| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
140 |
| A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector |
0 |
0 |
0 |
208 |
0 |
1 |
5 |
550 |
| A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
201 |
| AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
180 |
| An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks |
0 |
0 |
0 |
410 |
0 |
0 |
1 |
1,873 |
| Assessing Systemic Risk in the Brazilian Interbank Market |
0 |
0 |
1 |
90 |
1 |
1 |
2 |
128 |
| Asymmetric Effects of Monetary Policy in the U.S. and Brazil |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
116 |
| Asymmetric Effects of Monetary Policy in the U.S. and Brazil |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
170 |
| BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL |
0 |
0 |
2 |
53 |
0 |
1 |
4 |
186 |
| Bank Efficiency and Default in Brazil: Causality Tests |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
247 |
| Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
193 |
| Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
369 |
| Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
265 |
| CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
210 |
| CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
53 |
| Causality and Cointegration in Stock Markets: The Case of Latin America |
0 |
1 |
1 |
382 |
0 |
1 |
1 |
821 |
| Characterizing the Brazilian Term Structure of Interest Rates |
0 |
1 |
2 |
140 |
1 |
3 |
5 |
392 |
| Comparação da Eficiência de Custo para BRICs e América Latina |
0 |
2 |
2 |
40 |
0 |
2 |
2 |
109 |
| Complex Networks and Banking Systems Supervision |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
177 |
| Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros |
0 |
0 |
2 |
50 |
0 |
0 |
2 |
179 |
| Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro |
0 |
0 |
1 |
93 |
0 |
0 |
1 |
157 |
| Contagion Risk within Firm-Bank Bivariate Networks |
1 |
2 |
11 |
155 |
3 |
8 |
50 |
338 |
| Contagion in CDS, Banking and Equity Markets |
0 |
0 |
0 |
88 |
0 |
0 |
1 |
192 |
| Contágioentre Índices Bancários: uma análisede correlação e co-assimetria |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
50 |
| Decentralized Market Power in Credit Markets |
0 |
0 |
3 |
38 |
0 |
0 |
9 |
62 |
| Decentralized Portfolio Management |
0 |
0 |
1 |
54 |
0 |
1 |
15 |
402 |
| Delegated Portfolio Management |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
112 |
| Delegated Portfolio Management and Risk Taking Behavior |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
192 |
| Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica |
0 |
0 |
4 |
40 |
2 |
3 |
16 |
170 |
| Determinants of Bank Efficiency: the Case of Brazil |
0 |
0 |
2 |
236 |
0 |
1 |
5 |
549 |
| Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks |
0 |
0 |
1 |
111 |
0 |
0 |
1 |
339 |
| Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System |
0 |
0 |
0 |
65 |
0 |
0 |
3 |
173 |
| Do Interconnections Matter for Bank Efficiency? |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
58 |
| Dynamic spanning trees in stock market networks: The case of Asia-Pacific |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
101 |
| Economic Growth, Volatility and Their Interaction: What’s the role of finance? |
0 |
0 |
1 |
58 |
0 |
1 |
5 |
87 |
| Econophysics of interest rates and the role of monetary policy |
1 |
1 |
1 |
24 |
2 |
2 |
2 |
72 |
| Eficiência Bancária e Inadimplência: Testes de Causalidade |
0 |
0 |
3 |
76 |
0 |
0 |
8 |
223 |
| Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
123 |
| Evaluation of Default Risk for The Brazilian Banking Sector |
0 |
0 |
0 |
129 |
1 |
1 |
2 |
368 |
| Evolution of Bank Efficiency in Brazil: A DEA Approach |
0 |
0 |
0 |
223 |
0 |
0 |
1 |
547 |
| Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions |
0 |
0 |
1 |
88 |
0 |
0 |
2 |
252 |
| Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
76 |
| Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil |
0 |
0 |
0 |
26 |
1 |
3 |
3 |
74 |
| Extração de Informação de Opções Cambiais no Brasil |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
126 |
| Financial Fragility in a General Equilibrium Model: the Brazilian case |
0 |
0 |
0 |
49 |
1 |
1 |
3 |
154 |
| Financial Networks, Bank Efficiency and Risk-Taking |
0 |
0 |
2 |
54 |
0 |
0 |
5 |
181 |
| Financial Stability and Monetary Policy - The Case of Brazil |
0 |
0 |
0 |
150 |
0 |
0 |
4 |
372 |
| Fiscal Risk and Financial Fragility |
0 |
0 |
3 |
52 |
0 |
0 |
4 |
128 |
| Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
155 |
| Forecasting Bonds Yields in the Brazilian Fixed Income Market |
0 |
0 |
0 |
202 |
0 |
0 |
3 |
598 |
| Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
161 |
