Brazil - Central Bank Research Hub

Title Author(s)

Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets

Central Bank of Brazil Working Papers [View] (Paper: 234, 25.02.2011)

Too Big to Fail Perception by Depositors: an empirical investigation

Central Bank of Brazil Working Papers [View] (Paper: 233, 25.02.2011)

 

Capital Requirements and Business Cycles with Credit Market Imperfections

Central Bank of Brazil Working Papers [View] (Paper: 231, 25.02.2011)

Modeling Default Probabilities: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 232, 25.02.2011)

Forecasting Brazilian Inflation Using a Large Data Set

Central Bank of Brazil Working Papers [View] (Paper: 228, 11.02.2011)

Financial Fragility in a General Equilibrium Model: the Brazilian case

Central Bank of Brazil Working Papers [View] (Paper: 229, 11.02.2011)

Is Inflation Persistence Over?

Central Bank of Brazil Working Papers [View] (Paper: 230, 11.02.2011)

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)

The Brazilian Interbank Network Structure and Systemic Risk

Central Bank of Brazil Working Papers [View] (Paper: 219, 04.01.2011)

Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing

Central Bank of Brazil Working Papers [View] (Paper: 221, 04.01.2011)

Emerging Floaters: pass-throughs and (some) new commodity currencies

Central Bank of Brazil Working Papers [View] (Paper: 224, 04.01.2011)

Forecasting the Yield Curve with Linear Factor Models

Central Bank of Brazil Working Papers [View] (Paper: 223, 04.01.2011)

The Role of Interest Rates in the Brazilian Business Cycle

Central Bank of Brazil Working Papers [View] (Paper: 218, 04.01.2011)

Financial Stability and Monetary Policy - The case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 217, 22.10.2010)

Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence

Central Bank of Brazil Working Papers [View] (Paper: 216, 21.10.2010)

The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk

Central Bank of Brazil Working Papers [View] (Paper: 215, 21.10.2010)

Do Inflation-linked Bonds Contain Information about Future Inflation?

Central Bank of Brazil Working Papers [View] (Paper: 214, 21.10.2010)

Determinants of Bank Efficiency: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 210, 21.10.2010)

Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002

Central Bank of Brazil Working Papers [View] (Paper: 211, 21.10.2010)

The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges

Central Bank of Brazil Working Papers [View] (Paper: 212, 21.10.2010)

 

Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case

Central Bank of Brazil Working Papers [View] (Paper: 213, 21.10.2010)

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

Central Bank of Brazil Working Papers [View] (Paper: 205, 03.07.2010)

Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization

Central Bank of Brazil Working Papers [View] (Paper: 184, 28.06.2010)

Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis

Central Bank of Brazil Working Papers [View] (Paper: 207, 17.06.2010)

Preference for Flexibility and Bayesian Updating

Central Bank of Brazil Working Papers [View] (Paper: 177, 16.06.2010)

An Econometric Contribution to the Intertemporal Approach of the Current Account

Central Bank of Brazil Working Papers [View] (Paper: 178, 15.06.2010)

Fluctuation Dynamics in US interest rates and the role of monetary policy

Central Bank of Brazil Working Papers [View] (Paper: 206, 12.06.2010)

The role of macroeconomic variables in sovereign risk

Central Bank of Brazil Working Papers [View] (Paper: 196, 01.06.2010)

Fiat Money and the Value of Binding Portfolio Constraints

Central Bank of Brazil Working Papers [View] (Paper: 176, 02.03.2010)

Forecasting the Yield Curve for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 197, 21.02.2010)

Foreign Banks' Entry and Departure: The Recent Brazilian Experience (1996-2006)

Central Bank of Brazil Working Papers [View] (Paper: 164, 21.02.2010)

Market Forecasts in Brazil: performance and determinants

Central Bank of Brazil Working Papers [View] (Paper: 185, 25.01.2010)

Monetary Channels in Brazil through the Lens of a Semi-Structural Model

Central Bank of Brazil Working Papers [View] (Paper: 181, 25.01.2010)

The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?

Central Bank of Brazil Working Papers [View] (Paper: 160, 16.10.2009)

Behavior and Effects of Equity Foreign Investors on Emerging Markets

Central Bank of Brazil Working Papers [View] (Paper: 159, 16.10.2009)

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)

An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks

Central Bank of Brazil Working Papers [View] (Paper: 168, 29.12.2008)

Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap

Central Bank of Brazil Working Papers [View] (Paper: 172, 29.12.2008)

Balance Sheet Effects in Currency Crises: Evidence from Brazil

Central Bank of Brazil Working Papers [View] (Paper: 162, 22.10.2008)

Evaluating Value-at-Risk Models via Quantile Regressions

Central Bank of Brazil Working Papers [View] (Paper: 161, 05.04.2008)

Characterizing the Brazilian Term Structure of Interest Rates

Central Bank of Brazil Working Papers [View] (Paper: 158, 04.03.2008)

Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 157, 15.01.2008)

 

Does Curvature Enhance Forecasting?

Central Bank of Brazil Working Papers [View] (Paper: 155, 28.12.2007)

Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves

Central Bank of Brazil Working Papers [View] (Paper: 154, 28.12.2007)

Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation

Central Bank of Brazil Working Papers [View] (Paper: 152, 18.12.2007)

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)

A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks

Central Bank of Brazil Working Papers [View] (Paper: 150, 20.11.2007)

Joint Validation of Credit Rating PDs under Default Correlation

Central Bank of Brazil Working Papers [View] (Paper: 149, 16.11.2007)

Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998)

Central Bank of Brazil Working Papers [View] (Paper: 147, 27.10.2007)

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