Solange Maria Guerra : Citation Profile

Are you Solange Maria Guerra?

Banco Central do Brasil

6

H index

5

i10 index

114

Citations

RESEARCH PRODUCTION:

8

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 7
   Journals where Solange Maria Guerra has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 7 (5.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu396
   Updated: 2018-09-15    RAS profile: 2017-11-08    
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Relations with other researchers

Works with:

Peñaloza, Rodrigo Andrés (20)

Tabak, Benjamin (15)

Silva, Thiago (8)

Barroso, João (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Solange Maria Guerra.

Is cited by:

Tabak, Benjamin (35)

Silva, Thiago (18)

Cajueiro, Daniel (10)

Fazio, Dimas (6)

León, Carlos (5)

Machado, Vicente (5)

Alencar, Leonardo (4)

Nakane, Marcio (4)

Peñaloza, Rodrigo Andrés (4)

Lester, Benjamin (3)

Martínez, Constanza (3)

Cites to:

Tabak, Benjamin (26)

Rochet, Jean (12)

Silva, Thiago (9)

Summer, Martin (8)

Elsinger, Helmut (8)

Lehar, Alfred (8)

FREIXAS, XAVIER (8)

Peñaloza, Rodrigo Andrés (8)

Cajueiro, Daniel (5)

Fazio, Dimas (5)

merton, robert (5)

Main data

Where Solange Maria Guerra has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department15

Recent works citing Solange Maria Guerra (2018 and 2017)

YearTitle of citing document
2017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2017Monitoring vulnerability and impact diffusion in financial networks. (2017). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:109-135.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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2018Effect 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.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Abedifar, Pejman ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Leon, Carlos ; Sarmiento, Miguel ; Machado, Clara . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2018Banking competition, banking stability, and economic growth: Are feedback effects at work?. (2018). Jayakumar, Manju ; Gaurav, Kunal ; Maradana, Rana P ; Dash, Saurav ; Pradhan, Rudra P. In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:15-41.

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2017Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions. (2017). Gofman, Michael . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:113-146.

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2017Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez. (2017). Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:68-70.

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2017A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks. (2017). Tabak, Benjamin ; Silva, Thiago ; Cajueiro, Daniel ; Boas, Marina Villas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:216-223.

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2017Modeling stochastic frontier based on vine copulas. (2017). Tabak, Benjamin ; da Costa, Reginaldo Brito ; Candido, Osvaldo ; Constantino, Michel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:595-609.

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2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks. (2018). Tabak, Benjamin ; Silva, Thiago ; Boas, Marina Villas ; Cajueiro, Daniel Oliveira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1016-1025.

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2017Internal Liquidity Management and Local Credit Provision. (2017). Correa, Ricardo ; Coleman, Nicholas ; Goldrosen, Jason ; Feler, Leo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1204.

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2017The Emergence of Market Structure. (2017). Shimer, Robert ; Jarosch, Gregor ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:23234.

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2017Factors driving systemic risk of banks in Latin America. (2017). García Molina, Mario ; Garcia-Molina, Mario ; Horsch, Andreas ; Kleinow, Jacob . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:2:d:10.1007_s12197-015-9341-7.

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2018Financial bridges and network communities. (2018). Casarin, Roberto ; Yenerdag, Erdem ; Costola, Michele. In: SAFE Working Paper Series. RePEc:zbw:safewp:208.

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Works by Solange Maria Guerra:

YearTitleTypeCited
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper5
2013Systemic Risk Measures.(2013) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2016Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2007The Stability-Concentration Relationship in the Brazilian Banking System In: Working Papers Series.
[Full Text][Citation analysis]		paper16
2008The 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 another version. Agregated cites: 16		article
2011Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2012Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2012Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper14
2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper12
2015Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2013Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2014Do Interconnections Matter for Bank Efficiency? In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2016Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper9
2016Evaluating systemic risk using bank default probabilities in financial networks.(2016) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
[Full Text][Citation analysis]		paper4
2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2017Why do vulnerability cycles matter in financial networks?.(2017) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2002Stock Returns and Volatility In: Working Papers Series.
[Full Text][Citation analysis]		paper33
2009Banking concentration and the price-concentration relationship: the case of Brazil In: International Journal of Accounting and Finance.
[Full Text][Citation analysis]		article2
2008Measures of Interbank Market Structure: An Application to Brazil In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article10

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