| Forecasting Interest Rates: an application for Brazil |
0 |
3 |
5 |
215 |
0 |
3 |
6 |
681 |
| Forecasting the Yield Curve for Brazil |
1 |
2 |
4 |
131 |
2 |
3 |
8 |
313 |
| Forecasting the Yield Curve for the Euro Region |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
132 |
| Growth and Activity Diversification: the impact of financing non-traditional local activities |
0 |
0 |
0 |
39 |
0 |
0 |
2 |
104 |
| Heterogeneous effects of the implementation of macroprudential policies on bank risk |
0 |
0 |
4 |
81 |
0 |
1 |
8 |
155 |
| How much random does European Union walk? A time-varying long memory analysis |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
89 |
| Inflation Targeting and Banking System Soundness: A Comprehensive Analysis |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
245 |
| Inflation Targeting and Financial Stability: does the quality of institutions matter? |
0 |
0 |
0 |
75 |
0 |
0 |
4 |
126 |
| Insolvency and Contagion in the Brazilian Interbank Market |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
98 |
| Interconnectedness, Firm Resilience and Monetary Policy |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
137 |
| Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
220 |
| Is it Worth Tracking Dollar/Real Implied Volatility? |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
303 |
| Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks |
0 |
0 |
0 |
309 |
0 |
0 |
1 |
729 |
| Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach |
0 |
0 |
1 |
40 |
0 |
1 |
2 |
108 |
| Long-Range Dependence in Exchange Rates: the case of the European Monetary System |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
212 |
| Long-range dependence in Interest Rates and Monetary Policy |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
50 |
| Mercados Financeiros Globais – Uma Análise da Interconectividade |
0 |
1 |
1 |
18 |
0 |
2 |
2 |
62 |
| Modeling Default Probabilities: the case of Brazil |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
154 |
| Modeling Financial Networks: a feedback approach |
0 |
0 |
1 |
56 |
0 |
0 |
3 |
135 |
| Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers |
0 |
0 |
1 |
47 |
1 |
1 |
2 |
71 |
| Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates |
0 |
0 |
1 |
86 |
0 |
2 |
3 |
226 |
| Monitoring Vulnerability and Impact Diffusion in Financial Networks |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
125 |
| Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach |
0 |
0 |
1 |
160 |
0 |
1 |
5 |
611 |
| Network Structure Analysis of the Brazilian Interbank Market |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
115 |
| O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
50 |
| O Comportamento Cíclico do Capital dos Bancos Brasileiros |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
85 |
| On the Information Content of Oil Future Prices |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
242 |
| Optimal Monetary Rules: The Case of Brazil |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
227 |
| PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
188 |
| Pesquisa de Estabilidade Financeira do Banco Central do Brasil |
0 |
0 |
3 |
40 |
0 |
0 |
7 |
142 |
| Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship |
0 |
0 |
2 |
184 |
0 |
1 |
6 |
437 |
| SYSTEMIC RISK MEASURES |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
71 |
| Stock Returns and Volatility |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
221 |
| Structure and Dynamics of the Global Financial Network |
0 |
0 |
0 |
78 |
0 |
1 |
6 |
95 |
| Systemic Risk Measures |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
155 |
| Systemic Risk in Financial Systems: a feedback approach |
1 |
2 |
4 |
129 |
1 |
3 |
11 |
283 |
| THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
49 |
| Teste da Hipótese de Mercados Adaptativos para o Brasil |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
64 |
| Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro |
0 |
0 |
4 |
140 |
0 |
1 |
11 |
254 |
| Testes de contágio entre sistemas bancários - A crise do subprime |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
166 |
| Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
208 |
| The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
81 |
| The Dark Side of Prudential Measures |
0 |
0 |
1 |
50 |
0 |
0 |
2 |
317 |
| The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil |
0 |
0 |
2 |
337 |
0 |
0 |
3 |
1,005 |
| The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk |
0 |
0 |
2 |
162 |
0 |
2 |
10 |
584 |
| The Effects of the Brazilian ADRs Program on Domestic Market Efficiency |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
187 |
