Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
26
Impact Factor
0.51
5 Years IF
0.25
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0.11 0 9 9 190 1 1 0 0 0 1 0.11 0.2
2001 0.89 0.39 0.52 0.89 24 33 103 17 18 9 8 9 8 8 47.1 6 0.25 0.22
2002 0.79 0.42 2.08 0.79 28 61 199 126 145 33 26 33 26 96 76.2 19 0.68 0.24
2003 0.54 0.41 2.24 0.66 19 80 260 178 324 52 28 61 40 141 79.2 17 0.89 0.24
2004 0.43 0.47 1.21 0.45 11 91 47 110 434 47 20 80 36 69 62.7 6 0.55 0.27
2005 0.93 0.49 1.04 0.66 9 100 37 104 538 30 28 91 60 36 34.6 1 0.11 0.29
2006 0.85 0.48 3.12 0.48 28 128 144 399 937 20 17 91 44 343 86 60 2.14 0.26
2007 0.32 0.4 1.13 0.29 29 157 75 177 1114 37 12 95 28 143 80.8 10 0.34 0.22
2008 0.33 0.45 0.57 0.5 18 175 31 98 1213 57 19 96 48 1 1 0 0.23
2009 0.11 0.43 0.35 0.2 25 200 61 69 1283 47 5 95 19 0 3 0.12 0.23
2010 0.12 0.37 0.27 0.2 30 230 133 61 1345 43 5 109 22 6 9.8 1 0.03 0.19
2011 0.4 0.47 0.44 0.29 33 263 133 114 1460 55 22 130 38 36 31.6 14 0.42 0.25
2012 0.56 0.5 0.6 0.43 39 302 106 180 1640 63 35 135 58 84 46.7 41 1.05 0.26
2013 0.35 0.52 0.39 0.32 41 343 110 133 1774 72 25 145 47 43 32.3 21 0.51 0.24
2014 0.48 0.55 0.34 0.39 35 378 20 125 1903 80 38 168 66 15 12 1 0.03 0.28
2015 0.37 0.54 0.45 0.46 32 410 39 175 2089 76 28 178 82 32 18.3 9 0.28 0.28
2016 0.25 0.58 0.41 0.36 43 453 103 184 2273 67 17 180 65 37 20.1 19 0.44 0.29
2017 0.55 0.6 0.33 0.34 16 469 24 155 2428 75 41 190 65 11 7.1 4 0.25 0.3
2018 0.51 0.62 0.24 0.25 22 491 1 120 2548 59 30 167 41 6 5 1 0.05 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12003Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio . In: Working Papers Series. RePEc:bcb:wpaper:76.

Full description at Econpapers || Download paper

129
22000The Pass-through from Depreciation to Inflation: A Panel Study. (2000). Werlang, Sergio ; Goldfajn, Ilan ; Sergio Ribeiro da Costa Werlang, . In: Working Papers Series. RePEc:bcb:wpaper:5.

Full description at Econpapers || Download paper

126
32003Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility. (2003). Minella, André ; Goldfajn, Ilan ; de Freitas, Paulo Springer ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:77.

Full description at Econpapers || Download paper

83
42011SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2011). Sobrinho, Nelson ; Santos, Rafael ; Minella, André ; Castro, Marcos ; Gouvea, Solange N. ; Rafael C. dos Santos, ; Souza-Sobrinho, Nelson F. ; de Castro, Marcos R.. In: Working Papers Series. RePEc:bcb:wpaper:239.

Full description at Econpapers || Download paper

65
52002The Determinants of Bank Interest Spread in Brazil. (2002). Nakane, Marcio ; AFANASIEFF, TARSILA SEGALLA ; Priscilla Maria Villa Lhacer, . In: Working Papers Series. RePEc:bcb:wpaper:46.

Full description at Econpapers || Download paper

62
62002Can Emerging Markets Float? Should They Inflation Target?. (2002). Eichengreen, Barry. In: Working Papers Series. RePEc:bcb:wpaper:36.

Full description at Econpapers || Download paper

49
72002Generalized Hyperbolic Distributions and Brazilian Data. (2002). Fajardo, José ; de Farias, Aquiles. In: Working Papers Series. RePEc:bcb:wpaper:52.

