Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2011

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002

Title Author(s)

The Adverse Selection Cost Component of the Spread of Brazilian Stocks

Paper: 263, 08.12.2011

The Accuracy of Perturbation Methods to Solve Small Open Economy Models

Paper: 262, 24.11.2011

The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?

Paper: 261, 23.11.2011

Credit Default and Business Cycles: an empirical investigation of Brazilian retail loans

Paper: 260, 23.11.2011

The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies

Paper: 259, 23.11.2011

The Self-insurance Role of International Reserves and the 2008-2010 Crisis

Paper: 256, 08.11.2011

An Empirical Analysis of the External Finance Premium of Public Non-Financial Corporations in Brazil

Paper: 255, 08.11.2011

Macroprudential Regulation and the Monetary Transmission Mechanism

Paper: 254, 08.11.2011

Bank Efficiency and Default in Brazil: Causality Tests

Paper: 253, 18.10.2011

Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks

Paper: 249, 26.08.2011

Financial Regulation and Transparency of Information: first steps on new land

Paper: 248, 23.08.2011

Forecasting the Yield Curve for the Euro Region

Paper: 247, 23.08.2011

Eficiência Bancária e Inadimplência: Testes de Causalidade

Paper: 220, 23.08.2011

Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship

Paper: 244, 26.05.2011

Economic Activity and Financial Institutional Risk: an empirical analysis for the Brazilian banking industry

Paper: 243, 20.05.2011

Macro Stress Testing of Credit Risk Focused on the Tails

Paper: 241, 18.05.2011

Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model

Paper: 240, 18.05.2011

SAMBA: Stochastic Analytical Model with a Bayesian Approach

Paper: 239, 10.05.2011

Capital Regulation, Monetary Policy and Financial Stability

Paper: 237, 02.05.2011

Optimal costs of sovereign default

Paper: 236, 15.04.2011

Revisiting Bank Pricing Policies in Brazil: evidence from loan and deposit markets

Paper: 235, 08.04.2011

Cyclical Effects of Bank Capital Requirements with Imperfect Credit Markets

Paper: 234, 25.02.2011

Too Big to Fail Perception by Depositors: an empirical investigation

Paper: 233, 25.02.2011

 

Modeling Default Probabilities: the case of Brazil

Paper: 232, 25.02.2011

Capital Requirements and Business Cycles with Credit Market Imperfections

Paper: 231, 25.02.2011

Is Inflation Persistence Over?

Paper: 230, 11.02.2011

Financial Fragility in a General Equilibrium Model: the Brazilian case

Paper: 229, 11.02.2011

Forecasting Brazilian Inflation Using a Large Data Set

Paper: 228, 11.02.2011

A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

Paper: 226, 04.01.2011

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

Paper: 224, 04.01.2011

Forecasting the Yield Curve with Linear Factor Models

Paper: 223, 04.01.2011

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

Paper: 221, 04.01.2011

The Brazilian Interbank Network Structure and Systemic Risk

Paper: 219, 04.01.2011

The Role of Interest Rates in the Brazilian Business Cycle

Paper: 218, 04.01.2011

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002