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Central Bank Research Hub Index - B: bounded-brisk



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
baby - bankcar | bankers - base | baseada - beef | been - behave | behavior - being | belgian - betcha | better - bewley | beyond - black | bliss - bof | boligfor - bondhold | bonding - boost | bootstra - boundary | bounded - brisk | britain - burden | burner - børs

The Extreme

  Bounds of the Cross-Section of Expected Stock Returns, by J. Benson Durham (Federal Reserve Board FEDS series 2002-34)Abstract
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Conditioning Information and Variance   Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence, by Fousseni Chabi-Yo (Bank of Canada Working papers 2006-38)Abstract
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Price-level determinacy, lower   bounds on the nominal interest rate, and liquidity traps, by Ragna Alstadheim and Dale Henderson (Central Bank of Norway Working Papers 2006/03)Full text

Price-level Determinacy, Lower   Bounds on the Nominal Interest Rate, and Liquidity Traps, by Ragna Alstadheim; Dale W. Henderson (Federal Reserve Board International Financial Discussion Papers 2004-795)Abstract
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Racial Profiling or Racist Policing?:   Bounds Tests in Aggregate Data, by Rubén Hernández-Murillo and John Knowles (St Louis Fed Working Papers 2004-012)Full text

Zero

  Bound, Option-Implied PDFs, and Term Structure Models, by Don H. Kim (Federal Reserve Board FEDS series 2008-31)Abstract
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Monetary Policy Alternatives at the Zero   Bound: An Empirical Assessment, by Ben S. Bernanke, Vincent R. Reinhart, and Brian P. Sack (Federal Reserve Board FEDS series 2004-48)Abstract
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Zero lower   bound: is it a problem in the euro area?, by Günter Coenen (European Central Bank Working papers 269)Full text

Financial strains and the zero lower   bound: the Japanese experience, by Mitsuhiro Fukao (Bank for International Settlements Working papers 141)Abstract
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Gasoline Content Regulation as a Trade Barrier: Do

  Boutique Fuels Discourage Fuel Imports?, by Adriana Z. Fernández; Robert W. Gilmer; Jonathan L. Story (Dallas Fed Working Papers wp0709)Full text

A look into the factor model black

  box: publication lags and the role of hard and soft data in forecasting GDP, by Marta Banbura and Gerhard Rünstler (European Central Bank Working papers 751)Full text

Opening the black   box: structural factor models with large gross-sections, by Mario Forni, Domenico Giannone (European Central Bank Working papers 712)Full text

Can liquidity risk be subsumed in credit risk? A case study from

  Brady bond prices, by Henri Pagès (Bank for International Settlements Working papers 101)Abstract
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  Branch Banking, Bank Competition, and Financial Stability, by Mark Carlson and Kris James Mitchener (Federal Reserve Board FEDS series 2005-20)Abstract
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The Evolution of U.S. Bank   Branch Networks:Growth, Consolidation, and Strategy, by Beverly Hirtle and Christopher Metli (New York Fed Current issues ci10-08)Abstract
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The Impact of Network Size on Bank   Branch Performance, by Beverly Hirtle (New York Fed Staff reports 211)Abstract
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Bank   Branch Presence and Access to Credit in Low-to-Moderate Income Neighborhoods, by O. Emre Ergungor (Cleveland Fed Working papers wp0616)Full text

Local or State? Evidence on Bank Market Size Using   Branch Prices, by Paul Edelstein and Donald P. Morgan (New York Fed Economic policy review 0605morg)Abstract
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Recent Trends in the Number and Size of Bank

  Branches: An Examination of Likely Determinants, by Timothy H. Hannan and Gerald A. Hanweck (Federal Reserve Board FEDS series 2008-02)Abstract