Full description at Econpapers || Download paper

45
82016Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil. (2016). Ponticelli, Jacopo ; Alencar, Leonardo S. In: Working Papers Series. RePEc:bcb:wpaper:425.

Full description at Econpapers || Download paper

45
92000Leading Indicators of Inflation for Brazil. (2000). Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:7.

Full description at Econpapers || Download paper

41
102000Estimating Exchange Market Pressure and Intervention Activity. (2000). Kohlscheen, Emanuel. In: Working Papers Series. RePEc:bcb:wpaper:9.

Full description at Econpapers || Download paper

40
112000Monetary Policy and Banking Supervision Functions on the Central Bank. (2000). Lundberg, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:2.

Full description at Econpapers || Download paper

38
122006Demand for Bank Services and Market Power in Brazilian Banking. (2006). Nakane, Marcio ; Kanczuk, Fabio ; Alencar, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:107.

Full description at Econpapers || Download paper

38
132000An Information Theory Approach to the Aggregation of Log-Linear Models. (2000). Albuquerque, Pedro. In: Working Papers Series. RePEc:bcb:wpaper:4.

Full description at Econpapers || Download paper

38
142006Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil. (2006). Minella, André ; Correa, Arnildo ; Arnildo da Silva Correa, . In: Working Papers Series. RePEc:bcb:wpaper:122.

Full description at Econpapers || Download paper

35
152010Determinants of Bank Efficiency: the case of Brazil. (2010). Tabak, Benjamin ; Tecles, Patricia . In: Working Papers Series. RePEc:bcb:wpaper:210.

Full description at Econpapers || Download paper

34
162002Os Preços Administrados e a Inflação no Brasil. (2002). Rodrigues Figueiredo, Francisco ; Francisco Marcos R. Figueiredo, ; Ferreira, Thais Porto. In: Working Papers Series. RePEc:bcb:wpaper:59.

Full description at Econpapers || Download paper

34
172002Stock Returns and Volatility. (2002). Tabak, Benjamin ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:54.

Full description at Econpapers || Download paper

33
182003Real Balances in the Utility Function: Evidence for Brazil. (2003). Nakane, Marcio ; Alencar, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:68.

Full description at Econpapers || Download paper

32
192000Implementing Inflation Targeting in Brazil. (2000). Werlang, Sergio ; Tombini, Alexandre Antonio ; Sergio Ribeiro da Costa Werlang, ; Bogdanski, Joel . In: Working Papers Series. RePEc:bcb:wpaper:1.

Full description at Econpapers || Download paper

30
202002Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio. (2002). Riella, Gil ; Alves, Sergio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:42.

Full description at Econpapers || Download paper

30
212003Medium-Size Macroeconomic Model for the Brazilian Economy. (2003). Alves, Sergio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:64.

Full description at Econpapers || Download paper

29
222012Sailing through the Global Financial Storm: Brazils recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks.. (2012). Pereira da Silva, Luiz Awazu ; Luiz Awazu Pereira da Silva, ; Harris, Ricardo Eyer . In: Working Papers Series. RePEc:bcb:wpaper:290.

Full description at Econpapers || Download paper

29
232001A Test of Competition in Brazilian Banking. (2001). Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:12.

Full description at Econpapers || Download paper

28
242001Evaluating Core Inflation Measures for Brazil. (2001). Rodrigues Figueiredo, Francisco. In: Working Papers Series. RePEc:bcb:wpaper:14.

Full description at Econpapers || Download paper

27
252001Os Impactos Econômicos da CPMF: Teoria e Evidência. (2001). Albuquerque, Pedro. In: Working Papers Series. RePEc:bcb:wpaper:21.

Full description at Econpapers || Download paper

26
262010The Brazilian Interbank Network Structure and Systemic Risk. (2010). Edson Bastos e Santos, ; Cont, Rama. In: Working Papers Series. RePEc:bcb:wpaper:219.

Full description at Econpapers || Download paper

26
272006The Recent Brazilian Disinflation Process and Costs. (2006). Alves, Sergio ; Tombini, Alexandre A.. In: Working Papers Series. RePEc:bcb:wpaper:109.

