Central Bank Research Hub - Series: Central Bank of Brazil Working Papers 2017

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

Title Author(s)

Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression

Paper: 466, 01.11.2017

JEL: C14, C22, C53, F31, G17

Dynamic Bank Runs: an agent-based approach

Paper: 465, 01.10.2017

JEL: G21

Empirical Findings on Inflation Expectations in Brazil: a survey

Paper: 464, 30.09.2017

JEL: E31, E37, E52

Estimating the Credibility of Brazilian Monetary Policy using Forward Measures and a State-Space Model

Paper: 463, 30.09.2017

JEL: E4, E5

Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?

Paper: 462, 18.08.2017

JEL: G12, G31

Systemic Risk in Financial Systems: a feedback approach

Paper: 461, 15.08.2017

JEL: C63, G01, G21, G28

Foreign Currency Debt and Fixed Exchange Rate Regimes: the importance of implicit guarantees against currency devaluations

Paper: 459, 07.08.2017

JEL: F31, F34, G15, G18

Credit Market Quality, Innovation and Trade

Paper: 458, 02.08.2017

JEL: F12, G11, O16

Volatility Risk Premia and Future Commodity Returns

Paper: 455, 18.04.2017

JEL: F37, G15, G17, Q02

Expected Currency Returns and Volatility Risk Premia

Paper: 454, 24.01.2017

JEL: F31, F37, G12, G15, G17

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