Jaqueline Terra Moura Marins - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2014 | 2013 | 2011 | 2007 | 2006

Title Other author(s)

Do Central Bank Actions Reduce Interest Rate Volatility?

Central Bank of Brazil Working Papers [View] (Paper: 468, 25.11.2017)

JEL: E43, E58, G14

Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil

Central Bank of Brazil Working Papers [View] (Paper: 446, 29.11.2016)

JEL: C14, C15, C33, E37, F31

Risk Assessment of the Brazilian FX Rate

Central Bank of Brazil Working Papers [View] (Paper: 344, 13.01.2014)

JEL: C14, C15, C53, E37, F31

Credit Default and Business Cycles: an investigation of this relationship in the Brazilian corporate credit market

Central Bank of Brazil Working Papers [View] (Paper: 304, 02.04.2013)

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

Central Bank of Brazil Working Papers [View] (Paper: 260, 23.11.2011)

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)

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)

Papers by year: All | 2017 | 2016 | 2014 | 2013 | 2011 | 2007 | 2006