Full description at Econpapers || Download paper

24
282001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. (2001). Tabak, Benjamin ; Andrade, Sandro. In: Working Papers Series. RePEc:bcb:wpaper:30.

Full description at Econpapers || Download paper

24
292004Credit Risk Measurement and the Regulation of Bank Capital and Provision Requirements in Brazil - A Corporate Analysis. (2004). Schechtman, Ricardo ; Koyama, Sérgio ; Parente, Guilherme Cronemberger ; Garcia, Valeria Salomo. In: Working Papers Series. RePEc:bcb:wpaper:91.

Full description at Econpapers || Download paper

24
302001Is it Worth Tracking Dollar/Real Implied Volatility?. (2001). Tabak, Benjamin ; Andrade, Sandro. In: Working Papers Series. RePEc:bcb:wpaper:15.

Full description at Econpapers || Download paper

24
312004Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries. (2004). Wu, Thomas. In: Working Papers Series. RePEc:bcb:wpaper:83.

Full description at Econpapers || Download paper

23
322006Comparing equilibrium real interest rates: different approaches to measure Brazilian rates. (2006). Nakane, Marcio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:101.

Full description at Econpapers || Download paper

22
332001Credit Channel without the LM Curve. (2001). Nakane, Marcio ; Chu, Victorio. In: Working Papers Series. RePEc:bcb:wpaper:20.

Full description at Econpapers || Download paper

21
342005Targets and Inflation Dynamics. (2005). Areosa, Waldyr ; Alves, Sergio. In: Working Papers Series. RePEc:bcb:wpaper:100.

Full description at Econpapers || Download paper

21
352002Speculative Attacks on Debts, Dollarization and Optimum Currency Areas. (2002). Leon, Márcia ; Araujo, Aloisio. In: Working Papers Series. RePEc:bcb:wpaper:40.

Full description at Econpapers || Download paper

21
362004Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis. (2004). Leon, Márcia ; Araujo, Aloisio. In: Working Papers Series. RePEc:bcb:wpaper:84.

Full description at Econpapers || Download paper

21
372013Complex Networks and Banking Systems Supervision. (2013). Tabak, Benjamin ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Working Papers Series. RePEc:bcb:wpaper:306.

Full description at Econpapers || Download paper

20
382001Crises Cambiais e Ataques Especulativos no Brasil. (2001). miranda, mauro. In: Working Papers Series. RePEc:bcb:wpaper:32.

Full description at Econpapers || Download paper

20
392001Algumas Considerações Sobre a Sazonalidade no IPCA. (2001). staub, roberta ; Rodrigues Figueiredo, Francisco ; Francisco Marcos R. Figueiredo, . In: Working Papers Series. RePEc:bcb:wpaper:31.

Full description at Econpapers || Download paper

20
402002Delegated Portfolio Management. (2002). Tabak, Benjamin ; Coutinho, Paulo . In: Working Papers Series. RePEc:bcb:wpaper:60.

Full description at Econpapers || Download paper

19
412001Decentralized Portfolio Management. (2001). Tabak, Benjamin ; Coutinho, Paulo . In: Working Papers Series. RePEc:bcb:wpaper:22.

Full description at Econpapers || Download paper

19
422005Finance and the Business Cycle: a Kalman Filter Approach with Markov Switching. (2005). Compton, Ryan ; Jose Ricardo da Costa e Silva, . In: Working Papers Series. RePEc:bcb:wpaper:97.

Full description at Econpapers || Download paper

19
432002Inflation Targeting in Brazil: Lessons and Challenges. (2002). Minella, André ; Goldfajn, Ilan ; de Freitas, Paulo Springer ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:53.

Full description at Econpapers || Download paper

19
442016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:426.

Full description at Econpapers || Download paper

19
452002Causality and Cointegration in Stock Markets: The Case of Latin America. (2002). Tabak, Benjamin ; Lima, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:56.

Full description at Econpapers || Download paper

18
462002Macroeconomic Coordination and Inflation Targeting in a Two-Country Model. (2002). Teixeira, Joanílio ; Chang, Eui Jung ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:50.