| The Efficiency of Chinese Local Banks: A comparison of DEA and SFA |
0 |
0 |
3 |
118 |
0 |
1 |
8 |
270 |
| The Finance-Growth Nexus: the role of banks |
0 |
1 |
2 |
51 |
0 |
1 |
4 |
107 |
| The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case |
0 |
0 |
2 |
83 |
0 |
2 |
7 |
421 |
| The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case |
0 |
0 |
2 |
156 |
0 |
0 |
6 |
456 |
| The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? |
1 |
3 |
5 |
208 |
4 |
7 |
12 |
595 |
| The Stability-Concentration Relationship in the Brazilian Banking System |
0 |
0 |
1 |
269 |
0 |
1 |
4 |
866 |
| The role of banks in the Brazilian Interbank Market: Does bank type matter? |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
463 |
| Tracking Brazilian Exchange Rate Volatility |
0 |
0 |
1 |
133 |
0 |
0 |
1 |
531 |
| Why Do Vulnerability Cycles Matter in Financial Networks? |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
78 |
| Total Working Papers |
5 |
19 |
99 |
9,428 |
20 |
66 |
341 |
27,250 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
14 |
| A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks |
0 |
0 |
2 |
29 |
0 |
0 |
3 |
129 |
| A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
85 |
| A macro stress test model of credit risk for the Brazilian banking sector |
0 |
0 |
5 |
165 |
0 |
0 |
12 |
546 |
| A multifractal approach for stock market inefficiency |
1 |
1 |
1 |
26 |
2 |
3 |
5 |
115 |
| A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
156 |
| ASSESSMENT OF SECTOR BOND, EQUITY INDICES AND GREEN BOND INDEX USING INFORMATION THEORY QUANTIFIERS AND CLUSTERS TECHNIQUES |
0 |
1 |
3 |
4 |
0 |
1 |
4 |
5 |
| ASSESSMENT THE PREDICTABILITY IN THE PRICE DYNAMICS FOR THE TOP 10 CRYPTOCURRENCIES: THE IMPACTS OF RUSSIA–UKRAINE WAR |
0 |
1 |
3 |
4 |
2 |
3 |
6 |
7 |
| ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES |
0 |
1 |
1 |
2 |
0 |
1 |
3 |
4 |
| Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
65 |
| An International Comparison of Banking Sectors: A DEA Approach |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
83 |
| Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Applications of Machine Learning Methods in Complex Economics and Financial Networks |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
29 |
| Are implied volatilities more informative? The Brazilian real exchange rate case |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
205 |
| Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility |
0 |
1 |
4 |
114 |
0 |
2 |
12 |
343 |
| Aspectos demográficos y convergencia regional de los ingresos en el Brasil: enfoque de datos de panel |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| Assessing financial instability: The case of Brazil |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
158 |
| Assessing inefficiency in euro bilateral exchange rates |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
26 |
| Asymmetric effects of monetary policy in the U.S and Brazil |
0 |
0 |
0 |
11 |
0 |
2 |
3 |
47 |
| Bank lending and systemic risk: A financial-real sector network approach with feedback |
0 |
1 |
5 |
44 |
0 |
1 |
14 |
172 |
| Banking concentration and the price-concentration relationship: the case of Brazil |
0 |
1 |
1 |
55 |
0 |
1 |
1 |
170 |
| Behaviour finance and estimation risk in stochastic portfolio optimization |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
140 |
| Booms in commodities price: Assessing disorder and similarity over economic cycles |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
7 |
| COVID-19 and bank branch lending: The moderating effect of digitalization |
0 |
2 |
8 |
16 |
2 |
5 |
18 |
37 |
| Can we predict crashes? The case of the Brazilian stock market |
0 |
0 |
1 |
27 |
0 |
0 |
5 |
87 |
| Characterising the Brazilian term structure of interest rates |
0 |
1 |
1 |
54 |
0 |
1 |
1 |
139 |
| Characterizing bid–ask prices in the Brazilian equity market |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
29 |
| Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
27 |
| Commodity predictability analysis with a permutation information theory approach |
0 |
1 |
1 |
18 |
1 |
2 |
2 |
76 |
| Complex networks and banking systems supervision |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
101 |
| Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
114 |
| Contagion in CDS, banking and equity markets |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
76 |
| Decentralized Portfolio Management |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
50 |
| Delegated portfolio management and risk-taking behavior |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
99 |
