Details about João Barata Ribeiro Blanco Barroso

Access statistics for papers by João Barata Ribeiro Blanco Barroso.

Last updated 2020-10-10. Update your information in the RePEc Author Service.

Short-id: pba1011

Working Papers

2020

1. Countercyclical Liquidity Policy and Credit Cycles: Evidence from Macroprudential and Monetary Policy in Brazil
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2019)

2017

2. Credit supply responses to reserve requirement: loan-level evidence from macroprudential policy
   BIS Working Papers, Bank for International Settlements View citations (13)
3. Loan-to-value policy and housing finance: effects on constrained borrowers
   BIS Working Papers, Bank for International Settlements View citations (7)
   See also Journal Article in Journal of Financial Intermediation (2020)

2016

4. Decomposition of Systemic Risk Drivers in Evolving Financial Networks
   Working Papers Series, Central Bank of Brazil, Research Department
5. Loan-To-Value Policy and Housing Loans: effects on constrained borrowers
   Working Papers Series, Central Bank of Brazil, Research Department View citations (9)
6. Quantitative Easing and United States Investor Portfolio Rebalancing Towards Foreign Assets
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
   See also Chapter (2017)
7. Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy
   Working Papers Series, Central Bank of Brazil, Research Department

2014

8. Behavioral Models of the Foreign Exchange Market: is there any empirical content?
   Working Papers Series, Central Bank of Brazil, Research Department
9. External Sustainability and Gross Positions: are Brazilian external accounts sustainable?
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
10. Realized Volatility as an Instrument to Official Intervention
    Working Papers Series, Central Bank of Brazil, Research Department View citations (7)
    See also Chapter (2018)

2013

11. Does trade shrink the measure of domestic firms?
    Working Papers Series, Central Bank of Brazil, Research Department
12. Quantitative Easing and Related Capital Flows into Brazil: measuring its effects and transmission channels through a rigorous counterfactual evaluation
    Working Papers Series, Central Bank of Brazil, Research Department View citations (11)
    See also Journal Article in Journal of International Money and Finance (2016)

2012

13. Coping with a Complex Global Environment: a Brazilian perspective on emerging market issues
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
14. Optimal Capital Flow Taxes in Latin America
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
15. Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach
    Working Papers Series, Central Bank of Brazil, Research Department

Journal Articles

2020

1. Loan-to-value policy and housing finance: Effects on constrained borrowers
   Journal of Financial Intermediation, 2020, 42, (C)
   See also Working Paper (2017)

2018

2. Identifying systemic risk drivers in financial networks
   Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 650-674 View citations (6)

2016

3. Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation
   Journal of International Money and Finance, 2016, 67, (C), 102-122 View citations (12)
   See also Working Paper (2013)

Chapters

2018

1. La volatilidad realizada como instrumento de la intervención oficial
   Chapter 8 in Política Monetaria y Estabilidad Financiera en América Latina y el Caribe, 2018, pp 271-295
2. Realized Volatility as an Instrument to Official Intervention
   Chapter 8 in Monetary Policy and Financial Stability in Latin America and the Caribbean, 2018, pp 259-281
   See also Working Paper (2014)

2017

3. Quantitative Easing and United States Investor Portfolio Rebalancing towards Foreign Assets
   Chapter 8 in International Spillovers of Monetary Policy, 2017, pp 225-285
   See also Working Paper (2016)

2014

4. What have central banks in EMEs learned about the international transmission of monetary policy in recent years?
   A chapter in The transmission of unconventional monetary policy to the emerging markets, 2014, vol. 78, pp 95-109