Full description at Econpapers || Download paper

17
472003Diferenças e Semelhanças entre Países da América Latina: Uma Análise de Markov Switching para os Ciclos Econômicos de Brasil e Argentina. (2003). Correa, Arnildo ; Arnildo da Silva Correa, . In: Working Papers Series. RePEc:bcb:wpaper:80.

Full description at Econpapers || Download paper

17
482003Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:70.

Full description at Econpapers || Download paper

16
492003On the Information Content of Oil Future Prices. (2003). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:65.

Full description at Econpapers || Download paper

16
502006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:124.

Full description at Econpapers || Download paper

16
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Court Enforcement, Bank Loans and Firm Investment: evidence from a bankruptcy reform in Brazil. (2016). Ponticelli, Jacopo ; Alencar, Leonardo S. In: Working Papers Series. RePEc:bcb:wpaper:425.

Full description at Econpapers || Download paper

22
22016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:426.

Full description at Econpapers || Download paper

17
32003Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility. (2003). Minella, André ; Goldfajn, Ilan ; de Freitas, Paulo Springer ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:77.

Full description at Econpapers || Download paper

15
42011SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2011). Sobrinho, Nelson ; Santos, Rafael ; Minella, André ; Castro, Marcos ; Gouvea, Solange N. ; Rafael C. dos Santos, ; Souza-Sobrinho, Nelson F. ; de Castro, Marcos R.. In: Working Papers Series. RePEc:bcb:wpaper:239.

Full description at Econpapers || Download paper

14
52016Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Working Papers Series. RePEc:bcb:wpaper:428.

Full description at Econpapers || Download paper

12
62006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:124.

Full description at Econpapers || Download paper

10
72000The Pass-through from Depreciation to Inflation: A Panel Study. (2000). Werlang, Sergio ; Goldfajn, Ilan ; Sergio Ribeiro da Costa Werlang, . In: Working Papers Series. RePEc:bcb:wpaper:5.

Full description at Econpapers || Download paper

9
82003Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio . In: Working Papers Series. RePEc:bcb:wpaper:76.

Full description at Econpapers || Download paper

8
92010Determinants of Bank Efficiency: the case of Brazil. (2010). Tabak, Benjamin ; Tecles, Patricia . In: Working Papers Series. RePEc:bcb:wpaper:210.

Full description at Econpapers || Download paper

8
102013Loan Pricing Following a Macro Prudential Within-Sector Capital Measure. (2013). Schechtman, Ricardo ; Martins, Bruno. In: Working Papers Series. RePEc:bcb:wpaper:323.

Full description at Econpapers || Download paper

7
112017Credit Supply Responses to Reserve Requirement: loan-level evidence from macroprudential policy. (2017). Barata, Joo ; Nazar, Bernardus F ; Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:467.

Full description at Econpapers || Download paper

7
122010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:206.

Full description at Econpapers || Download paper

7
132002The Determinants of Bank Interest Spread in Brazil. (2002). Nakane, Marcio ; AFANASIEFF, TARSILA SEGALLA ; Priscilla Maria Villa Lhacer, . In: Working Papers Series. RePEc:bcb:wpaper:46.

Full description at Econpapers || Download paper

7
142012Sailing through the Global Financial Storm: Brazils recent experience with monetary and macroprudential policies to lean against the financial cycle and deal with systemic risks.. (2012). Pereira da Silva, Luiz Awazu ; Luiz Awazu Pereira da Silva, ; Harris, Ricardo Eyer . In: Working Papers Series. RePEc:bcb:wpaper:290.

Full description at Econpapers || Download paper

7
152016Loan-To-Value Policy and Housing Loans: effects on constrained borrowers. (2016). Godoy de Araujo, Douglas ; Barroso, João ; Gonzalez, Rodrigo Barbone ; Ribeiro, Joo Barata. In: Working Papers Series. RePEc:bcb:wpaper:445.

Full description at Econpapers || Download paper

7
162012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

Full description at Econpapers || Download paper

7
172010The Brazilian Interbank Network Structure and Systemic Risk. (2010). Edson Bastos e Santos, ; Cont, Rama. In: Working Papers Series. RePEc:bcb:wpaper:219.

