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Stress testing liquidity risk : the case of the Brazilian banking system
Tabak, Benjamin Miranda; Guerra, Solange Maria; … - 2012
Persistent link: https://www.econbiz.de/10009696349
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Securitization and credit risk : empirical evidence from an emerging economy
Mendonça, Helder Ferreira de; Barcelos, Vívian Íris - In: The North American journal of economics and finance : a … 32 (2015), pp. 12-28
Persistent link: https://www.econbiz.de/10011514355
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Financialisation in emerging economies : changes in central banking
Painceira, Juan Pablo - 2022
Persistent link: https://www.econbiz.de/10013176435
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Monetary policies and independence of the central banks in E7 countries
Dinçer, Hasan; Yüksel, Serhat - 2020
Persistent link: https://www.econbiz.de/10012251235
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Financialisation in emerging economies : changes in central banking
Painceira, Juan Pablo - 2022
Persistent link: https://www.econbiz.de/10012163117
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Fragile by design : the political origins of banking crises and scarce credit
Cheng, Po-Keng - In: International journal of applied behavioral economics : … 5 (2016) 1, pp. 48-52
Persistent link: https://www.econbiz.de/10011434811
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Acquisition and restructuring of Brazilian banks
Queiroz, José Eduardo - In: Global financial crisis : navigating and understanding …, (pp. 159-162). 2009
Persistent link: https://www.econbiz.de/10003979709
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Depositors' perception of "too-big-to-fail"
Oliveira, Raquel de Freitas; Schiozer, Rafael F.; … - In: Review of finance : journal of the European Finance … 19 (2015) 1, pp. 191-227
Persistent link: https://www.econbiz.de/10011343051
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Bye, bye financial repression, hello financial deepening : the anatomy of a financial boom
Mello, Joao M. P. de; Garcia, Márcio Gomes Pinto - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 135-153
Persistent link: https://www.econbiz.de/10009700536
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Tail Systemic Risk and Banking Network Contagion : Evidence from the Brazilian Banking System
Rivera-Castro, Miguel - 2018
In this study the tail systemic risk of the Brazilian banking system is examined, using the conditional quantile as the risk measure. Multivariate conditional dependence between Brazilian banks is modelled with a vine copula hierarchical structure. The results demonstrate that Brazilian...
Persistent link: https://www.econbiz.de/10012935520