Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2006

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Title Author(s)

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

Paper: 127, 22.12.2006

Risk Premium: Insights Over The Threshold

Paper: 126, 21.12.2006

 

Herding Behavior by Equity Foreign Investors on Emerging Markets

Paper: 125, 21.12.2006

 

The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil

Paper: 124, 06.12.2006

A Neoclassical Analysis of the Brazilian "Lost-Decades"

Paper: 123, 28.11.2006

Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil

Paper: 122, 20.11.2006

The Role of Consumer's Risk Aversion on Price Redigity

Paper: 121, 14.11.2006

Forecasting Interest Rates: an application for Brazil

Paper: 120, 14.11.2006

Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint

Paper: 118, 09.10.2006

An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks

Paper: 117, 15.09.2006

Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling

Paper: 116, 15.09.2006

Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach

Paper: 115, 15.09.2006

The Inequality Channel of Monetary Transmission

Paper: 114, 15.09.2006

Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets

Paper: 112, 01.08.2006

The Recent Brazilian Disinflation Process and Costs

Paper: 109, 01.07.2006

Demand for Bank Services and Market Power in Brazilian Banking

Paper: 107, 01.07.2006

Testing Nonlinearities Between Brazilian Exchange Rate and Inflation Volatilities

Paper: 106, 01.06.2006

Representing Roomates' Preferences with Symmetric Utilities

Paper: 105, 01.05.2006

The Effect of Adverse Supply Shocks on Monetary Policy and Output

Paper: 103, 01.05.2006

 

Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans

Paper: 102, 01.05.2006

Comparing equilibrium real interest rates: different approaches to measure Brazilian rates

Paper: 101, 01.04.2006

JEL: E43, F34

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