Full description at Econpapers || Download paper

6
182017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

Full description at Econpapers || Download paper

6
192017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

Full description at Econpapers || Download paper

5
202012Some Financial Stability Indicators for Brazil. (2012). Areosa, Waldyr ; Sales, Adriana Soares ; Marta B. M. Areosa, . In: Working Papers Series. RePEc:bcb:wpaper:287.

Full description at Econpapers || Download paper

5
212015Foreign Capital Flows, Credit Growth and Macroprudential Policy in a DSGE Model with Traditional and Matter-of-Fact Financial Frictions. (2015). Castro, Marcos ; Carvalho, Fabia ; de Carvalho, Fabia A.. In: Working Papers Series. RePEc:bcb:wpaper:387.

Full description at Econpapers || Download paper

4
222006Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil. (2006). Minella, André ; Correa, Arnildo ; Arnildo da Silva Correa, . In: Working Papers Series. RePEc:bcb:wpaper:122.

Full description at Econpapers || Download paper

4
232017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:454.

Full description at Econpapers || Download paper

4
242015Monitoring Vulnerability and Impact Diffusion in Financial Networks. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, . In: Working Papers Series. RePEc:bcb:wpaper:392.

Full description at Econpapers || Download paper

4
252016Capital Allocation Across Sectors: Evidence from a Boom in Agriculture. (2016). Ponticelli, Jacopo ; Garber, Gabriel ; Bustos, Paula . In: Working Papers Series. RePEc:bcb:wpaper:414.

Full description at Econpapers || Download paper

4
262013Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard. In: Working Papers Series. RePEc:bcb:wpaper:324.

Full description at Econpapers || Download paper

4
272013Assessing Systemic Risk in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, . In: Working Papers Series. RePEc:bcb:wpaper:318.

Full description at Econpapers || Download paper

4
282007Price Rigidity in Brazil: Evidence from CPI Micro Data. (2007). Gouvea, Solange . In: Working Papers Series. RePEc:bcb:wpaper:143.

Full description at Econpapers || Download paper

4
292015Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy. (2015). Lima, Joaquim ; Gonzalez, Rodrigo Barbone ; Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:385.

Full description at Econpapers || Download paper

4
302010Emerging Floaters: pass-throughs and (some) new commodity currencies. (2010). Kohlscheen, Emanuel. In: Working Papers Series. RePEc:bcb:wpaper:224.

Full description at Econpapers || Download paper

4
312013Complex Networks and Banking Systems Supervision. (2013). Tabak, Benjamin ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Working Papers Series. RePEc:bcb:wpaper:306.

Full description at Econpapers || Download paper

4
322002Can Emerging Markets Float? Should They Inflation Target?. (2002). Eichengreen, Barry. In: Working Papers Series. RePEc:bcb:wpaper:36.

Full description at Econpapers || Download paper

4
332010Is Inflation Persistence Over?. (2010). Petrassi, Myrian ; de Oliveira, Fernando N.. In: Working Papers Series. RePEc:bcb:wpaper:230.

Full description at Econpapers || Download paper

4
342014Realized Volatility as an Instrument to Official Intervention. (2014). Barroso, João ; João Barata R. B. Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:363.

Full description at Econpapers || Download paper

4
352016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:439.

Full description at Econpapers || Download paper

4
362016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

Full description at Econpapers || Download paper

3
372013Contagion Risk within Firm-Bank Bivariate Networks. (2013). Tabak, Benjamin ; Rodrigo Cesar de Castro Miranda, . In: Working Papers Series. RePEc:bcb:wpaper:322.

Full description at Econpapers || Download paper

3
382001A Test of Competition in Brazilian Banking. (2001). Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:12.

Full description at Econpapers || Download paper

3
392013Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation. (2013). Pereira da Silva, Luiz Awazu ; Barroso, João ; Sales, Adriana Soares ; Luiz A. Pereira da Silva, ; João Barata R. B. Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:313.

Full description at Econpapers || Download paper

3
402011Fiscal Policy in Brazil through the Lens of an Estimated DSGE Model. (2011). Jorge, Marcos ; Carvalho, Fabia ; de Carvalho, Fabia A.. In: Working Papers Series. RePEc:bcb:wpaper:240.

Full description at Econpapers || Download paper

3
412009Evolution of Bank Efficiency in Brazil: A DEA Approach. (2009). Tabak, Benjamin ; staub, roberta ; Souza, Geraldo . In: Working Papers Series. RePEc:bcb:wpaper:200.

