6
H index
5
i10 index
110
Citations
Solange Maria Guerra : Citation Profile
Banco Central do Brasil | RESEARCH PRODUCTION: 8 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2002 - 2017). Relations with other researchers
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:
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Main data
Where Solange Maria Guerra has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers Series / Central Bank of Brazil, Research Department | 15 |
Recent works citing Solange Maria Guerra (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | Monitoring 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. Full description at Econpapers || Download paper |
| 2017 | Expected 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. Full description at Econpapers || Download paper |
| 2018 | 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 |
| 2017 | An 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. Full description at Econpapers || Download paper |
| 2017 | Heterogeneous 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. Full description at Econpapers || Download paper |
| 2018 | Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). Leon, Carlos ; Sarmiento, Miguel ; Machado, Clara . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2018 | Banking 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. Full description at Econpapers || Download paper |
| 2017 | Efficiency 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. Full description at Econpapers || Download paper |
| 2017 | Comment 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | Modeling 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. Full description at Econpapers || Download paper |
| 2017 | Internal Liquidity Management and Local Credit Provision. (2017). Correa, Ricardo ; Goldrosen, Jason ; Feler, Leo ; Coleman, Nicholas. In: International Finance Discussion Papers. RePEc:fip:fedgif:1204. Full description at Econpapers || Download paper |
| 2017 | The Emergence of Market Structure. (2017). Shimer, Robert ; Jarosch, Gregor ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:23234. Full description at Econpapers || Download paper |
| 2017 | Factors driving systemic risk of banks in Latin America. (2017). GarcÃa 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. Full description at Econpapers || Download paper |
| 2018 | Financial bridges and network communities. (2018). Casarin, Roberto ; Yenerdag, Erdem ; Costola, Michele. In: SAFE Working Paper Series. RePEc:zbw:safewp:208. Full description at Econpapers || Download paper |
Works by Solange Maria Guerra:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Systemic Risk Measures.(2013) In: Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2007 | The Stability-Concentration Relationship in the Brazilian Banking System In: Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
| 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 another version. Agregated cites: 16 | 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 | Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 14 |
| 2013 | Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 11 |
| 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 another version. Agregated cites: 11 | 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 | 8 |
| 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 another version. Agregated cites: 8 | article | |
| 2016 | Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 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 another version. Agregated cites: 1 | article | |
| 2002 | Stock Returns and Volatility In: Working Papers Series. [Full Text][Citation analysis] | paper | 33 |
| 2009 | Banking concentration and the price-concentration relationship: the case of Brazil In: International Journal of Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2008 | Measures of Interbank Market Structure: An Application to Brazil In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team