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	Title	Author(s)
Abstract Full text	The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options Central Bank of Brazil Working Papers [View] (Paper: 144, 09.10.2007)	Claudio Henrique da Silveira Barbedo Eduardo Facó Lemgruber
Abstract Full text	Price Rigidity in Brazil: Evidence from CPI Micro Data Central Bank of Brazil Working Papers [View] (Paper: 143, 21.09.2007)	Solange Gouvea
Abstract Full text	Forecasting Bonds Yields in the Brazilian Fixed Income Market Central Bank of Brazil Working Papers [View] (Paper: 141, 06.09.2007)	Benjamin M. Tabak José Valentim M. Vicente
Abstract Full text	Inflation Targeting, Credibility and Confidence Crises Central Bank of Brazil Working Papers [View] (Paper: 140, 28.08.2007)	Rafael Santos Aloisio Araujo
Abstract Full text	Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features Central Bank of Brazil Working Papers [View] (Paper: 139, 20.07.2007)	Carlos Enrique Carrasco Gutiérrez Reinaldo Castro Souza Osmani Teixeira de Carvalho Guillén
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 Benjamin M. Tabak Marcos M. Abe
Abstract Full text	Monetary Policy Design under Competing Models of Inflation Persistence Central Bank of Brazil Working Papers [View] (Paper: 137, 25.05.2007)	Solange Gouvea Abhijit Sen Gupta
Abstract Full text	Identifying Volatility Risk Premium from Fixed Income Asian Options Central Bank of Brazil Working Papers [View] (Paper: 136, 19.05.2007)	José Valentim M. Vicente Caio Ibsen R. Almeida
Abstract Full text	Evaluation of Default Risk for The Brazilian Banking Sector Central Bank of Brazil Working Papers [View] (Paper: 135, 14.05.2007)	Benjamin M. Tabak 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 Benjamin M. Tabak
Abstract Full text	Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling Central Bank of Brazil Working Papers [View] (Paper: 132, 04.04.2007)	Eduardo Saliby Jaqueline Terra Moura Marins
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 Benjamin M. Tabak
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 Benjamin M. Tabak
Abstract Full text	Brazil: taming inflation expectations Central Bank of Brazil Working Papers [View] (Paper: 129, 19.02.2007)	André Minella Mário Mesquita Afonso S. Bevilaqua
Abstract Full text	Term Structure Movements Implicit in Option Prices Central Bank of Brazil Working Papers [View] (Paper: 128, 01.02.2007)	José Valentim M. Vicente Carlos Ibsen R. Almeida
Abstract Full text	Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil Central Bank of Brazil Working Papers [View] (Paper: 127, 22.12.2006)	Ricardo Schechtman
Abstract Full text	Risk Premium: Insights Over The Threshold Central Bank of Brazil Working Papers [View] (Paper: 126, 21.12.2006)
Abstract Full text	Herding Behavior by Equity Foreign Investors on Emerging Markets Central Bank of Brazil Working Papers [View] (Paper: 125, 21.12.2006)
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)	Benjamin M. Tabak
Abstract Full text	A Neoclassical Analysis of the Brazilian "Lost-Decades" Central Bank of Brazil Working Papers [View] (Paper: 123, 28.11.2006)	Flávia Mourão Graminho
Abstract Full text	Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil Central Bank of Brazil Working Papers [View] (Paper: 122, 20.11.2006)	André Minella Arnildo da Silva Correa
Abstract Full text	The Role of Consumer's Risk Aversion on Price Redigity Central Bank of Brazil Working Papers [View] (Paper: 121, 14.11.2006)	Sergio A. Lago Alves Mirta N. S. Bugarin
Abstract Full text	Forecasting Interest Rates: an application for Brazil Central Bank of Brazil Working Papers [View] (Paper: 120, 14.11.2006)	Benjamin M. Tabak Felipe Luduvice Eduardo J. A. Lima
Abstract Full text	Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint Central Bank of Brazil Working Papers [View] (Paper: 118, 09.10.2006)	José Valentim M. Vicente Aloísio P. Araújo
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)	Benjamin M. Tabak Marcos R. Souto Theodore M. Barnhill
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 Benjamin M. Tabak Juan Ignacio Peña
Abstract Full text	Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling Central Bank of Brazil Working Papers [View] (Paper: 116, 15.09.2006)	Eduardo Saliby Joséte Florencio do Santos Jaqueline Terra Moura Marins
Abstract Full text	The Inequality Channel of Monetary Transmission Central Bank of Brazil Working Papers [View] (Paper: 114, 15.09.2006)	Marta B. M. Areosa Waldyr D. Areosa