Full description at Econpapers || Download paper

3
422013Asymmetric Effects of Monetary Policy in the U.S. and Brazil. (2013). Tabak, Benjamin ; pragidis, ioannis ; Gogas, Periklis. In: Working Papers Series. RePEc:bcb:wpaper:340.

Full description at Econpapers || Download paper

3
432015Invoice Currency: puzzling evidence and new questions from Brazil. (2015). Reiss, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:382.

Full description at Econpapers || Download paper

3
442011Modeling Default Probabilities: the case of Brazil. (2011). Tabak, Benjamin ; Cajueiro, Daniel ; Luduvice, A.. In: Working Papers Series. RePEc:bcb:wpaper:232.

Full description at Econpapers || Download paper

3
452011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?. (2011). Tabak, Benjamin ; Fazio, Dimas ; Cajueiro, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:261.

Full description at Econpapers || Download paper

3
462014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Şensoy, Ahmet. In: Working Papers Series. RePEc:bcb:wpaper:351.

Full description at Econpapers || Download paper

3
472007Explaining Bank Failures in Brazil: Micro, Macro and Contagion Effects (1994-1998). (2007). Tannuri-Pianto, Maria ; Sales, Adriana Soares . In: Working Papers Series. RePEc:bcb:wpaper:147.

Full description at Econpapers || Download paper

2
482013Insolvency and Contagion in the Brazilian Interbank Market. (2013). Tabak, Benjamin ; Guerra, Solange ; Sergio R. S. Souza, . In: Working Papers Series. RePEc:bcb:wpaper:320.

Full description at Econpapers || Download paper

2
492006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil. (2006). Tabak, Benjamin ; Cajueiro, Daniel ; Sergio Rubens Stancato de Souza, . In: Working Papers Series. RePEc:bcb:wpaper:113.

Full description at Econpapers || Download paper

2
502002Causality and Cointegration in Stock Markets: The Case of Latin America. (2002). Tabak, Benjamin ; Lima, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:56.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 30
YearTitle
2018The External and Internal Shocks Impact on Macroeconomic Indicators of a Region. (2018). Serkov, Leonid A. In: Journal of New Economy. RePEc:url:izvest:v:19:y:2018:i:4:p:45-63.

Full description at Econpapers || Download paper

2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

Full description at Econpapers || Download paper

2018Policy-effective Financial Knowledge and Attitude Factors in Latin America. (2018). Garber, Gabriel ; Koyama, Sergio Mikio. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:7en-03.

Full description at Econpapers || Download paper

2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks. (2018). Tabak, Benjamin ; Silva, Thiago ; Boas, Marina Villas ; Cajueiro, Daniel Oliveira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1016-1025.

Full description at Econpapers || Download paper

2018Identifying systemic risk drivers in financial networks. (2018). Ribeiro, Joo Barata ; Stancato, Sergio Rubens ; Silva, Thiago Christiano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:650-674.

Full description at Econpapers || Download paper

2018The Impact of LTV policy on Bank Lending: Evidence from Disaggregate Housing Loan Data. (2018). Pongsaparn, Runchana ; Limjaroenrat, Vorada ; Chotanakarn, Chatlada ; Ananchotikul, Nasha ; Tantasith, Chantawit. In: PIER Discussion Papers. RePEc:pui:dpaper:90.

Full description at Econpapers || Download paper

2018LTV Limits and Borrower Risk. (2018). Tzur-Ilan, Nitzan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.12.

Full description at Econpapers || Download paper

2018A review of bank efficiency and productivity. (2018). Bhatia, Vaneet ; Dash, Pradyumna ; Mitra, Subrata Kumar ; Basu, Sankarshan. In: OPSEARCH. RePEc:spr:opsear:v:55:y:2018:i:3:d:10.1007_s12597-018-0332-2.

Full description at Econpapers || Download paper

2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

Full description at Econpapers || Download paper

2018Board composition, monitoring and credit risk: evidence from the UK banking industry. (2018). Lu, Jia ; Boateng, Agyenim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0698-x.