Assessing a Decade of Interstate Bank

  Branching , by Christian A. Johnson, Tara Rice (Chicago Fed Working papers WP-2007-03)Abstract
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Nationwide   Branching and its Impact on Market Structure, Quality and Bank Performance, by Astrid A. Dick (Federal Reserve Board FEDS series 2003-35)Abstract
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Competition, Product Differentiation and Quality Provision: An Empirical Equilibrium Analysis of Bank   Branching Decisions, by Andrew Cohen and Michael J. Mazzeo (Federal Reserve Board FEDS series 2004-46)Abstract
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Evaluating the real effect of bank   branching deregulation: comparing contiguous counties across U.S. state borders, by Rocco R. Huang (European Central Bank Working papers 788)Full text

Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no

  Brasil , by Ricardo Schechtman (Central Bank of Brazil Working Papers 127)Abstract
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The

  Brave New World of Central Banking: The Policy Challenges Posed by Asset Price Booms and Busts, by Stephen G. Cecchetti (Czech National Bank Working papers 2005/14)Abstract
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Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in

  Brazil , by Tito Nícias Teixeira da Silva Filho (Central Bank of Brazil Working Papers 157)Abstract
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Forecasting Exchange Rate Density using Parametric Models: The Case of   Brazil , by Marcos M. Abe, Eui J. Chang and Benjamin M. Tabak (Central Bank of Brazil Working Papers 138)Abstract
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The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for   Brazil , by Benjamin M. Tabak (Central Bank of Brazil Working Papers 124)Abstract
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Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for   Brazil , by Arnildo da Silva Correa and André Minella (Central Bank of Brazil Working Papers 122)Abstract
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Forecasting Interest Rates: an application for   Brazil , by Eduardo J. A. Lima, Felipe Luduvice and Benjamin M. Tabak (Central Bank of Brazil Working Papers 120)Abstract
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Steady State Analysis of an Open Economy General Equilibrium Model for   Brazil , by Mirta Noemí Sataka Bugarin, Roberto de Goes Ellery Jr., Victor Gomes Silva and Marcelo Kfoury Muinhos (Central Bank of Brazil Working Papers 092)Abstract
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Bank Privatization and Productivity: Evidence for   Brazil , by Márcio I. Nakane and Daniela B. Weintraub (Central Bank of Brazil Working Papers 090)Abstract
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Real Balances in the Utility Function: Evidence for   Brazil , by Leonardo Soriano de Alencar and Márcio I. Nakane (Central Bank of Brazil Working Papers 068)Abstract
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Optimal Monetary Rules: The Case of   Brazil , by Charles Lima de Almeida, Marco Aurélio Peres, Geraldo da Silva e Souza and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 063)Abstract
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The Determinants of Bank Interest Spread in   Brazil , by Tarsila Segalla Afanasieff, Priscilla Maria Villa Lhacer and Márcio I. Nakane (Central Bank of Brazil Working Papers 046)Abstract
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The Effect of Adverse Oil Price Shocks on Monetary Policy and Output Using a Dynamic Small Open Economy General Equilibrium Model With Staggered Price for   Brazil , by Mirta Noemi Sataka Bugarin, Marcelo Kfoury Muinhos, Jose Ricardo da Costa e Silva, Maria da Glória D. Silva Araújo (Central Bank of Chile Working Papers 348)Abstract
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Policy Responses to External Shocks: The Experiences of Australia,   Brazil and Chile, by Luis Felipe Céspedes, Ilan Goldfajn, Phil Lowe, Rodrigo Valdés (Central Bank of Chile Working Papers 321)Abstract
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Judicial Risk and Credit Market Performance: Micro Evidence from   Brazil Payroll Loans, by Ana Carla A. Costa and João M. P. de Mello (Central Bank of Brazil Working Papers 102)Abstract
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Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in   Brazil - A Corporate Analysis, by Ricardo Schechtman, Valéria Salomão Garcia, Sergio Mikio Koyama and Guilherme Cronemberger Parente (Central Bank of Brazil Working Papers 091)Abstract
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  Brazil's Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth, by Ilan Goldfajn, Katherine Hennings and Hélio Mori (Central Bank of Brazil Working Papers 075)Abstract
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The Effects of the

