Solange Maria Guerra : Citation Profile


Are you Solange Maria Guerra?

Banco Central do Brasil

6

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

8

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 6
   Journals where Solange Maria Guerra has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 7 (6.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu396
   Updated: 2017-11-24    RAS profile: 2017-11-08    
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Relations with other researchers


Works with:

Peñaloza, Rodrigo Andrés (20)

Tabak, Benjamin (17)

Silva, Thiago (7)

Barroso, João (2)

Miranda, Rodrigo (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 (31)

Cajueiro, Daniel (10)

Silva, Thiago (7)

Fazio, Dimas (6)

Machado, Vicente (5)

León, Carlos (4)

Nakane, Marcio (4)

Alencar, Leonardo (4)

Peñaloza, Rodrigo Andrés (4)

Kuzubas, Tolga (3)

Sarmiento, Miguel (3)

Cites to:

Tabak, Benjamin (25)

Rochet, Jean (12)

Silva, Thiago (9)

Lehar, Alfred (8)

Peñaloza, Rodrigo Andrés (8)

Elsinger, Helmut (8)

Summer, Martin (8)

FREIXAS, XAVIER (8)

Gallegati, Mauro (5)

merton, robert (5)

Tirole, Jean (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 (2017 and 2016)


YearTitle of citing document
2016Leveraging the network: a stress-test framework based on DebtRank. (2016). Caldarelli, Guido ; Gurciullo, Stefano ; Battiston, Stefano ; D'Errico, Marco . In: Papers. RePEc:arx:papers:1503.00621.

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2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

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2016Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre . In: Working Papers Series. RePEc:bcb:wpaper:438.

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2016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Working Papers Series. RePEc:bcb:wpaper:439.

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2017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; 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 ; Stancato, Sergio Rubens ; Silva, Thiago Christiano . 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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2016Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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2016Deflation, bank credit growth, and non-performing loans: Evidence from Japan. (2016). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:295-305.

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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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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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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 ; Cajueiro, Daniel ; Silva, Thiago Christiano ; 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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2016DebtRank Analysis of Financial Distress Propagation on a Production Network in Japan. (2016). Yoshi, FUJIWARA ; Wataru, SOUMA ; Yuji, FUJITA ; Masaaki, Terai . In: Discussion papers. RePEc:eti:dpaper:16046.

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2016The Relationship between Competition and Risk Taking Behavior of Indian Banks. (2016). Sensarma, Rudra ; Sarkar, Sanjukta . In: MPRA Paper. RePEc:pra:mprapa:81065.

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2016The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn. In: PIER Discussion Papers. RePEc:pui:dpaper:19..

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2016Heterogeneity in decentralized asset markets. (2016). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien . In: 2016 Meeting Papers. RePEc:red:sed016:1014.

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2017Factors driving systemic risk of banks in Latin America. (2017). Kleinow, Jacob ; Garcia-Molina, Mario ; Horsch, Andreas . 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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2016Short-Term Liquidity Contagion in the Interbank Market. (2016). Martínez, Constanza ; Martinez, Constanza ; Leon, C E ; Cepeda, Freddy . In: Discussion Paper. RePEc:tiu:tiucen:c49d4eff-9bfd-4a01-af6f-7af97ef07584.

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2016A functional perspective to financial networks. (2016). Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2016/06.

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Works by Solange Maria Guerra:


YearTitleTypeCited
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting].
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paper5
2013Systemic Risk Measures.(2013) In: Working Papers Series.
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This paper has another version. Agregated cites: 5
paper
2016Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 5
article
2007The Stability-Concentration Relationship in the Brazilian Banking System In: Working Papers Series.
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paper15
2008The stability-concentration relationship in the Brazilian banking system.(2008) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 15
article
2011Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series.
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paper3
2012Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series.
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paper0
2012Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. In: Working Papers Series.
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paper2
2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
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paper13
2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
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paper11
2015Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 11
article
2013Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series.
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paper1
2013Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series.
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paper0
2014Do Interconnections Matter for Bank Efficiency? In: Working Papers Series.
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paper1
2016Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy In: Working Papers Series.
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paper0
2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
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paper6
2016Evaluating systemic risk using bank default probabilities in financial networks.(2016) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 6
article
2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
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paper1
2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 1
article
2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
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paper1
2017Why do vulnerability cycles matter in financial networks?.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 1
article
2002Stock Returns and Volatility In: Working Papers Series.
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paper33
2009Banking concentration and the price-concentration relationship: the case of Brazil In: International Journal of Accounting and Finance.
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article2
2008Measures of Interbank Market Structure: An Application to Brazil In: Brazilian Review of Econometrics.
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article6

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