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Just words?: a quantitative analysis of the communication of the Central Bank of Brazil

Carvalho, Carlos Viana de; Cordeiro, Fernando; Vargas, … - 2013

of Brazil (COPOM), building on the methodology developed by Lucca and Trebbi (2011). Using Google search queries, we … mid-2011 would lead to lower yields in Brazil into the foreseeable future. Most importantly, changes in the informational …

Persistent link: https://www.econbiz.de/10010199541

Just words? : a quantitative analysis of the communication of the Central Bank of Brazil

Carvalho, Carlos Viana de; Cordeiro, Fernando; Vargas, … - In: Revista brasileira de economia : RBE ; revista da … 67 (2013) 4, pp. 443-455

Persistent link: https://www.econbiz.de/10011443994

Why are Brazil's interest rates so high?

Favero, Carlo A. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002156326

Effects of Official and Unofficial Central Bank Communication on the Brazilian Interest Rate Curve

Pereira, Luis Fernando - 2018

frequency, this paper finds evidence that the volatility of the long end of the interest curve in Brazil is higher in days of … official publications on the website of the Central Bank of Brazil and that the short end is affected on days on which the …

Persistent link: https://www.econbiz.de/10012924507

High lending interest rates in Brazil: cost or concentration?

Santos, Thiago Trafane Oliveira - 2021

Persistent link: https://www.econbiz.de/10012628050

Short and long-run relations between capital netflows and the differential of American and Brazilian interest rates

Leal, Alan M. M.; D'Amato, Stefan Wilson; Viveiros, … - 2021

Persistent link: https://www.econbiz.de/10012503632

Options pricing models of interest rate index : a comparative of pricing methodologies applied to the Brazilian market

Chela, João Luiz; Rosina, Rodolfo - In: International Journal of Financial Markets and … 7 (2019) 1, pp. 40-53

Persistent link: https://www.econbiz.de/10012253515

Combining term structure of interest rate forecasts : the Brazilian case

Araújo, Rafael Cavalcanti de; Cajueiro, Daniel Oliveira - In: Economia : revista da ANPEC 14 (2013) 2, pp. 102-121

Issues like structural breaks and misspecification biases make it difficult to find a term structure of interest rates forecast model that dominates all competitors. Focusing on Brazilian data, this paper aims to identify the existence of combining methods that provide superior performance than...

Persistent link: https://www.econbiz.de/10011864807

Basic interest rate, bank competition and bank spread in personal credit operations in Brazil : a theoretical and empirical analysis

Silva, Guilherme Jonas Costa da; Pirtouscheg, Lívia … - In: Economia : revista da ANPEC 16 (2015) 1, pp. 32-45

The debate on the strategy of banking spread reduction in Brazil has been extended for a long time and was … and the results showed that both aspects are relevant in explaining the banking spread in Brazil, and should not be …

Persistent link: https://www.econbiz.de/10011865391

A general characterization of the capital cost and the natural interest rate: an application for Brazil

Santos, Thiago Trafane Oliveira - 2020

Persistent link: https://www.econbiz.de/10012404267