Solange Maria Guerra : Citation Profile

Are you Solange Maria Guerra?

Banco Central do Brasil

8

H index

7

i10 index

159

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 9
   Journals where Solange Maria Guerra has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 9 (5.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu396
   Updated: 2020-10-17    RAS profile: 2020-08-17    
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Relations with other researchers

Works with:

Silva, Thiago (10)

Tabak, Benjamin (10)

Peñaloza, Rodrigo Andrés (4)

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 (44)

Silva, Thiago (32)

Cajueiro, Daniel (14)

Barroso, João (6)

Fazio, Dimas (6)

Machado, Vicente (5)

León, Carlos (5)

Lester, Benjamin (5)

Kimura, Herbert (5)

Nakane, Marcio (4)

Alencar, Leonardo (4)

Cites to:

Tabak, Benjamin (49)

Silva, Thiago (30)

Peñaloza, Rodrigo Andrés (16)

Rochet, Jean (12)

battiston, stefano (10)

FREIXAS, XAVIER (8)

Summer, Martin (8)

Elsinger, Helmut (8)

Lehar, Alfred (8)

Gertler, Mark (7)

merton, robert (6)

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 Department17

Recent works citing Solange Maria Guerra (2020 and 2019)

YearTitle of citing document
2019Growth and Activity Diversification: the impact of financing non-traditional local activities. (2019). Tabak, Benjamin ; Silva, Thiago. In: Working Papers Series. RePEc:bcb:wpaper:498.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:796.

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2020Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187.

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2019Heterogeneity in Decentralized Asset Markets. (2019). Lester, Benjamin ; Weill, Pierre-Olivier ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14014.

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2020Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274.

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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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2019Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks. (2019). Shamsuddin, Abul ; Safiullah, MD. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:105-140.

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2019Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2019Structural changes, competition and bank stability in Malaysia’s dual banking system. (2019). Ibrahim, Mansor ; Abojeib, Moutaz ; Salim, Kinan ; Yeap, Lau Wee. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, A. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:36-51.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; Dealmeida, Carlos Eduardo ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308919306564.

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2020Internet access in recessionary periods: The case of Brazil. (2020). Silva, Thiago ; Ehrl, Philipp ; Tabak, Benjamin Miranda ; Coelho, Florangela Cunha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315675.

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2020Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Luo, Jun ; Zeng, Qianru ; Wang, Yutong ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x.

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2019What is going on with studies on banking efficiency?. (2019). de Abreu, Emmanuel Sousa ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:195-219.

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2019Bank efficiency and non-performing loans: Evidence from Turkey. (2019). Matousek, Roman ; Partovi, Elmira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:287-309.

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2019Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:55-66.

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2020Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming. In: Working Papers. RePEc:fip:fedcwq:87581.

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2019Analyzing Stock Brokers’ Trading Patterns: A Network Decomposition and Spatial Econometrics Approach. (2019). Arenas, Jose ; Eberhard, Juan ; Montecinos-Pearce, Alejandro ; Lavin, Jaime F. In: Complexity. RePEc:hin:complx:7490640.

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2019Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework. (2019). Gubareva, Mariya. In: Complexity. RePEc:hin:complx:7820618.

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2019Financial Networks 2019. (2019). Tabak, Benjamin ; Silva, Thiago ; Sensoy, Ahmet. In: Complexity. RePEc:hin:complx:8257404.

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2019Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach. (2019). Valdez, L D ; Stanley, H E ; Zhang, X ; Braunstein, L A. In: Complexity. RePEc:hin:complx:9209345.

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2020Does competence of central bank governors influence financial stability?. (2020). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:102042.

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2020Does competence of central bank governors influence financial stability?. (2020). Ozili, Peterson K. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00031-y.

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2019Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: LEM Papers Series. RePEc:ssa:lemwps:2019/28.

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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]		paper9
2013Systemic Risk Measures.(2013) In: Working Papers Series.
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This paper has another version. Agregated cites: 9		paper
2016Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 9		article
2007The Stability-Concentration Relationship in the Brazilian Banking System In: Working Papers Series.
[Full Text][Citation analysis]		paper20
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: 20		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]		paper3
2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper16
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: 16		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]		paper22
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: 22		article
2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
[Full Text][Citation analysis]		paper15
2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 15		article
2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
[Full Text][Citation analysis]		paper5
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: 5		article
2018Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2019Fiscal Risk and Financial Fragility In: Working Papers Series.
[Full Text][Citation analysis]		paper0
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]		article14

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