Full description at Econpapers || Download paper

2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

Full description at Econpapers || Download paper

2018Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:208.

Full description at Econpapers || Download paper

2018Interconnectedness, Firm Resilience and Monetary Policy. (2018). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:478.

Full description at Econpapers || Download paper

2018Network topology and systemic risk: Evidence from the Euro Stoxx market. (2018). Li, Wenwei ; Paterlini, Sandra ; Hommel, Ulrich. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:105-112.

Full description at Econpapers || Download paper

2018Channeling the Iron Ore Super-Cycle: The role of regional bank branch networks in emerging markets. (2018). , Helge. In: IWH Discussion Papers. RePEc:zbw:iwhdps:112018.

Full description at Econpapers || Download paper

2018Cross-stock market spillovers through variance risk premiums and equity flows. (2018). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: BIS Working Papers. RePEc:bis:biswps:702.

Full description at Econpapers || Download paper

2018Cross-stock market spillovers through variance risk premiums and equity flows. (2018). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: CIS Discussion paper series. RePEc:hit:cisdps:667.

Full description at Econpapers || Download paper

2018The real effects of judicial enforcement. (2018). Pezone, Vincenzo. In: SAFE Working Paper Series. RePEc:zbw:safewp:192.

Full description at Econpapers || Download paper

2018Creditor Rights, Technology Adoption, and Productivity: Plant-Level Evidence. (2018). Ersahin, Nuri. In: Working Papers. RePEc:cen:wpaper:18-20.

Full description at Econpapers || Download paper

2018Courts, scheduled damages, and medical malpractice insurance. (2018). Grembi, Veronica ; Bertoli, Paola. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1279-5.

Full description at Econpapers || Download paper

2018Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832.

Full description at Econpapers || Download paper

2018Bankruptcy reforms in the midst of the Great Recession: The Spanish experience. (2018). Gomez, Miguel Garcia-Posada ; Sanchez, Raquel Vegas . In: International Review of Law and Economics. RePEc:eee:irlaec:v:55:y:2018:i:c:p:71-95.

Full description at Econpapers || Download paper

2018Financial contracting with enforcement externalities. (2018). Drozd, Lukasz A ; Serrano-Padial, Ricardo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:153-189.

Full description at Econpapers || Download paper

2018Misallocation in the Market for Inputs: Enforcement and the Organization of Production. (2018). Boehm, Johannes ; Oberfield, Ezra. In: Sciences Po Economics Discussion Papers. RePEc:spo:wpecon:info:hdl:2441/3lt9cev6r09aqpj1a1248i83gg.

Full description at Econpapers || Download paper

2018Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy. (2018). Fry-McKibbin, Renee ; da Silva, Rodrigo. In: CAMA Working Papers. RePEc:een:camaaa:2018-45.

Full description at Econpapers || Download paper

2018Contagion through common borrowers. (2018). Biswas, Swarnava S ; Gomez, Fabiana. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:125-132.

Full description at Econpapers || Download paper

2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

Full description at Econpapers || Download paper

2018External shocks, financial volatility and reserve requirements in an open economy. (2018). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Alper, Koray ; Agenor, Pierre-Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:23-43.

Full description at Econpapers || Download paper

2018Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity!. (2018). Thakor, Anjan V. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:107-111.

Full description at Econpapers || Download paper

2018Assessing the impact of credit de-dollarization measures in Peru. (2018). Pérez Forero, Fernando ; Gondo Mori, Rocio ; Contreras-Miranda, Alex. In: Working Papers. RePEc:rbp:wpaper:2018-009.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2018

YearCiting document
2018A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

Full description at Econpapers || Download paper

2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

Full description at Econpapers || Download paper

2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: BIS Working Papers. RePEc:bis:biswps:619.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

Full description at Econpapers || Download paper

2016The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10. (2016). Roberts, Tom ; Allen, Jason ; Grieder, Timothy ; Peterson, Brian . In: Staff Working Papers. RePEc:bca:bocawp:16-41.

Full description at Econpapers || Download paper

2016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:439.

Full description at Econpapers || Download paper

2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

Full description at Econpapers || Download paper

2016Decomposition of Systemic Risk Drivers in Evolving Financial Networks. (2016). Silva, Thiago ; Barroso, João ; Stancato, Sergio Rubens ; Ribeiro, Joo Barata. In: Working Papers Series. RePEc:bcb:wpaper:448.

