Benjamin M. Tabak - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003 | 2002

	Title	Other author(s)
Abstract Full text	Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. Central Bank of Brazil Working Papers [View] (Paper: 302, 14.12.2012) JEL: G01, G21, G28, G33	Sergio Rubens S. de Souza Rodrigo C. Miranda Solange M. Guerra
Abstract Full text	Contagion in CDS, Banking and Equity Markets Central Bank of Brazil Working Papers [View] (Paper: 293, 08.10.2012)	Rodrigo César de Castro Miranda Mauricio Medeiros Junior
Abstract Full text	The Impact of Marketpower at Bank Level in Risk-taking: the Brazilian Case Central Bank of Brazil Working Papers [View] (Paper: 283, 07.07.2012) JEL: D40, G21, G28, G32	Guilherme Maia Rodrigues Gomes Maurício da Silva Medeiros Júnior
Abstract Full text	A geographically weighted approach in measuring efficiency in panel data: the case of US saving banks Central Bank of Brazil Working Papers [View] (Paper: 275, 09.05.2012) JEL: G21, G28	Dimas M. Fazio Rogério B. Miranda
Abstract Full text	The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? Central Bank of Brazil Working Papers [View] (Paper: 261, 23.11.2011)	Dimas M. Fazio Daniel O. Cajueiro
Abstract Full text	Bank Efficiency and Default in Brazil: Causality Tests Central Bank of Brazil Working Papers [View] (Paper: 253, 18.10.2011)	Daniel O. Cajueiro Giovana L. Craveiro
Abstract Full text	Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks Central Bank of Brazil Working Papers [View] (Paper: 249, 26.08.2011)	M. Takami Daniel O. Cajueiro J. M. C. Rocha
Abstract Full text	Forecasting the Yield Curve for the Euro Region Central Bank of Brazil Working Papers [View] (Paper: 247, 23.08.2011)	Daniel O. Cajueiro Alexandre B. Sollaci
Abstract Full text	Eficiência Bancária e Inadimplência: Testes de Causalidade Central Bank of Brazil Working Papers [View] (Paper: 220, 23.08.2011)	Daniel O. Cajueiro Giovana L. Craveiro
Abstract Full text	Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship Central Bank of Brazil Working Papers [View] (Paper: 244, 26.05.2011)	Dimas M. Fazio Daniel O. Cajueiro
Abstract Full text	Modeling Default Probabilities: the case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 232, 25.02.2011)	Daniel O. Cajueiro A. Luduvice
Abstract Full text	Financial Fragility in a General Equilibrium Model: the Brazilian case Central Bank of Brazil Working Papers [View] (Paper: 229, 11.02.2011)	Dimas M. Fazio Daniel O. Cajueiro
Abstract Full text	A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector Central Bank of Brazil Working Papers [View] (Paper: 226, 04.01.2011)	Francisco Vazquez Marcos Souto
Abstract Full text	Financial Stability and Monetary Policy - The case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 217, 22.10.2010)	Daniel O. Cajueiro Marcela T. Laiz
Abstract Full text	Determinants of Bank Efficiency: the case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 210, 21.10.2010)	Patricia Tecles
Abstract Full text	The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk Central Bank of Brazil Working Papers [View] (Paper: 215, 21.10.2010)	Daniel O. Cajueiro Dimas M. Fazio
Abstract	Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization Central Bank of Brazil Working Papers [View] (Paper: 184, 28.06.2010)	José Luiz Barros Fernandes Juan Ignacio Peña
Abstract	Fluctuation Dynamics in US interest rates and the role of monetary policy Central Bank of Brazil Working Papers [View] (Paper: 206, 12.06.2010)	Daniel O. Cajueiro
Abstract	Forecasting the Yield Curve for Brazil Central Bank of Brazil Working Papers [View] (Paper: 197, 21.02.2010)	Daniel O. Cajueiro Jose A. Divino
Abstract	Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions Central Bank of Brazil Working Papers [View] (Paper: 173, 29.12.2008)	Eduardo José Araújo Lima
