Thiago Christiano Silva : Citation Profile


Are you Thiago Christiano Silva?

Banco Central do Brasil

5

H index

1

i10 index

60

Citations

RESEARCH PRODUCTION:

14

Articles

13

Papers

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 20
   Journals where Thiago Christiano Silva has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 21 (25.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi682
   Updated: 2019-07-14    RAS profile: 2019-02-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tabak, Benjamin (22)

Guerra, Solange (8)

Peñaloza, Rodrigo Andrés (4)

Fazio, Dimas (2)

Halaj, Grzegorz (2)

Garratt, Rodney (2)

Banai, Adam (2)

Fique, José (2)

Barroso, João (2)

Silvestri, Laura (2)

Cajueiro, Daniel (2)

Anand, Kartik (2)

Lelyveld, Iman (2)

Salakhova, Dilyara (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thiago Christiano Silva.

Is cited by:

Kobayashi, Teruyoshi (3)

Ugolini, Andrea (2)

Tabak, Benjamin (2)

Kojaku, Sadamori (2)

van der Leij, Marco (2)

Carreno, Jose (2)

Lelyveld, Iman (2)

Arismendi Zambrano, Juan (2)

Barroso, João (2)

Machado, Vicente (2)

Bräuning, Falk (1)

Cites to:

Tabak, Benjamin (103)

Guerra, Solange (37)

Berger, Allen (16)

Cajueiro, Daniel (15)

Rochet, Jean (13)

Peñaloza, Rodrigo Andrés (12)

Acemoglu, Daron (10)

Gertler, Mark (10)

Tahbaz-Salehi, Alireza (10)

Mester, Loretta (10)

Kapadia, Sujit (10)

Main data


Where Thiago Christiano Silva has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications6
Journal of Financial Stability3
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department12

Recent works citing Thiago Christiano Silva (2018 and 2017)


YearTitle of citing document
2018Measuring the Technical Efficiency of Oceania Continent Airports: Does Workload Unit Matters?. (2018). Nathan, Shelena Soosay ; Pin, Teh Chun ; Weng, Makkah ; Jin, Ho Xiao ; Feng, Fan Sui ; Yao, Yew ; Kumaran, Vikniswarivija. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:1120-1124.

Full description at Econpapers || Download paper

2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Feinstein, Zachary ; Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie . In: Papers. RePEc:arx:papers:1708.01561.

Full description at Econpapers || Download paper

2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

Full description at Econpapers || Download paper

2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

Full description at Econpapers || Download paper

2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Squartini, Tiziano ; Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1806.06941.

Full description at Econpapers || Download paper

2019Complex Network Construction of Internet Financial risk. (2019). Mierzwiak, Rafal ; Xu, Runjie. In: Papers. RePEc:arx:papers:1904.06640.

Full description at Econpapers || Download paper

2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, Jose. In: Staff Working Papers. RePEc:bca:bocawp:17-30.

Full description at Econpapers || Download paper

2018Dynamic Interbank Network Analysis Using Latent Space Models. (2018). Linardi, Fernando ; Lazier, Iuri ; van der Leij, Marco ; Diks, Cees. In: Working Papers Series. RePEc:bcb:wpaper:487.

Full description at Econpapers || Download paper

2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

Full description at Econpapers || Download paper

2018Market Concentration, Risk-taking, and Efficiency of Commercial Banks in Pakistan: An Application of the Two-Stage Double Bootstrap DEA. (2018). Khan, Ikramullah ; Ali, Sadaqat. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:65-96.

Full description at Econpapers || Download paper

2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

Full description at Econpapers || Download paper

2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach. (2018). Chen, Zhongfei ; Tsionas, Mike G ; Wanke, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:254-263.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

Full description at Econpapers || Download paper

2018Network topology and systemic risk: Evidence from the Euro Stoxx market. (2018). Li, Wenwei ; Paterlini, Sandra ; Hommel, Ulrich. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:105-112.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Contagion through common borrowers. (2018). Biswas, Swarnava S ; Gomez, Fabiana. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:125-132.

Full description at Econpapers || Download paper

2019Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Portfolio optimization based on network topology. (2019). Li, Yan ; Zheng, BO ; Tian, Yue ; Jiang, Xiong-Fei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:671-681.

Full description at Econpapers || Download paper

2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Measurement of Systemic Risk in a Common European Union Risk-Based Deposit Insurance System: Formal Necessity or Value-Adding Process?. (2018). Barkauskaite, Aida ; Witkowska, Justyna ; Lakstutiene, Ausrine. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:137-:d:187763.

Full description at Econpapers || Download paper

2018Performance Analysis of Peer-to-Peer Online Lending Platforms in China. (2018). Song, Pingfan ; Wu, Huaqing ; Zhou, Zhixiang ; Chen, Yunzhi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:2987-:d:165210.

Full description at Econpapers || Download paper

2018Board composition, monitoring and credit risk: evidence from the UK banking industry. (2018). Lu, Jia ; Boateng, Agyenim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0698-x.

Full description at Econpapers || Download paper

2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

Full description at Econpapers || Download paper

2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

Full description at Econpapers || Download paper

2018A review of bank efficiency and productivity. (2018). Bhatia, Vaneet ; Dash, Pradyumna ; Mitra, Subrata Kumar ; Basu, Sankarshan. In: OPSEARCH. RePEc:spr:opsear:v:55:y:2018:i:3:d:10.1007_s12597-018-0332-2.

Full description at Econpapers || Download paper

2018Reconstructing and stress testing credit networks. (2018). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: ESRB Working Paper Series. RePEc:srk:srkwps:201884.

Full description at Econpapers || Download paper

2018Systemic illiquidity in the interbank network. (2018). Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro ; Liu, Zijun . In: ESRB Working Paper Series. RePEc:srk:srkwps:201886.

Full description at Econpapers || Download paper

2017Dynamic Interbank Network Analysis Using Latent Space Models. (2017). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170101.

Full description at Econpapers || Download paper

2018Financial 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 Thiago Christiano Silva:


YearTitleTypeCited
2015Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]
paper6
2016Network structure analysis of the Brazilian interbank market.(2016) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2015Monitoring Vulnerability and Impact Diffusion in Financial Networks In: Working Papers Series.
[Full Text][Citation analysis]
paper2
2017Monitoring vulnerability and impact diffusion in financial networks.(2017) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
[Full Text][Citation analysis]
paper7
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: 7
article
2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
[Full Text][Citation analysis]
paper8
2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2016Modeling Financial Networks: a feedback approach In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2016Structure and Dynamics of the Global Financial Network In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
[Full Text][Citation analysis]
paper0
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: 0
article
2016Decomposition of Systemic Risk Drivers in Evolving Financial Networks In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2017Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series.
[Full Text][Citation analysis]
paper1
2017Systemic risk in financial systems: A feedback approach.(2017) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series.
[Full Text][Citation analysis]
paper0
2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
[Full Text][Citation analysis]
article18
2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2018Bank lending and systemic risk: A financial-real sector network approach with feedback In: Journal of Financial Stability.
[Full Text][Citation analysis]
article2
2015Insolvency and contagion in the Brazilian interbank market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2016Systemic risk measures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2017A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2018Identifying systemic risk drivers in financial networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team