Browsing by Author "Medeiros Júnior, Maurício da Silva"
Tabak, Benjamin Miranda; Gomes, Guilherme M. R.; Medeiros Júnior, Maurício da Silva
2014This 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 ...
Medeiros Júnior, Maurício da Silva
2016-03-22We 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 ...