| Demographic aspects and regional income convergence in Brazil: a panel data approach |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
3 |
| Determinants of bank efficiency: The case of Brazil |
0 |
0 |
1 |
64 |
0 |
0 |
6 |
254 |
| Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
78 |
| Directed clustering coefficient as a measure of systemic risk in complex banking networks |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
115 |
| Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange |
0 |
0 |
1 |
112 |
0 |
0 |
4 |
370 |
| Dynamic efficiency of stock markets and exchange rates |
0 |
1 |
1 |
19 |
0 |
2 |
6 |
114 |
| Dynamic spanning trees in stock market networks: The case of Asia-Pacific |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
49 |
| EFFECTS OF COVID-19 ON CHINESE SECTORAL INDICES: A MULTIFRACTAL ANALYSIS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| EVALUATING THE EFFICIENCY OF BRAZILIAN STOCK MARKET INDICES: THE CASE OF COVID-19 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS |
0 |
3 |
5 |
17 |
1 |
5 |
12 |
60 |
| Economic growth, volatility and their interaction: What’s the role of finance? |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
86 |
| Estimating a Bayesian stochastic frontier for the Indian banking system |
0 |
0 |
4 |
54 |
0 |
0 |
6 |
179 |
| Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
94 |
| Evaluating systemic risk using bank default probabilities in financial networks |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
157 |
| Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions |
0 |
0 |
1 |
7 |
0 |
1 |
4 |
72 |
| Evolution of bank efficiency in Brazil: A DEA approach |
0 |
0 |
2 |
152 |
0 |
1 |
8 |
495 |
| Finance, Banking, and Regulation in Emerging Economies: An Overview |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
14 |
| Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
10 |
| Financial Networks |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
25 |
| Financial Networks 2019 |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
22 |
| Financial Stability and Monetary Policy - The case of Brazil |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
38 |
| Financial fragility in a general equilibrium model: the Brazilian case |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
67 |
| Financial innovation and moral hazard: the case of time deposits with special guarantee |
0 |
0 |
4 |
14 |
0 |
0 |
8 |
43 |
| Financial networks, bank efficiency and risk-taking |
0 |
0 |
1 |
30 |
0 |
0 |
3 |
128 |
| Financial stability and bank supervision |
0 |
0 |
1 |
42 |
0 |
2 |
9 |
145 |
| Financing choice and local economic growth: evidence from Brazil |
0 |
1 |
4 |
49 |
1 |
3 |
15 |
141 |
| Fiscal risk and financial fragility |
0 |
0 |
1 |
5 |
0 |
0 |
4 |
39 |
| Fluctuation dynamics in US interest rates and the role of monetary policy |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
82 |
| Forbidden patterns, permutation entropy and stock market inefficiency |
0 |
1 |
2 |
35 |
1 |
5 |
13 |
175 |
| Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
35 |
| Forecasting bond yields in the Brazilian fixed income market |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
152 |
| Forecasting the yield curve for the Euro region |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
104 |
| Hedging commodities in times of distress: The case of COVID‐19 |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
8 |
| High-frequency return and volatility spillovers among cryptocurrencies |
1 |
1 |
6 |
12 |
2 |
2 |
10 |
29 |
| How and When Factors of Agricultural Contribution Influence Urbanization: A Historical Analysis of Tibet |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| How politics can influence the allocation of social program benefits: A case study of the Brazilian poverty reduction program Bolsa Família |
0 |
1 |
4 |
4 |
0 |
1 |
9 |
9 |
| Indirect and direct effects of the subprime crisis on the real sector: labor market migration |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
10 |
| Inefficiency in Latin-American market indices |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
23 |
| Inflation targeting and financial stability: Does the quality of institutions matter? |
1 |
2 |
2 |
23 |
1 |
2 |
4 |
149 |
| Inflation targeting: Is IT to blame for banking system instability? |
0 |
0 |
1 |
60 |
0 |
1 |
5 |
259 |
| Insights from the (in)efficiency of Chinese sectoral indices during COVID-19 |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
10 |
| Insolvency and contagion in the Brazilian interbank market |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
31 |
| Interest rate option pricing and volatility forecasting: An application to Brazil |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
