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Working Papers Series / Central Bank of Brazil, Research Department

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
26
Impact Factor
0.5
5 Years IF
0.43
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 0.13 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 0.19 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 0.12
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 0.47 0.11 0 9 9 190 1 1 0 0 0 1 0.11 0.2
2001 0.89 0.4 0.52 0.89 24 33 103 17 18 9 8 9 8 8 47.1 6 0.25 0.22
2002 0.79 0.41 2.07 0.79 28 61 200 125 144 33 26 33 26 96 76.8 18 0.64 0.23
2003 0.54 0.42 2.24 0.66 19 80 262 178 323 52 28 61 40 141 79.2 17 0.89 0.24
2004 0.43 0.47 1.21 0.45 11 91 47 110 433 47 20 80 36 69 62.7 6 0.55 0.27
2005 0.93 0.49 1.04 0.66 9 100 37 104 537 30 28 91 60 36 34.6 1 0.11 0.29
2006 0.85 0.48 3.12 0.48 28 128 147 399 936 20 17 91 44 343 86 60 2.14 0.27
2007 0.32 0.41 1.13 0.29 29 157 75 177 1113 37 12 95 28 143 80.8 10 0.34 0.22
2008 0.33 0.46 0.57 0.5 18 175 31 98 1212 57 19 96 48 1 1 0 0.23
2009 0.11 0.43 0.35 0.2 25 200 62 69 1282 47 5 95 19 0 3 0.12 0.23
2010 0.12 0.37 0.27 0.2 30 230 139 61 1344 43 5 109 22 6 9.8 1 0.03 0.2
2011 0.4 0.47 0.44 0.29 33 263 134 114 1459 55 22 130 38 36 31.6 14 0.42 0.25
2012 0.56 0.5 0.6 0.43 39 302 108 180 1639 63 35 135 58 84 46.7 41 1.05 0.26
2013 0.35 0.52 0.39 0.32 41 343 111 133 1773 72 25 145 47 43 32.3 21 0.51 0.24
2014 0.48 0.54 0.34 0.39 35 378 24 125 1902 80 38 168 66 15 12 1 0.03 0.28
2015 0.37 0.54 0.45 0.46 32 410 43 175 2088 76 28 178 82 32 18.3 9 0.28 0.28
2016 0.25 0.57 0.41 0.36 43 453 128 184 2272 67 17 180 65 37 20.1 19 0.44 0.29
2017 0.59 0.58 0.34 0.36 16 469 27 158 2430 75 44 190 68 11 7 4 0.25 0.28
2018 0.53 0.6 0.25 0.26 22 491 10 125 2555 59 31 167 43 6 4.8 1 0.05 0.31
2019 0.5 0.65 0.25 0.43 19 510 0 129 2684 38 19 148 63 14 10.9 1 0.05 0.38
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.

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131
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.

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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.

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84
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.

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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.

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63
62016Court 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.

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54
72002Can Emerging Markets Float? Should They Inflation Target?. (2002). Eichengreen, Barry. In: Working Papers Series. RePEc:bcb:wpaper:36.

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48
82002Generalized Hyperbolic Distributions and Brazilian Data. (2002). Fajardo, José ; de Farias, Aquiles. In: Working Papers Series. RePEc:bcb:wpaper:52.

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

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

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

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38
122000An Information Theory Approach to the Aggregation of Log-Linear Models. (2000). Albuquerque, Pedro. In: Working Papers Series. RePEc:bcb:wpaper:4.

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38
132006Demand for Bank Services and Market Power in Brazilian Banking. (2006). Nakane, Marcio ; Kanczuk, Fabio ; Alencar, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:107.

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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.

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

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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.

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

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

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32
192010The Brazilian Interbank Network Structure and Systemic Risk. (2010). Edson Bastos e Santos, ; Cont, Rama. In: Working Papers Series. RePEc:bcb:wpaper:219.

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32
202012Sailing 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.

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31
212002Modelo 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.

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30
222000Implementing 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.

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30
232003Medium-Size Macroeconomic Model for the Brazilian Economy. (2003). Alves, Sergio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:64.

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29
242001A Test of Competition in Brazilian Banking. (2001). Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:12.

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28
252001Evaluating Core Inflation Measures for Brazil. (2001). Rodrigues Figueiredo, Francisco. In: Working Papers Series. RePEc:bcb:wpaper:14.

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27
262001Os Impactos Econômicos da CPMF: Teoria e Evidência. (2001). Albuquerque, Pedro. In: Working Papers Series. RePEc:bcb:wpaper:21.

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26
272004Credit 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.

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24
282006The Recent Brazilian Disinflation Process and Costs. (2006). Alves, Sergio ; Tombini, Alexandre A.. In: Working Papers Series. RePEc:bcb:wpaper:109.

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24
292001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. (2001). Tabak, Benjamin ; Andrade, Sandro. In: Working Papers Series. RePEc:bcb:wpaper:30.