Abstract Full text	Characterizing the Brazilian Term Structure of Interest Rates Central Bank of Brazil Working Papers [View] (Paper: 158, 04.03.2008)	Osmani Teixeira de Carvalho Guillén
Abstract Full text	Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability Central Bank of Brazil Working Papers [View] (Paper: 151, 22.11.2007)	Eduardo José Araújo Lima
Abstract Full text	The Stability-Concentration Relationship in the Brazilian Banking System Central Bank of Brazil Working Papers [View] (Paper: 145, 12.10.2007) JEL: G15, G21, O54	Eduardo José Araújo Lima Eui Jung Chang Solange Maria Guerra
Abstract Full text	Forecasting Bonds Yields in the Brazilian Fixed Income Market Central Bank of Brazil Working Papers [View] (Paper: 141, 06.09.2007)	José Valentim M. Vicente
Abstract Full text	Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 138, 20.07.2007)	Eui J. Chang Marcos M. Abe
Abstract Full text	Evaluation of Default Risk for The Brazilian Banking Sector Central Bank of Brazil Working Papers [View] (Paper: 135, 14.05.2007)	Marcelo Y. Takami
Abstract Full text	A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives Central Bank of Brazil Working Papers [View] (Paper: 133, 11.04.2007)	Gilneu F. A. Vivan
Abstract Full text	The role of banks in the Brazilian Interbank Market: Does bank type matter? Central Bank of Brazil Working Papers [View] (Paper: 130, 19.02.2007)	Daniel O. Cajueiro
Abstract Full text	Long-Range Dependence in Exchange Rates: the case of the European Monetary System Central Bank of Brazil Working Papers [View] (Paper: 131, 19.02.2007)	Sergio Rubens Stancato de Souza Daniel O. Cajueiro
Abstract Full text	The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil Central Bank of Brazil Working Papers [View] (Paper: 124, 06.12.2006)
Abstract Full text	Forecasting Interest Rates: an application for Brazil Central Bank of Brazil Working Papers [View] (Paper: 120, 14.11.2006)	Felipe Luduvice Eduardo J. A. Lima
Abstract Full text	Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach Central Bank of Brazil Working Papers [View] (Paper: 115, 15.09.2006)	José L. B. Fernandes Juan Ignacio Peña
Abstract Full text	An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks Central Bank of Brazil Working Papers [View] (Paper: 117, 15.09.2006)	Marcos R. Souto Theodore M. Barnhill
Abstract Full text	Optimal Monetary Rules: The Case of Brazil Central Bank of Brazil Working Papers [View] (Paper: 063, 01.03.2003) JEL: E43, E52	Geraldo da Silva e Souza Charles Lima de Almeida Marco Aurélio Peres
Abstract Full text	On the Information Content of Oil Future Prices Central Bank of Brazil Working Papers [View] (Paper: 065, 01.03.2003) JEL: C53, G14, G15
Abstract Full text	Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates Central Bank of Brazil Working Papers [View] (Paper: 070, 01.03.2003) JEL: E4, G1
Abstract Full text	Causality and Cointegration in Stock Markets: The Case of Latin America Central Bank of Brazil Working Papers [View] (Paper: 056, 01.01.2003) JEL: G15	Eduardo José Araújo Lima
Abstract Full text	The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case Central Bank of Brazil Working Papers [View] (Paper: 058, 01.01.2003) JEL: G14, G15
Abstract Full text	Delegated Portfolio Management Central Bank of Brazil Working Papers [View] (Paper: 060, 01.01.2003)	Paulo Coutinho
Abstract Full text	Stock Returns and Volatility Central Bank of Brazil Working Papers [View] (Paper: 054, 01.12.2002) JEL: C53, G10	Solange Maria Guerra
Abstract Full text	The Effects of the Brazilian ADRs Program on Domestic Market Efficiency Central Bank of Brazil Working Papers [View] (Paper: 043, 01.07.2002) JEL: G14, G15	Eduardo José Araújo Lima

Papers by year: All | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003 | 2002