  Brazilian ADRs Program on Domestic Market Efficiency, by Benjamin Miranda Tabak and Eduardo José Araújo Lima (Central Bank of Brazil Working Papers 043)Abstract
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Demand for Bank Services and Market Power in   Brazilian Banking, by Márcio I. Nakane, Leonardo S. Alencar and Fabio Kanczuk (Central Bank of Brazil Working Papers 107)Abstract
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Evaluation of Default Risk for The   Brazilian Banking Sector, by Marcelo Y. Takami and Benjamin M. Tabak (Central Bank of Brazil Working Papers 135)Abstract
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The Stability-Concentration Relationship in the   Brazilian Banking System, by Benjamin Miranda Tabak, Solange Maria Guerra, Eduardo José Araújo Lima and Eui Jung Chang (Central Bank of Brazil Working Papers 145)Abstract
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A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for   Brazilian Banks, by Roberta Blass Staub and Geraldo da Silva e Souza (Central Bank of Brazil Working Papers 150)Abstract
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An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to   brazilian banks, by Theodore M. Barnhill, Marcos R. Souto and Benjamin M. Tabak (Central Bank of Brazil Working Papers 117)Abstract
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Generalized Hyperbolic Distributions and   Brazilian Data, by José Fajardo and Aquiles Farias (Central Bank of Brazil Working Papers 052)Abstract
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The Recent   Brazilian Disinflation Process and Costs, by Alexandre A. Tombini and Sergio A. Lago Alves (Central Bank of Brazil Working Papers 109)Abstract
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The search for liquidity in the   Brazilian domestic government bond market, by André Amante, Márcio Araujo and Serge Jeanneau (Bank for International Settlements Quarterly Review 0706h)Abstract

Medium-Size Macroeconomic Model for the   Brazilian Economy, by Marcelo Kfoury Muinhos and Sergio Afonso Lago Alves (Central Bank of Brazil Working Papers 064)Abstract
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Testing Nonlinearities Between   Brazilian Exchange Rate and Inflation Volatilities, by Christiane R. Albuquerque and Marcelo S. Portugal (Central Bank of Brazil Working Papers 106)Abstract
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Forecasting Bonds Yields in the   Brazilian Fixed Income Market, by Jose Vicente and Benjamin M. Tabak (Central Bank of Brazil Working Papers 141)Abstract
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News or Noise? An Analysis of   Brazilian GDP Announcements, by Rebeca de la Rocque Palis; Roberto Luis Olinto Ramos; Patrice Robitaille (Federal Reserve Board International Financial Discussion Papers 2003-776)Abstract
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Risk Premia for Emerging Markets Bonds: Evidence from   Brazilian Government Debt, 1996-2002, by André Soares Loureiro and Fernando de Holanda Barbosa (Central Bank of Brazil Working Papers 085)Abstract
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The role of banks in the   Brazilian Interbank Market: Does bank type matter?, by Daniel O. Cajueiro and Benjamin M. Tabak (Central Bank of Brazil Working Papers 130)Abstract
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Identification of Monetary Policy Shocks in the   Brazilian Market for Bank Reserves, by Adriana Soares Sales and Maria Tannuri-Pianto (Central Bank of Brazil Working Papers 154)Abstract
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The Effect of Bid-Ask Prices on   Brazilian Options Implied Volatility: A Case Study of Telemar Call Options, by Claudio Henrique da Silveira Barbedo and Eduardo Facó Lemgruber (Central Bank of Brazil Working Papers 144)Abstract
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Forecasting   Brazilian Output in the Presence of Breaks: A Comparison of Linear and Nonlinear Models, by Marcelle Chauvet, Elcyon C. R. Lima, and Brisne Vasquez (Atlanta Fed Working papers 2002-28)Abstract
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Comparing equilibrium real interest rates: different approaches to measure   Brazilian rates, by Marcelo Kfoury Muinhos and Márcio I. Nakane (Central Bank of Brazil Working Papers 101)Abstract
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How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move   Brazilian Sovereign Yield Spreads and Stock Prices?, by Patrice Robitaille and Jennifer E. Roush (Federal Reserve Board International Financial Discussion Papers 2006-868)Abstract
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The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the   Brazilian Stock Market Case, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 058)Abstract
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Characterizing the   Brazilian Term Structure of Interest Rates, by Osmani T. Guillen and Benjamin M. Tabak (Central Bank of Brazil Working Papers 158)Abstract
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Monetary Policy Surprises and the   Brazilian Term Structure of Interest Rates, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 070)Abstract
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A Neoclassical Analysis of the   Brazilian "Lost-Decades", by Flávia Mourão Graminho (Central Bank of Brazil Working Papers 123)Abstract
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Inflation Targeting in