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

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24
312016Evaluating 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.

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23
322004Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries. (2004). Wu, Thomas. In: Working Papers Series. RePEc:bcb:wpaper:83.

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23
332006Comparing equilibrium real interest rates: different approaches to measure Brazilian rates. (2006). Nakane, Marcio ; Muinhos, Marcelo Kfoury . In: Working Papers Series. RePEc:bcb:wpaper:101.

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22
342001Credit Channel without the LM Curve. (2001). Nakane, Marcio ; Chu, Victorio. In: Working Papers Series. RePEc:bcb:wpaper:20.

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

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21
362005Targets and Inflation Dynamics. (2005). Areosa, Waldyr ; Alves, Sergio. In: Working Papers Series. RePEc:bcb:wpaper:100.

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21
372004Speculative Attacks on Debts and Optimum Currency Area: A Welfare Analysis. (2004). Leon, Márcia ; Araujo, Aloisio. In: Working Papers Series. RePEc:bcb:wpaper:84.

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21
382001Algumas Considerações Sobre a Sazonalidade no IPCA. (2001). staub, roberta ; Rodrigues Figueiredo, Francisco ; Francisco Marcos R. Figueiredo, . In: Working Papers Series. RePEc:bcb:wpaper:31.

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20
392013Complex Networks and Banking Systems Supervision. (2013). Tabak, Benjamin ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Working Papers Series. RePEc:bcb:wpaper:306.

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20
402001Crises Cambiais e Ataques Especulativos no Brasil. (2001). miranda, mauro. In: Working Papers Series. RePEc:bcb:wpaper:32.

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20
412002Delegated Portfolio Management. (2002). Tabak, Benjamin ; Coutinho, Paulo . In: Working Papers Series. RePEc:bcb:wpaper:60.

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19
422001Decentralized Portfolio Management. (2001). Tabak, Benjamin ; Coutinho, Paulo . In: Working Papers Series. RePEc:bcb:wpaper:22.

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19
432005Finance 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.

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19
442002Inflation 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.

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19
452006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:124.

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19
462002Causality and Cointegration in Stock Markets: The Case of Latin America. (2002). Tabak, Benjamin ; Lima, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:56.

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18
472002Macroeconomic 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.

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17
482003Diferenças 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.

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17
492016Financial 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.

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17
502003Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates. (2003). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:70.

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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.

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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.

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16
32011SAMBA: 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.

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11
42006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. (2006). Tabak, Benjamin. In: Working Papers Series. RePEc:bcb:wpaper:124.

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10
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.

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10
62010The Brazilian Interbank Network Structure and Systemic Risk. (2010). Edson Bastos e Santos, ; Cont, Rama. In: Working Papers Series. RePEc:bcb:wpaper:219.

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9
72003Inflation 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.

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8
82017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

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8
92017Credit 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.

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7
102018Inflation Targeting and Financial Stability: does the quality of institutions matter?. (2018). Tabak, Benjamin ; Silva, Thiago ; Fazio, Dimas ; Cajueiro, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:470.

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7
112017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

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6
122000The 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.

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6
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.

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5
142014Dynamic 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.

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5
152003Inflation Targeting in Emerging Market Economies. (2003). Minella, André ; Goldfajn, Ilan ; Fraga, Arminio . In: Working Papers Series. RePEc:bcb:wpaper:76.

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5
162010Determinants of Bank Efficiency: the case of Brazil. (2010). Tabak, Benjamin ; Tecles, Patricia . In: Working Papers Series. RePEc:bcb:wpaper:210.

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5
172012Some Financial Stability Indicators for Brazil. (2012). Areosa, Waldyr ; Sales, Adriana Soares ; Marta B. M. Areosa, . In: Working Papers Series. RePEc:bcb:wpaper:287.

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5
182016Multivariate 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.

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4
192012Sailing 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.

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4
202007Price Rigidity in Brazil: Evidence from CPI Micro Data. (2007). Gouvea, Solange . In: Working Papers Series. RePEc:bcb:wpaper:143.

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4
212013Complex Networks and Banking Systems Supervision. (2013). Tabak, Benjamin ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Working Papers Series. RePEc:bcb:wpaper:306.

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4
222016Efeitos das Intervenções Cambiais sobre a Taxa de Câmbio Futura no Brasil. (2016). Janot, Marcio Magalhes ; Macedo, Leonardo Peixoto . In: Working Papers Series. RePEc:bcb:wpaper:413.

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4
232010Is Inflation Persistence Over?. (2010). Petrassi, Myrian ; de Oliveira, Fernando N.. In: Working Papers Series. RePEc:bcb:wpaper:230.

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3
242016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:439.

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3
252006Nonlinear 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.

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3
262009Evolution of Bank Efficiency in Brazil: A DEA Approach. (2009). Tabak, Benjamin ; staub, roberta ; Souza, Geraldo . In: Working Papers Series. RePEc:bcb:wpaper:200.

