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

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Title Author(s)

Uma Investigação Baseada em Reamostragem sobre Requerimentos de Capital para Risco de Crédito no Brasil

Paper: 127, 22.12.2006

Risk Premium: Insights Over The Threshold

Paper: 126, 21.12.2006

 

Herding Behavior by Equity Foreign Investors on Emerging Markets

Paper: 125, 21.12.2006

 

The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil

Paper: 124, 06.12.2006

A Neoclassical Analysis of the Brazilian "Lost-Decades"

Paper: 123, 28.11.2006

Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil

Paper: 122, 20.11.2006

The Role of Consumer's Risk Aversion on Price Redigity

Paper: 121, 14.11.2006

Forecasting Interest Rates: an application for Brazil

Paper: 120, 14.11.2006

Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint

Paper: 118, 09.10.2006

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

Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling

Paper: 116, 15.09.2006

Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach

Paper: 115, 15.09.2006

The Inequality Channel of Monetary Transmission

Paper: 114, 15.09.2006

Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets

Paper: 112, 01.08.2006

The Recent Brazilian Disinflation Process and Costs

Paper: 109, 01.07.2006

Demand for Bank Services and Market Power in Brazilian Banking

Paper: 107, 01.07.2006

Testing Nonlinearities Between Brazilian Exchange Rate and Inflation Volatilities

Paper: 106, 01.06.2006

Representing Roomates' Preferences with Symmetric Utilities

Paper: 105, 01.05.2006

The Effect of Adverse Supply Shocks on Monetary Policy and Output

Paper: 103, 01.05.2006

 

Judicial Risk and Credit Market Performance: Micro Evidence from Brazil Payroll Loans

Paper: 102, 01.05.2006

Comparing equilibrium real interest rates: different approaches to measure Brazilian rates

Paper: 101, 01.04.2006

JEL: E43, F34

Targets and Inflation Dynamics

Paper: 100, 01.11.2005

Capital Flows Cycle: Stylized Facts and Empirical Evidences for Emerging Market Economies

Paper: 098, 01.09.2005

Finance and the Business Cycle: a Kalman Filter Approach with Markov Switching

Paper: 097, 01.09.2005

 

Comment on Market Discipline and Monetary Policy by Carl Walsh

Paper: 095, 01.05.2005

Steady State Analysis of an Open Economy General Equilibrium Model for Brazil

Paper: 092, 01.05.2005

Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis

Paper: 091, 01.01.2005

Bank Privatization and Productivity: Evidence for Brazil

Paper: 090, 01.01.2005

Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002

Paper: 085, 01.06.2004

JEL: E44, E62, F32, F34

Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis

Paper: 084, 01.06.2004

JEL: F34, F36, F47, H63

Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries

Paper: 083, 01.06.2004

JEL: E42, E52, E58

Bank Competition, Agency Costs and the Performance of the Monetary Policy

Paper: 081, 01.02.2004

JEL: E44, E50, G21

Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility

Paper: 077, 01.08.2003

JEL: E31, E52, E58

Inflation Targeting in Emerging Market Economies

Paper: 076, 01.07.2003

JEL: E31, E52, E58

Brazil¿s Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth

Paper: 075, 01.07.2003

JEL: G21, G28, O16

On Shadow-Prices of Banks in Real-Time Gross Settlement Systems

Paper: 071, 01.05.2003

Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates

Paper: 070, 01.03.2003

JEL: E4, G1

r-filters: a Hodrick-Prescott Filter Generalization

Paper: 069, 01.03.2003

JEL: C22, C52, E32

Real Balances in the Utility Function: Evidence for Brazil

Paper: 068, 01.03.2003

JEL: D91, E21, E49

On the Information Content of Oil Future Prices

Paper: 065, 01.03.2003

JEL: C53, G14, G15

Medium-Size Macroeconomic Model for the Brazilian Economy

Paper: 064, 01.03.2003

JEL: E12, E27, F43, F47

Optimal Monetary Rules: The Case of Brazil

Paper: 063, 01.03.2003

JEL: E43, E52

Delegated Portfolio Management

Paper: 060, 01.01.2003

The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case

Paper: 058, 01.01.2003

JEL: G14, G15

Causality and Cointegration in Stock Markets: The Case of Latin America

Paper: 056, 01.01.2003

JEL: G15

Stock Returns and Volatility

Paper: 054, 01.12.2002

JEL: C53, G10

Inflation Targeting in Brazil: Lessons and Challenges

Paper: 053, 01.12.2002

JEL: E31, E52, E58

Generalized Hyperbolic Distributions and Brazilian Data

Paper: 052, 01.10.2002

JEL: C52, G10

Credit Channel with Sovereign Credit Risk: an Empirical Test

Paper: 051, 01.10.2002

JEL: E44, E50, N16

Macroeconomic Coordination and Inflation Targeting in a Two-Country Model

Paper: 050, 01.10.2002

JEL: E52, E61, F42

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