Abstract Full text	Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets Central Bank of Brazil Working Papers [View] (Paper: 112, 01.08.2006)	Angelo Marsiglia Fasolo
Abstract Full text	The Recent Brazilian Disinflation Process and Costs Central Bank of Brazil Working Papers [View] (Paper: 109, 01.07.2006)	Sergio A. Lago Alves Alexandre A. Tombini
Abstract Full text	Demand for Bank Services and Market Power in Brazilian Banking Central Bank of Brazil Working Papers [View] (Paper: 107, 01.07.2006)	Fabio Kanczuk Márcio I. Nakane Leonardo Soriano de Alencar
Abstract Full text	Testing Nonlinearities Between Brazilian Exchange Rate and Inflation Volatilities Central Bank of Brazil Working Papers [View] (Paper: 106, 01.06.2006)	Christiane R. Albuquerque Marcelo S. Portugal
Abstract Full text	Representing Roomates' Preferences with Symmetric Utilities Central Bank of Brazil Working Papers [View] (Paper: 105, 01.05.2006)	José Álvaro Rodrigues Neto
Abstract Full text	The Effect of Adverse Supply Shocks on Monetary Policy and Output Central Bank of Brazil Working Papers [View] (Paper: 103, 01.05.2006)
Abstract Full text	Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans Central Bank of Brazil Working Papers [View] (Paper: 102, 01.05.2006)	Ana Carla A. Costa João M. P. de Mello
Abstract Full text	Comparing equilibrium real interest rates: different approaches to measure Brazilian rates Central Bank of Brazil Working Papers [View] (Paper: 101, 01.04.2006) JEL: E43, F34	Marcelo Kfoury Muinhos Márcio I. Nakane
Abstract Full text	Targets and Inflation Dynamics Central Bank of Brazil Working Papers [View] (Paper: 100, 01.11.2005)	Sergio A. Lago Alves Waldyr D. Areosa
Abstract Full text	Capital Flows Cycle: Stylized Facts and Empirical Evidences for Emerging Market Economies Central Bank of Brazil Working Papers [View] (Paper: 098, 01.09.2005)	Marcelo Kfoury Muinhos Helio Mori
Abstract Full text	Finance and the Business Cycle: a Kalman Filter Approach with Markov Switching Central Bank of Brazil Working Papers [View] (Paper: 097, 01.09.2005)
Abstract Full text	Comment on Market Discipline and Monetary Policy by Carl Walsh Central Bank of Brazil Working Papers [View] (Paper: 095, 01.05.2005)	Maurício S. Bugarin Fabia A. de Carvalho
Abstract Full text	Steady State Analysis of an Open Economy General Equilibrium Model for Brazil Central Bank of Brazil Working Papers [View] (Paper: 092, 01.05.2005)	Marcelo Kfoury Muinhos Roberto de Goes Ellery Jr. Victor Gomes Silva Mirta N. S. Bugarin
Abstract Full text	Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis Central Bank of Brazil Working Papers [View] (Paper: 091, 01.01.2005)	Guilherme Cronemberger Parente Valéria Salomão Garcia Sergio Mikio Koyama Ricardo Schechtman
Abstract Full text	Bank Privatization and Productivity: Evidence for Brazil Central Bank of Brazil Working Papers [View] (Paper: 090, 01.01.2005)	Márcio I. Nakane Daniela B. Weintraub
Abstract Full text	Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002 Central Bank of Brazil Working Papers [View] (Paper: 085, 01.06.2004) JEL: E44, E62, F32, F34	Fernando de Holanda Barbosa André Soares Loureiro
Abstract Full text	Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis Central Bank of Brazil Working Papers [View] (Paper: 084, 01.06.2004) JEL: F34, F36, F47, H63	Aloisio Araujo Marcia Leon
Abstract Full text	Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries Central Bank of Brazil Working Papers [View] (Paper: 083, 01.06.2004) JEL: E42, E52, E58	Thomas Y. Wu
Abstract Full text	Bank Competition, Agency Costs and the Performance of the Monetary Policy Central Bank of Brazil Working Papers [View] (Paper: 081, 01.02.2004) JEL: E44, E50, G21	Leonardo Soriano de Alencar Márcio I. Nakane
Abstract Full text	Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility Central Bank of Brazil Working Papers [View] (Paper: 077, 01.08.2003) JEL: E31, E52, E58	André Minella Marcelo Kfoury Muinhos Ilan Goldfajn Paulo Springer de Freitas
Abstract Full text	Inflation Targeting in Emerging Market Economies Central Bank of Brazil Working Papers [View] (Paper: 076, 01.07.2003) JEL: E31, E52, E58	André Minella Ilan Goldfajn Arminio Fraga
Abstract Full text	Brazil’s Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth Central Bank of Brazil Working Papers [View] (Paper: 075, 01.07.2003) JEL: G21, G28, O16	Ilan Goldfajn Katherine Hennings Hélio Mori