  Brazil, Chile, and Mexico: Performance, Credibility, and the Exchange Rate, by Klaus Schmidt-Hebbel, Alejandro Werner. (Central Bank of Chile Working Papers 171)Abstract
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Systemic bank risk in   Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations, by Theodore M. Barnhill, Jr., Marcos Rietti Souto (Deutsche Bundesbank Banking Supervision Discussion Papers 200813)Full text

Inflation Targeting in   Brazil: Constructing Credibility under Exchange Rate Volatility, by André Minella, Paulo Springer de Freitas, Ilan Goldfajn and Marcelo Kfoury Muinhos (Central Bank of Brazil Working Papers 077)Abstract
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Price Rigidity in   Brazil: Evidence from CPI Micro Data, by Solange Gouvea (Central Bank of Brazil Working Papers 143)Abstract
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Demand for Foreign Exchange Derivatives in   Brazil: Hedge or Speculation, by Fernando N. de Oliveira and Walter Novaes (Central Bank of Brazil Working Papers 152)Abstract
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Inflation Targeting in   Brazil: Lessons and Challenges, by André Minella, Paulo Springer de Freitas, Ilan Goldfajn and Marcelo Kfoury Muinhos (Central Bank of Brazil Working Papers 053)Abstract
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Explaining Bank Failures in   Brazil: Micro, Macro and Contagion Effects (1994-1998), by Adriana Soares Sales and Maria Eduarda Tannuri-Pianto (Central Bank of Brazil Working Papers 147)Abstract
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Monetary Policy in   Brazil: Remarks on the Inflation Targeting Regime, Public Debt Management and Open Market Operations, by Luiz Fernando Figueiredo, Pedro Fachada and Sérgio Goldenstein (Central Bank of Brazil Working Papers 037)Abstract
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Inflation Targeting in   Brazil: Shocks, Backward-looking prices, and IMF conditionality, by Joel Bogdanski, Paulo Springer de Freitas, Ilan Goldfajn, Alexandre Antonio Tombini (Central Bank of Chile Working Papers 110)Abstract
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  Brazil: taming inflation expectations, by Afonso S. Bevilaqua, Mário Mesquita and André Minella (Central Bank of Brazil Working Papers 129)Abstract
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Is there a structural

  break in equilibrium velocity in the euro area?, by Christian Bordes, Laurent Clerc and Vêlayoudom Marimoutou (Bank of France Working Papers Nr 165)Abstract
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A structural   break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility, by Eric Hillebrand and Gunther Schnabl (European Central Bank Working papers 650)Full text

  Break in the mean and persistence of inflation: a sectoral analysis of French CPI, by Laurent Bilke (European Central Bank Working papers 463)Full text

  Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI, by Laurent Bilke (Bank of France Working Papers Nr 122)Abstract
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Testing for a Structural   Break in the Volatility of Real GDP Growth in Canada, by Debs, Alexandre (Bank of Canada Working papers 2001-9)Abstract
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Detecting and predicting forecast

  breakdowns , by Raffaella Giacomini and Barbara Rossi (European Central Bank Working papers 638)Full text

Circuit

  Breakers with Uncertainty about the Presence of Informed Agents: I Know What You Know . . . I Think, by Lucy F. Ackert, Bryan K. Church, and Narayanan Jayaraman (Atlanta Fed Working papers 2002-25)Abstract
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One-Sided Test for an Unknown