Full description at Econpapers || Download paper

2016Las reformas de la Ley Concursal durante la Gran Recesión. (2016). MiguelGarcia-Posada, ; Vegas, Raquel. In: Working Papers. RePEc:bde:wpaper:1610.

Full description at Econpapers || Download paper

2016Credit, crisis and contract enforcement: evidence from the Spanish loan market. (2016). Mora-Sanguinetti, Juan ; Martínez-Matute, Marta ; Martinez-Matute, Marta ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, . In: Working Papers. RePEc:bde:wpaper:1630.

Full description at Econpapers || Download paper

2016Access to Credit and the Size of the Formal Sector. (2016). D'Erasmo, Pablo ; DErasmo, Pablo N. In: ECONOMIA JOURNAL. RePEc:col:000425:014412.

Full description at Econpapers || Download paper

2016Court Efficiency and Procurement Performance. (2016). Valbonesi, Paola ; Spagnolo, Giancarlo ; Moretti, Luigi ; Coviello, Decio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11426.

Full description at Econpapers || Download paper

2016The Agricultural Technology Adoption Puzzle: What Can We Learn From Field Experiments?. (2016). Sadoulet, Elisabeth ; de Janvry, Alain ; Emerick, Kyle ; Dar, Manzoor ; Dejanvry, Alain . In: Working Papers. RePEc:fdi:wpaper:3400.

Full description at Econpapers || Download paper

2016The Agricultural Technology Adoption Puzzle: What Can We Learn From Field Experiments?. (2016). Sadoulet, Elisabeth ; de Janvry, Alain ; Dar, Manzoor ; Emerick, Kyle ; Dejanvry, Alain . In: Working Papers. RePEc:fdi:wpaper:3401.

Full description at Econpapers || Download paper

2016Financial contracting with enforcement externalities. (2016). Serrano-Padial, Ricardo ; Drozd, Lukasz A. In: Working Papers. RePEc:fip:fedpwp:16-1.

Full description at Econpapers || Download paper

2016Brazil; Selected Issues. (2016). International Monetary Fund., . In: IMF Staff Country Reports. RePEc:imf:imfscr:16/349.

Full description at Econpapers || Download paper

2016How Collateral Laws Shape Lending and Sectoral Activity. (2016). Sturgess, Jason ; Liberti, Jose ; Larrain, Mauricio ; Calomiris, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:21911.

Full description at Econpapers || Download paper

2016Bankruptcy and Cross-Country Differences in Productivity. (2016). Neira, Julian. In: 2016 Meeting Papers. RePEc:red:sed016:228.

Full description at Econpapers || Download paper

2016The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity. (2016). Boehm, Johannes. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/185h5h2nvv9lqr7nmeddt9uu5l.

Full description at Econpapers || Download paper

2016A functional perspective to financial networks. (2016). Molinari, Massimo ; Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2016/06.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth. (2015). Lima, Joaquim ; Gonzalez, Rodrigo Barbone ; Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:384.

Full description at Econpapers || Download paper

2015Monitoring Vulnerability and Impact Diffusion in Financial Networks. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, . In: Working Papers Series. RePEc:bcb:wpaper:392.

Full description at Econpapers || Download paper

2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach. (2015). Tabak, Benjamin ; Silva, Thiago ; da Silva, Marcos Soares . In: Working Papers Series. RePEc:bcb:wpaper:401.

Full description at Econpapers || Download paper

2015Macroprudential and Monetary Policy Interaction: a Brazilian perspective. (2015). Carvalho, Fabia ; de Castro, Marcos R ; de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:405.

Full description at Econpapers || Download paper

2015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Ferreira, Leonardo ; Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:407.

Full description at Econpapers || Download paper

2015LTV and DTI Limits—Going Granular. (2015). Jácome, Luis ; Mitra, Srobona . In: IMF Working Papers. RePEc:imf:imfwpa:15/154.

Full description at Econpapers || Download paper

2015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Ferreira, Leonardo ; Nakane, Marcio. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2015wpecon45.

Full description at Econpapers || Download paper