8
H index
8
i10 index
239
Citations
Banco Central do Brasil | 8 H index 8 i10 index 239 Citations RESEARCH PRODUCTION: 12 Articles 21 Papers RESEARCH ACTIVITY: 21 years (2002 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgu396 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Solange Maria Guerra. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers Series / Central Bank of Brazil, Research Department | 18 |
Year | Title of citing document |
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2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157. Full description at Econpapers || Download paper |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper |
2024 | Coping with the storm: The role of fintech in SME survival. (2024). Sun, Ruohan ; Zhou, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000899. Full description at Econpapers || Download paper |
2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper |
2024 | Climate transition risk and bank risk-taking: The role of digital transformation. (2024). Sun, Haibo ; Li, Jun ; Liu, Zhonglu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000588. Full description at Econpapers || Download paper |
2024 | The role of banks’ technology adoption in credit markets during the pandemic. (2024). Supino, Ilaria ; Rainone, Edoardo ; Branzoli, Nicola. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000159. Full description at Econpapers || Download paper |
2024 | Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762. Full description at Econpapers || Download paper |
2023 | Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25. Full description at Econpapers || Download paper |
2023 | Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263. Full description at Econpapers || Download paper |
2024 | Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36. Full description at Econpapers || Download paper |
2024 | Stability and economic performances in the banking industry: The case of China. (2024). Walheer, Barnabe ; Tan, Yong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:326-345. Full description at Econpapers || Download paper |
2023 | Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217. Full description at Econpapers || Download paper |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper |
2023 | Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?. (2023). ben Abdelaziz, Fouad ; Tampakoudis, Ioannis ; Kiosses, Nikolaos ; Petridis, Konstantinos. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:3:d:10.1007_s12351-023-00795-5. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 14 |
2013 | Systemic Risk Measures.(2013) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2016 | Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2007 | The Stability-Concentration Relationship in the Brazilian Banking System. In: Working Papers Series. [Full Text][Citation analysis] | paper | 27 |
2008 | The stability-concentration relationship in the Brazilian banking system.(2008) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2011 | Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2012 | Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2013 | Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 18 |
2013 | Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 23 |
2015 | Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2013 | Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Do Interconnections Matter for Bank Efficiency? In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 34 |
2016 | Evaluating systemic risk using bank default probabilities in financial networks.(2016) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2016 | Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series. [Full Text][Citation analysis] | paper | 36 |
2016 | Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2016 | Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
2017 | Why do vulnerability cycles matter in financial networks?.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2018 | Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Fiscal Risk and Financial Fragility In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Fiscal risk and financial fragility.(2020) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2002 | Stock Returns and Volatility In: Working Papers Series. [Full Text][Citation analysis] | paper | 35 |
2021 | COVID-19 and Local Market Power in Credit Markets In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2022 | Covid-19 and market power in local credit markets: the role of digitalization In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | COVID-19 and bank branch lending: The moderating effect of digitalization In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Micro-level transmission of monetary policy shocks: The trading book channel In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 6 |
2009 | Banking concentration and the price-concentration relationship: the case of Brazil In: International Journal of Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
2022 | Decentralized Market Power in Credit Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Measures of Interbank Market Structure: An Application to Brazil In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 17 |
2022 | The role of externalities in fiscal efficiency In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
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