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3
272015Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Ferreira, Leonardo ; Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:407.

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3
282013Contagion Risk within Firm-Bank Bivariate Networks. (2013). Tabak, Benjamin ; Rodrigo Cesar de Castro Miranda, . In: Working Papers Series. RePEc:bcb:wpaper:322.

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3
292016Loan-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.

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3
302014Realized Volatility as an Instrument to Official Intervention. (2014). Barroso, João ; João Barata R. B. Barroso, . In: Working Papers Series. RePEc:bcb:wpaper:363.

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3
312011Modeling Default Probabilities: the case of Brazil. (2011). Tabak, Benjamin ; Cajueiro, Daniel ; Luduvice, A.. In: Working Papers Series. RePEc:bcb:wpaper:232.

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3
322012Contagion 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.

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3
332004Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries. (2004). Wu, Thomas. In: Working Papers Series. RePEc:bcb:wpaper:83.

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2
342016Capital Allocation Across Sectors: Evidence from a Boom in Agriculture. (2016). Ponticelli, Jacopo ; Garber, Gabriel ; Bustos, Paula . In: Working Papers Series. RePEc:bcb:wpaper:414.

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2
352015Business 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.

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2
362015Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, . In: Working Papers Series. RePEc:bcb:wpaper:391.

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2
372013Quantitative 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.

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2
382010Emerging Floaters: pass-throughs and (some) new commodity currencies. (2010). Kohlscheen, Emanuel. In: Working Papers Series. RePEc:bcb:wpaper:224.

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2
392017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:454.

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2
402015Invoice Currency: puzzling evidence and new questions from Brazil. (2015). Reiss, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:382.

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2
412018Interconnectedness, 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.

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2
422001A Test of Competition in Brazilian Banking. (2001). Nakane, Marcio. In: Working Papers Series. RePEc:bcb:wpaper:12.

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2
432007Explaining 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.

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2
442017Dynamic Bank Runs: an agent-based approach. (2017). Nakane, Marcio ; dos Santos, Toni ; Eugenio, Toni Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:465.

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2
452010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel. In: Working Papers Series. RePEc:bcb:wpaper:206.

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462002Generalized Hyperbolic Distributions and Brazilian Data. (2002). Fajardo, José ; de Farias, Aquiles. In: Working Papers Series. RePEc:bcb:wpaper:52.

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472016Policy-effective Financial Knowledge and Attitude Factors. (2016). Garber, Gabriel ; Koyama, Sergio Mikio. In: Working Papers Series. RePEc:bcb:wpaper:430.

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Citing documents used to compute impact factor: 19
YearTitle
2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

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2019Expected currency returns and volatility risk premia. (2019). Haas, Jose Renato. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234.

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2019The economic drivers of commodity market volatility. (2019). Symeonidis, Lazaros ; Stancu, Andrei ; Prokopczuk, Marcel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:4.

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2019Implied volatility term structure and exchange rate predictability. (2019). ORNELAS, JOSE ; Mauad, Roberto Baltieri ; Haas, Jose Renato. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1800-1813.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; Dealmeida, Carlos Eduardo ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308919306564.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2019More is different ... and complex! the case for agent-based macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-019-00609-y.

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2019Evaluando el impacto de las medidas de desdolarización del crédito en el Perú. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005.

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2019Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand. (2019). Skilling, Hayden ; Armstrong, Jed ; Yao, Fang. In: Journal of Housing Economics. RePEc:eee:jhouse:v:44:y:2019:i:c:p:88-98.

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2019Do reserve requirements reduce the risk of bank failure?. (2019). Glocker, Christian. In: MPRA Paper. RePEc:pra:mprapa:95634.

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2019Commodity and Financial Cycles in Resource-based Economies. (2019). Tiunova, Marina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:38-70.

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2019Distance and beyond: What drives financial flows to emerging economies?. (2019). Cutrini, Eleonora ; cavallaro, eleonora. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:533-550.

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2019A Hybrid Approach Using Oversampling Technique and Cost-Sensitive Learning for Bankruptcy Prediction. (2019). Le, Tuong ; Vo, Minh Thanh ; Baik, Sung Wook ; Lee, Mi Young. In: Complexity. RePEc:hin:complx:8460934.

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2019Re-exploring the nexus between monetary policy and banks risk-taking. (2019). Ngambou, Melchisedek Joslem. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:294-307.

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2019Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: LEM Papers Series. RePEc:ssa:lemwps:2019/28.

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2019Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:55-66.

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2019Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations. (2019). Zweimüller, Josef ; Jäger, Simon ; Schoefer, Benjamin ; Jager, Simon. In: NBER Working Papers. RePEc:nbr:nberwo:25492.

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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.

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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.

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

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

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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.

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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.

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

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

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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.

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

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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.

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

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

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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.

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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.

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

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

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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.

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

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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.

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

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