4
H index
3
i10 index
117
Citations
Universidade de São Paulo (20% share) | 4 H index 3 i10 index 117 Citations RESEARCH PRODUCTION: 12 Articles 26 Papers RESEARCH ACTIVITY: 20 years (2003 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pal1179 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Alexandre. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Nova Economia | 2 |
Journal of Economic Interaction and Coordination | 2 |
Journal of Economic Behavior & Organization | 2 |
Year | Title of citing document |
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2024 | The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc ; Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu. In: Bank of England working papers. RePEc:boe:boeewp:1066. Full description at Econpapers || Download paper |
2024 | The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu ; Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc. In: Working Papers. RePEc:cgs:wpaper:118. Full description at Econpapers || Download paper |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
2023 | Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443. Full description at Econpapers || Download paper |
2023 | Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158. Full description at Econpapers || Download paper |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper |
2024 | Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict. (2024). Wang, Yizhi ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400121x. Full description at Econpapers || Download paper |
2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper |
2023 | Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762. Full description at Econpapers || Download paper |
2023 | Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network. (2023). Wang, Chengjin ; Yang, Ming-Yuan ; Zheng, Chengsi ; Wu, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005974. Full description at Econpapers || Download paper |
2023 | Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011. Full description at Econpapers || Download paper |
2023 | Inequality-constrained monetary policy in a financialized economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:366-385. Full description at Econpapers || Download paper |
2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper |
2023 | Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994. Full description at Econpapers || Download paper |
2023 | An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans. (2023). Delcea, Camelia ; Nica, Ionu ; Chiri, Nora ; Ionescu, Tefan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:12037-:d:1211596. Full description at Econpapers || Download paper |
2023 | A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244. Full description at Econpapers || Download paper |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
2023 | Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro In: Economia. [Full Text][Citation analysis] | article | 1 |
2004 | DISTRIBUIÇÃO REGIONAL DO CRÉDITO BANCÃRIO E CONVERGÊNCIA NO CRESCIMENTO ESTADUAL BRASILEIRO.(2004) In: Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting]. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | Endogenouscategorization and neighborhood effects In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
2016 | COMBINING MONETARY POLICY AND PRUDENTIAL REGULATION: AN AGENT-BASED MODELING APPROACH In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 31 |
2015 | Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach.(2015) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2017 | Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach.(2017) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2020 | Combining monetary policy and prudential regulation: an agent-based modeling approach.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2021 | Risk-dependent centrality in the Brazilian stock market In: Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Modeling Financial Networks: a feedback approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2017 | Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 32 |
2017 | Systemic risk in financial systems: A feedback approach.(2017) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2018 | Default Contagion among Credit Types: evidence from Brazilian data In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2021 | The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data.(2023) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | Nestedness in the Brazilian Financial System In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Efficiency-stability trade-off in financial systems: A multi-objective optimization approach.(2023) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Labor Market and Systemic Risk: a network-based approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2003 | Investimentos externos em serviços e efeitos potenciais da negociação da ALCA In: Estudios y Perspectivas – Oficina de la CEPAL en Brasilia. [Full Text][Citation analysis] | paper | 0 |
2003 | Investimentos externos em serviços e efeitos potenciais da negociação da ALCA.(2003) In: Oficina de la CEPAL en Brasilia (Estudios e Investigaciones). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Capitais estrangeiros em serviços no Brasil e impactos potenciais da negociação da ALCA In: Oficina de la CEPAL en Brasilia (Estudios e Investigaciones). [Full Text][Citation analysis] | paper | 0 |
2021 | The drivers of systemic risk in financial networks: a data-driven machine learning analysis In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
2018 | Bank lending and systemic risk: A financial-real sector network approach with feedback In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 34 |
2020 | Micro-level transmission of monetary policy shocks: The trading book channel In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2015 | Endogenous categorization and group inequality In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Endogenous categorization and group inequality.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | The financial network channel of monetary policy transmission: An agent-based model In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model.(2022) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | The financial network channel of monetary policy transmission: an agent-based model.(2023) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2005 | Distribuição espacial da atividade bancária no Brasil: dimensões e indicadores [Spatial distribution of banking activity in Brazil - dimensions and indicators] In: Nova Economia. [Full Text][Citation analysis] | article | 0 |
2006 | Determinantes das decisões locacionais da atividade financeira [Determinants of financial sector location decisions] In: Nova Economia. [Full Text][Citation analysis] | article | 0 |
2017 | Default contagion among credit modalities: evidence from Brazilian data In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Applying Machine Learning Algorithms to Predict the Size of the Informal Economy In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
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