9 |
| Internet access in recessionary periods: The case of Brazil |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
52 |
| Interplay multifractal dynamics among metal commodities and US-EPU |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Is the expression H=1/(3-q) valid for real financial data? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
| LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
25 |
| Limits to Myopic loss aversion and learning |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
5 |
| Long memory testing for Fed Funds Futures’ contracts |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
| Long-range dependence and market structure |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Long-range dependence and multifractality in the term structure of LIBOR interest rates |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
41 |
| Long-term forecast of energy commodities price using machine learning |
0 |
1 |
5 |
71 |
0 |
3 |
24 |
229 |
| MULTIFRACTAL CROSS-CORRELATIONS RISK AMONG WTI AND FINANCIAL ASSETS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules |
0 |
0 |
0 |
95 |
0 |
1 |
2 |
300 |
| Measures of Interbank Market Structure: An Application to Brazil |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
28 |
| Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
21 |
| Micro-level transmission of monetary policy shocks: The trading book channel |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
27 |
| Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies |
0 |
2 |
2 |
9 |
0 |
3 |
7 |
47 |
| Modeling default probabilities: The case of Brazil |
0 |
0 |
1 |
50 |
0 |
0 |
2 |
191 |
| Modeling stochastic frontier based on vine copulas |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
54 |
| Monetary Expansion and the Banking Lending Channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| Monitoring vulnerability and impact diffusion in financial networks |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
64 |
| Multifractal cross-correlations between green bonds and financial assets |
0 |
0 |
1 |
4 |
0 |
1 |
7 |
15 |
| Multifractal structure in Latin-American market indices |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
8 |
| Multifractality and herding behavior in the Japanese stock market |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
13 |
| Network structure analysis of the Brazilian interbank market |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
82 |
| Not all emerging markets are the same: A classification approach with correlation based networks |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
64 |
| O Comportamento Cíclico do Capital dos Bancos Brasileiros |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
167 |
| OUTLINING GUIDELINES FOR THE APPLICATION OF THE MF-DCCA IN FINANCIAL TIME SERIES: NON-STATIONARY VERSUS STATIONARY |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Optimal monetary rules: the case of Brazil |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
159 |
| Overconfidence and the 2D:4D ratio |
0 |
0 |
1 |
5 |
0 |
1 |
5 |
58 |
| Periodic market closures and the long-range dependence phenomena in the Brazilian equity market |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
22 |
| Possible causes of long-range dependence in the Brazilian stock market |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
38 |
| Prudential measures and their adverse effects on bank competition: The case of Brazil |
0 |
0 |
1 |
10 |
0 |
1 |
3 |
52 |
| Quantifying price fluctuations in the Brazilian stock market |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
39 |
| Real effects of direct cash transfers shocks: evidence from one of the largest social welfare programs in the world |
0 |
1 |
3 |
3 |
0 |
2 |
8 |
8 |
| Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
104 |
| Sanitation and water services: Who is the most efficient provider public or private? Evidences for Brazil |
0 |
1 |
1 |
2 |
1 |
2 |
7 |
13 |
| Structure and dynamics of the global financial network |
0 |
0 |
1 |
4 |
0 |
2 |
4 |
13 |
| Systemic risk in financial systems: A feedback approach |
0 |
0 |
1 |
23 |
0 |
0 |
4 |
99 |
| Systemic risk measures |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
111 |
| Systemically important banks and financial stability: The case of Latin America |
2 |
3 |
4 |
87 |
3 |
4 |
5 |
224 |
| THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL |
0 |
0 |
1 |
11 |
0 |
0 |
5 |
55 |
| THE SYNERGIC INTERPLAY BETWEEN ENTROPY, PREDICTABILITY, AND INFORMATIONAL EFFICIENCY OF THE SHANGHAI SECTORAL INDEX |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
16 |
