Browsing by Author "Medeiros Júnior, Maurício da Silva"

Now showing items 1-2 of 2

    • The impact of market power at bank level in risk-taking: The Brazilian case 

      Tabak, Benjamin Miranda; Gomes, Guilherme M. R.; Medeiros Júnior, Maurício da Silva
      2014
      This paper seeks to examine the competitive behavior of the Brazilian banking industry by conducting an analysis at the level of individual banks to gain an understanding of how the risk-taking behaviors of banks are ...

    • Stochastic discount factor bounds and rare events: a review 

      Medeiros Júnior, Maurício da Silva
      2016-03-22
      We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our ...