Sidebar content	Main content
[nb-NO]Record tools[nb-NO]	[nb-NO]Details[nb-NO] [nb-NO]Title[nb-NO] Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate [nb-NO]Reference[nb-NO] 623750 Board DOC ID WP/07/290 [nb-NO]Date[nb-NO] December 21 2007 [nb-NO]Level of description[nb-NO] item [nb-NO]Material[nb-NO] Electronic Records Language English [nb-NO]Subject[nb-NO] Emerging markets, Brazil, Banks, Interest rates, Credit risk, Executive Board Document (Policy), IMF Working Papers (WP) [nb-NO]Creator[nb-NO] Theodore M. Barnhill, Marcos Souto External document Download PDF [nb-NO]Hierarchy browser[nb-NO] Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: [nb-NO]contains[nb-NO] 61 IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level: [nb-NO]contains[nb-NO] 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level: Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level: [nb-NO]contains[nb-NO] 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level: Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level: [nb-NO]contains[nb-NO] 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level: Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level: [nb-NO]contains[nb-NO] 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level: Ref:867487 \| Level: 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level: [nb-NO]contains[nb-NO] 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level:

Main content

[nb-NO]Details[nb-NO]

[nb-NO]Title[nb-NO]
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
[nb-NO]Reference[nb-NO]
623750
Board DOC ID
WP/07/290
[nb-NO]Date[nb-NO]
December 21 2007
[nb-NO]Level of description[nb-NO]
item
[nb-NO]Material[nb-NO]
Electronic Records
Language
English
[nb-NO]Subject[nb-NO]
Emerging markets, Brazil, Banks, Interest rates, Credit risk, Executive Board Document (Policy), IMF Working Papers (WP)
[nb-NO]Creator[nb-NO]
Theodore M. Barnhill, Marcos Souto
External document
Download PDF

[nb-NO]Hierarchy browser[nb-NO]

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  [nb-NO]contains[nb-NO] 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:
    [nb-NO]contains[nb-NO] 28
    
    2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:
    [nb-NO]contains[nb-NO] 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:
    [nb-NO]contains[nb-NO] 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:
    [nb-NO]contains[nb-NO] 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:
    [nb-NO]contains[nb-NO] 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:

Ref:867487 | Level:
- 2007 - IMF Working Papers (WP)
  Ref:529910 | Date(s):2007 | Level:
  [nb-NO]contains[nb-NO] 306
  - Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:

Archives Catalog

[nb-NO]Details[nb-NO]