  Breakpoint: Theory, Computation, and Application to Monetary Theory, by Arturo Estrella and Anthony P. Rodrigues (New York Fed Staff reports 232)Abstract
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Identifying the monetary transmission mechanism using structural

  breaks , by Andreas Beyer and Roger E. A. Farmer (European Central Bank Working papers 275)Full text

Spurious Cointegration: The Engle-Granger Test in the Presence of Structural   Breaks , by Noriega Antonio E.; Ventosa-Santaulària Daniel (Bank of Mexico Working Papers 2006-12)Full text

Forecast-Based Model Selection in the Presence of Structural   Breaks , by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP02-05)Abstract
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Cointegration in panel data with   breaks and cross-section dependence, by Anindya Banerjee and Josep Lluís Carrion-i-Silvestre (European Central Bank Working papers 591)Full text

Drift and   breaks in labor productivity, by Luca Benati (European Central Bank Working papers 718)Full text

Structural   breaks in labor productivity growth: the United States vs. the European Union, by Juan F. Jimeno, Esther Moral and Lorena Saiz (Bank of Spain Working Papers 0625)Abstract
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The   Breaks in per Capita Productivity Trends in a Number of Industrial Countries, by Tristan-Pierre Maury and Bertrand Pluyaud (Bank of France Working Papers Nr 111)Abstract
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  Breaks in the mean of inflation: how they happen and what to do with them, by Sandrine Corvoisier and Benoît Mojon (European Central Bank Working papers 451)Full text

  Breaks in the Variability and Co-Movement of G-7 Economic Growth, by Brian M. Doyle; Jon Faust (Federal Reserve Board International Financial Discussion Papers 2003-786)Abstract
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Trend   Breaks, Long-Run Restrictions, and the Contractionary Effects of Technology Improvements, by Fernald (San Francisco Fed Working Papers 2005-21)Full text

Forecasting Brazilian Output in the Presence of   Breaks: A Comparison of Linear and Nonlinear Models, by Marcelle Chauvet, Elcyon C. R. Lima, and Brisne Vasquez (Atlanta Fed Working papers 2002-28)Abstract
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Real Return Bonds, Inflation Expectations, and the

  Break-Even Inflation Rate, by Ian Christensen, Frédéric Dion, and Christopher Reid (Bank of Canada Working papers 2004-43)Abstract
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The term structure of euro area   break-even inflation rates: the impact of seasonality, by Jacob Ejsing (European Central Bank Working papers 830)Full text

  Bretton Woods and the U.S. Decision to Intervene in the Foreign-Exchange Market, 1957-1962, by Michael D. Bordo, Owen F. Humpage, and Anna J. Schwartz (Cleveland Fed Working papers wp0609)Full text

  Bribes and local fiscal autonomy in Russia, by Pertti Haaparanta and Tuuli Juurikkala (Bank of Finland BOFIT Discussion Papers 2007/12)Abstract
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A

  Brief Description of Methodolgy and Results, by Gábor Pula Capital Stock Estimation in Hungary (Magyar Nemzeti Bank Working papers 2003/07)Abstract
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A   Brief History of the 1987 Stock Market Crash, by Mark Carlson (Federal Reserve Board FEDS series 2008-29)Abstract
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A   Brief History of the 1987 Stock Market Crash with a Discussion of the Federal Reserve Response, by Mark Carlson (Federal Reserve Board FEDS series 2007-13)Abstract
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Endogeneities of optimum currency areas: what

  brings countries sharing a single currency closer together?, by Paul De Grauwe and Francesco Paolo Mongelli (European Central Bank Working papers 468)Full text

An Analysis of

  Brisk Exports and Sluggish Domestic Demand Using a Nontradables Model, by Dongkoo Chang and Youngjun Choi (The Bank of Korea Economic Papers 63)Abstract
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baby - bankcar | bankers - base | baseada - beef | been - behave | behavior - being | belgian - betcha | better - bewley | beyond - black | bliss - bof | boligfor - bondhold | bonding - boost | bootstra - boundary | bounded - brisk | britain - burden | burner - børs

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