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Contagion in CDS, banking and equity markets
Miranda, Rodrigo Cesar de Castro; Tabak, Benjamin Miranda; … - 2012
Persistent link: https://www.econbiz.de/10009673605
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Bank efficiency and default in Brazil : causality tests
Tabak, Benjamin Miranda; Craveiro, Giovana L.; … - 2011
Persistent link: https://www.econbiz.de/10009531688
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From default rates to default matrices : a complete measurement of Brazilian banks' consumer credit delinquency
Schechtman, Ricardo - 2009
Persistent link: https://www.econbiz.de/10003893882
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Modeling default probabilities : the case of Brazil
Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira; … - 2011
Persistent link: https://www.econbiz.de/10008902412
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Does default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel; Silva, Thiago Christiano; Michalak, … - 2021
Persistent link: https://www.econbiz.de/10012990304
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Short-term drivers of sovereign CDS spreads
Takami, Marcelo Yoshio - 2018
Persistent link: https://www.econbiz.de/10011946464
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Is corporate credit risk propagated to employees?
Correia, Filipe Peças; Cortes, Gustavo S.; Silva, … - 2021
Persistent link: https://www.econbiz.de/10012628068
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Fiscal risk and financial fragility
Silva, Thiago Christiano; Guerra, Solange Maria; Tabak, … - 2019
Persistent link: https://www.econbiz.de/10012167361
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Ciclos internacionais de negócios : uma análise de mudança de regime markoviano para Brasil, Argentina e Estados Unidos
Correa, Arnildo da Silva (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002437126
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Diferenças e semelhanças entre países da América Latina : uma análise de Markov switching para os ciclos econômicos de Brasil e Argentina
Correa, Arnildo da Silva (contributor) - 2003
Persistent link: https://www.econbiz.de/10002175357