The granularity of the Brazilian banking market

Maia, Adriano; Oliveira, Guilherme de; Matsushita, Raul Yukihiro; Silva, Sérgio da

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DC Field	Value	Language
dc.contributor.author	Maia, Adriano	-
dc.contributor.author	Oliveira, Guilherme de	-
dc.contributor.author	Matsushita, Raul Yukihiro	-
dc.contributor.author	Silva, Sérgio da	-
dc.date.accessioned	2022-02-09T02:55:27Z	-
dc.date.available	2022-02-09T02:55:27Z	-
dc.date.issued	2021-11	-
dc.identifier.citation	MAIA, Adriano Maia et al. The granularity of the Brazilian banking market. The North American Journal of Economics and Finance v. 58, 101545, nov. 2021. DOI: https://doi.org/10.1016/j.najef.2021.101545. Disponível em: https://www.sciencedirect.com/science/article/pii/S1062940821001558. Acesso em: 08 fev. 2022.	pt_BR
dc.identifier.uri	https://repositorio.unb.br/handle/10482/42843	-
dc.language.iso	Inglês	pt_BR
dc.publisher	Elsevier	pt_BR
dc.rights	Acesso Restrito	pt_BR
dc.title	The granularity of the Brazilian banking market	pt_BR
dc.type	Artigo	pt_BR
dc.subject.keyword	Mercado bancário - Brasil	pt_BR
dc.subject.keyword	Estrutura de mercado	pt_BR
dc.rights.license	© 2021 Elsevier Inc. All rights reserved.	pt_BR
dc.identifier.doi	https://doi.org/10.1016/j.najef.2021.101545	pt_BR
dc.relation.publisherversion	https://www.sciencedirect.com/science/article/abs/pii/S1062940821001558	pt_BR
dc.description.abstract1	Bank size distributions concentrate in a few large banks – the big “grains.” This fact means idiosyncratic shocks at the bank level do not cancel out, thus affecting the business cycle. Here, we present evidence of granularity in the banking market using Brazilian data. We examine the explanatory power of the granular banking residual of the five largest banks on quarterly GDP changes from 2010 to 2019. We conservatively find that shocks to revenues of these top five banks explain nearly one-fifth of GDP fluctuations.	pt_BR
Appears in Collections:	Artigos publicados em periódicos e afins