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

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002

	Title	Author(s)
Abstract Full text	Forecasting Bonds Yields in the Brazilian Fixed Income Market Paper: 141, 06.09.2007	Benjamin M. Tabak José Valentim M. Vicente
Abstract Full text	Inflation Targeting, Credibility and Confidence Crises 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 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 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 Paper: 137, 25.05.2007	Solange Gouvea Abhijit Sen Gupta
Abstract Full text	Identifying Volatility Risk Premium from Fixed Income Asian Options 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 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 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 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 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? Paper: 130, 19.02.2007	Daniel O. Cajueiro Benjamin M. Tabak
Abstract Full text	Brazil: taming inflation expectations Paper: 129, 19.02.2007	André Minella Mário Mesquita Afonso S. Bevilaqua
Abstract Full text	Term Structure Movements Implicit in Option Prices 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 Paper: 127, 22.12.2006	Ricardo Schechtman
Abstract Full text	Risk Premium: Insights Over The Threshold Paper: 126, 21.12.2006
Abstract Full text	Herding Behavior by Equity Foreign Investors on Emerging Markets Paper: 125, 21.12.2006
Abstract Full text	The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil Paper: 124, 06.12.2006	Benjamin M. Tabak
Abstract Full text	A Neoclassical Analysis of the Brazilian "Lost-Decades" 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 Paper: 122, 20.11.2006	André Minella Arnildo da Silva Correa
Abstract Full text	The Role of Consumer's Risk Aversion on Price Redigity Paper: 121, 14.11.2006	Sergio A. Lago Alves Mirta N. S. Bugarin
Abstract Full text	Forecasting Interest Rates: an application for Brazil 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 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 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 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 Paper: 116, 15.09.2006	Eduardo Saliby Joséte Florencio do Santos Jaqueline Terra Moura Marins
Abstract Full text	The Inequality Channel of Monetary Transmission 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 Paper: 112, 01.08.2006	Angelo Marsiglia Fasolo
Abstract Full text	The Recent Brazilian Disinflation Process and Costs 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 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 Paper: 106, 01.06.2006	Christiane R. Albuquerque Marcelo S. Portugal
Abstract Full text	Representing Roomates' Preferences with Symmetric Utilities Paper: 105, 01.05.2006	José Álvaro Rodrigues Neto
Abstract Full text	The Effect of Adverse Supply Shocks on Monetary Policy and Output Paper: 103, 01.05.2006
Abstract Full text	Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans 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 Paper: 101, 01.04.2006 JEL: E43, F34	Marcelo Kfoury Muinhos Márcio I. Nakane
Abstract Full text	Targets and Inflation Dynamics 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 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 Paper: 097, 01.09.2005
Abstract Full text	Comment on Market Discipline and Monetary Policy by Carl Walsh 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 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 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 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 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 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 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 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 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 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 Paper: 075, 01.07.2003 JEL: G21, G28, O16	Ilan Goldfajn Katherine Hennings Hélio Mori
Abstract Full text	On Shadow-Prices of Banks in Real-Time Gross Settlement Systems Paper: 071, 01.05.2003	Rodrigo Andrés de Souza Peñaloza
Abstract Full text	Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates Paper: 070, 01.03.2003 JEL: E4, G1	Benjamin M. Tabak

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