Brazil - Central Bank Research Hub

Title Author(s)

Do Inflation-linked Bonds Contain Information about Future Inflation?

Central Bank of Brazil Working Papers [View] (Paper: 214, 21.10.2010)

The Natural Rate of Unemployment in Brazil, Chile, Colombia and Venezuela: some results and challenges

Central Bank of Brazil Working Papers [View] (Paper: 212, 21.10.2010)

 

Determinants of Bank Efficiency: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 210, 21.10.2010)

The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk

Central Bank of Brazil Working Papers [View] (Paper: 215, 21.10.2010)

Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case

Central Bank of Brazil Working Papers [View] (Paper: 213, 21.10.2010)

Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002

Central Bank of Brazil Working Papers [View] (Paper: 211, 21.10.2010)

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

Central Bank of Brazil Working Papers [View] (Paper: 205, 03.07.2010)

Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization

Central Bank of Brazil Working Papers [View] (Paper: 184, 28.06.2010)

Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis

Central Bank of Brazil Working Papers [View] (Paper: 207, 17.06.2010)

Preference for Flexibility and Bayesian Updating

Central Bank of Brazil Working Papers [View] (Paper: 177, 16.06.2010)

An Econometric Contribution to the Intertemporal Approach of the Current Account

Central Bank of Brazil Working Papers [View] (Paper: 178, 15.06.2010)

Fluctuation Dynamics in US interest rates and the role of monetary policy

Central Bank of Brazil Working Papers [View] (Paper: 206, 12.06.2010)

The role of macroeconomic variables in sovereign risk

Central Bank of Brazil Working Papers [View] (Paper: 196, 01.06.2010)

Fiat Money and the Value of Binding Portfolio Constraints

Central Bank of Brazil Working Papers [View] (Paper: 176, 02.03.2010)

Forecasting the Yield Curve for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 197, 21.02.2010)

Foreign Banks' Entry and Departure: The Recent Brazilian Experience (1996-2006)

Central Bank of Brazil Working Papers [View] (Paper: 164, 21.02.2010)

Market Forecasts in Brazil: performance and determinants

Central Bank of Brazil Working Papers [View] (Paper: 185, 25.01.2010)

Monetary Channels in Brazil through the Lens of a Semi-Structural Model

Central Bank of Brazil Working Papers [View] (Paper: 181, 25.01.2010)

The Incidence of Reserve Requirements in Brazil: Do Bank Stockholders Share the Burden?

Central Bank of Brazil Working Papers [View] (Paper: 160, 16.10.2009)

Behavior and Effects of Equity Foreign Investors on Emerging Markets

Central Bank of Brazil Working Papers [View] (Paper: 159, 16.10.2009)

Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions

Central Bank of Brazil Working Papers [View] (Paper: 173, 29.12.2008)

An Integrated Model for Liquidity Management and Short-Term Asset Allocation in Commercial Banks

Central Bank of Brazil Working Papers [View] (Paper: 168, 29.12.2008)

Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap

Central Bank of Brazil Working Papers [View] (Paper: 172, 29.12.2008)

Balance Sheet Effects in Currency Crises: Evidence from Brazil

Central Bank of Brazil Working Papers [View] (Paper: 162, 22.10.2008)

Evaluating Value-at-Risk Models via Quantile Regressions

Central Bank of Brazil Working Papers [View] (Paper: 161, 05.04.2008)

Characterizing the Brazilian Term Structure of Interest Rates

Central Bank of Brazil Working Papers [View] (Paper: 158, 04.03.2008)

Is the Investment-Uncertainty Link Really Elusive? The Harmful Effects of Inflation Uncertainty in Brazil

Central Bank of Brazil Working Papers [View] (Paper: 157, 15.01.2008)

 

Does Curvature Enhance Forecasting?

Central Bank of Brazil Working Papers [View] (Paper: 155, 28.12.2007)

Identification of Monetary Policy Shocks in the Brazilian Market for Bank Reserves

Central Bank of Brazil Working Papers [View] (Paper: 154, 28.12.2007)

Demand for Foreign Exchange Derivatives in Brazil: Hedge or Speculation

Central Bank of Brazil Working Papers [View] (Paper: 152, 18.12.2007)

Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability

Central Bank of Brazil Working Papers [View] (Paper: 151, 22.11.2007)

A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks

Central Bank of Brazil Working Papers [View] (Paper: 150, 20.11.2007)

Joint Validation of Credit Rating PDs under Default Correlation

Central Bank of Brazil Working Papers [View] (Paper: 149, 16.11.2007)

Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998)

Central Bank of Brazil Working Papers [View] (Paper: 147, 27.10.2007)

The Stability-Concentration Relationship in the Brazilian Banking System

Central Bank of Brazil Working Papers [View] (Paper: 145, 12.10.2007)

JEL: G15, G21, O54

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)

Price Rigidity in Brazil: Evidence from CPI Micro Data

Central Bank of Brazil Working Papers [View] (Paper: 143, 21.09.2007)

Forecasting Bonds Yields in the Brazilian Fixed Income Market

Central Bank of Brazil Working Papers [View] (Paper: 141, 06.09.2007)

Inflation Targeting, Credibility and Confidence Crises

Central Bank of Brazil Working Papers [View] (Paper: 140, 28.08.2007)

Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 138, 20.07.2007)

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)

Monetary Policy Design under Competing Models of Inflation Persistence

Central Bank of Brazil Working Papers [View] (Paper: 137, 25.05.2007)

Identifying Volatility Risk Premium from Fixed Income Asian Options

Central Bank of Brazil Working Papers [View] (Paper: 136, 19.05.2007)

Evaluation of Default Risk for The Brazilian Banking Sector

Central Bank of Brazil Working Papers [View] (Paper: 135, 14.05.2007)

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)

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)

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)

Brazil: taming inflation expectations

Central Bank of Brazil Working Papers [View] (Paper: 129, 19.02.2007)

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)

Term Structure Movements Implicit in Option Prices

Central Bank of Brazil Working Papers [View] (Paper: 128, 01.02.2007)