| Testing for inefficiency in emerging markets exchange rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Testing for long range dependence in banking equity indices |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
| Testing for long-range dependence in the Brazilian term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
| Testing for long-range dependence in world stock markets |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
9 |
| Testing for predictability in emerging equity markets |
0 |
0 |
1 |
193 |
0 |
0 |
5 |
745 |
| Testing for predictability in equity returns for European transition markets |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
188 |
| Testing for rational bubbles in banking indices |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
34 |
| Testing for time-varying long-range dependence in real state equity returns |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Testing for time-varying long-range dependence in volatility for emerging markets |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
29 |
| Testing for unit root bilinearity in the Brazilian stock market |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
26 |
| Testing the Adaptive Markets Hypothesis for Brazil |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
75 |
| Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
43 |
| Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
76 |
| Tests of Random Walk: A Comparison of Bootstrap Approaches |
0 |
0 |
1 |
74 |
0 |
0 |
1 |
183 |
| Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore |
0 |
0 |
0 |
241 |
0 |
0 |
5 |
630 |
| The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
50 |
| The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient |
0 |
0 |
0 |
40 |
0 |
2 |
5 |
174 |
| The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions |
0 |
1 |
1 |
4 |
2 |
4 |
7 |
16 |
| The Intersection of Health Literacy and Public Health: A Machine Learning-Enhanced Bibliometric Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
| The effect of interconnectivity on stock returns during the Global Financial Crisis |
0 |
1 |
3 |
5 |
0 |
1 |
8 |
14 |
| The effects of capital buffers on profitability: An empirical study |
0 |
1 |
6 |
79 |
0 |
1 |
13 |
331 |
| The effects of loan portfolio concentration on Brazilian banks' return and risk |
0 |
2 |
8 |
185 |
0 |
3 |
20 |
601 |
| The expectation hypothesis of interest rates and network theory: The case of Brazil |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
42 |
| The finance-growth nexus: The role of banks |
0 |
0 |
3 |
13 |
0 |
0 |
9 |
42 |
| The impact of market power at bank level in risk-taking: The Brazilian case |
0 |
0 |
1 |
31 |
1 |
1 |
5 |
120 |
| The long-range dependence behavior of the term structure of interest rates in Japan |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
19 |
| The long-range dependence phenomena in asset returns: the Chinese case |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
166 |
| The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
259 |
| The relationship between banking market competition and risk-taking: Do size and capitalization matter? |
1 |
1 |
7 |
212 |
2 |
5 |
29 |
780 |
| The rescaled variance statistic and the determination of the Hurst exponent |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
43 |
| The role of banks in the Brazilian interbank market: Does bank type matter? |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
69 |
| The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
6 |
| The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| The stability-concentration relationship in the Brazilian banking system |
1 |
1 |
2 |
119 |
1 |
1 |
6 |
340 |
| The transmission mechanisms of macroprudential policies on bank risk |
1 |
1 |
3 |
27 |
1 |
2 |
9 |
89 |
| Time-varying long term memory in the European Union stock markets |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
78 |
| Time-varying long-range dependence in US interest rates |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| Topological properties of commodities networks |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
30 |
| Topological properties of stock market networks: The case of Brazil |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
88 |
| Tourism and the economy: evidence from Brazil |
0 |
0 |
1 |
9 |
0 |
1 |
5 |
19 |
| Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine |
1 |
2 |
12 |
22 |
1 |
3 |
21 |
47 |
| Why do vulnerability cycles matter in financial networks? |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
40 |
| Total Journal Articles |
9 |
39 |
163 |
4,009 |
29 |
113 |
553 |
15,286 |
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