua & Mário Mesquita & André Minella
2006
- 128 Term Structure Movements Implicit in Option Prices
by Caio Ibsen R. Almeida & José Valentim M. Vicente - 127 Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil
by Ricardo Schechtman - 126 Risk Premium: Insights Over The Threshold
by José L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña - 125 Herding Behavior by Equity Foreign Investors on Emerging Markets
by Barbara Alemanni & José Renato Haas Ornelas - 124 The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil
by Benjamin M. Tabak - 123 A Neoclassical Analysis of the Brazilian "Lost-Decades"
by Flávia Mourão Graminho - 122 Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil
by Arnildo da Silva Correa & André Minella - 121 The Role of Consumer's Risk Aversion on Price Rigidity
by A. Lago Alves & Mirta N. S. Bugarin