Michel Alexandre : Citation Profile

Universidade de São Paulo (20% share)
Instituto Brasileiro de Ensino, Desenvolvimento e Pesquisa (IDP) (40% share)
Banco Central do Brasil (40% share)

5

H index

4

i10 index

154

Citations

RESEARCH PRODUCTION:

16

Articles

28

Papers

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 7
   Journals where Michel Alexandre has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 16 (9.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal1179
   Updated: 2026-01-10    RAS profile: 2025-06-24    
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Relations with other researchers

Works with:

Silva, Thiago (12)

Lima, Gilberto (8)

Riccetti, Luca (3)

Russo, Alberto (3)

Tabak, Benjamin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Alexandre.

Is cited by:

Silva, Thiago (21)

Tabak, Benjamin (17)

Roventini, Andrea (16)

Napoletano, Mauro (11)

Hinterschweiger, Marc (7)

Uluc, Arzu (7)

Guerra, Solange (5)

Salle, Isabelle (4)

Halaj, Grzegorz (4)

Kok, Christoffer (3)

Lima, Gilberto (3)

Cites to:

Tabak, Benjamin (58)

Silva, Thiago (57)

battiston, stefano (43)

Gallegati, Mauro (22)

Gertler, Mark (22)

Acharya, Viral (18)

Delli Gatti, Domenico (18)

Bernanke, Ben (17)

Guerra, Solange (17)

Roventini, Andrea (14)

Fagiolo, Giorgio (14)

Main data

Where Michel Alexandre has published?

Journals with more than one article published# docs
Journal of Economic Behavior & Organization2
Journal of Economic Interaction and Coordination2
Nova Economia2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department12
Working Papers, Department of Economics / University of So Paulo (FEA-USP)6
Oficina de la CEPAL en Brasilia (Estudios e Investigaciones) / Naciones Unidas Comisin Econmica para Amrica Latina y el Caribe (CEPAL)2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Michel Alexandre (2025 and 2024)

YearTitle of citing document
2024Systemic values-at-risk and their sample-average approximations. (2024). Alali, Wissam ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2408.08511.

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2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

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2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

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2024COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil. (2024). Silva, Thiago ; Guerra, Solange Maria ; de Almeida, Carlos Eduardo ; Tabak, Benjamin Miranda. In: Working Papers Series. RePEc:bcb:wpaper:601.

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2025The Impact of Climate Transition Risks on the Brazilian Financial Sector. (2025). Lima, Gilberto ; Alexandre, Michel ; Caiani, Alessandro ; Scala, Angela Modica. In: Working Papers Series. RePEc:bcb:wpaper:633.

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2024The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian ; Napoletano, Mauro. In: Bank of England working papers. RePEc:boe:boeewp:1066.

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2025Agent-based modeling at central banks: recent developments and new challenges. (2025). Hinterschweiger, Marc ; Glielmo, Aldo ; Carro, Adrian ; Uluc, Arzu ; Kaszowska-Mojsa, Jagoda ; Borsos, Andrs. In: Bank of England working papers. RePEc:boe:boeewp:1122.

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Napoletano, Mauro ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian. In: Working Papers. RePEc:cgs:wpaper:118.

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2024Monetary policy and inequality: an heterogenous agents’ approach.. (2024). Ricchiuti, Giorgio ; di Domenico, Lorenzo ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def133.

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2025Analysis of multilayer energy networks: A comprehensive literature review. (2025). Le, Trung ; Yadav, Om Prakash ; Pirim, Harun ; Kazim, Muhammad. In: Applied Energy. RePEc:eee:appene:v:398:y:2025:i:c:s0306261925010876.

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2024A general deep-learning approach to node importance identification. (2024). Chen, Guang ; Qiu, Tian ; Wu, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010531.

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2024Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165.

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2025Interpretable credit scoring based on an additive extreme gradient boosting. (2025). Lan, Xingyu ; Zou, Yao ; Xia, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925002292.

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2024Risk amplification effect of multilayer financial networks: Feedback mechanism or cyclic structure?. (2024). Fan, Hong ; Pang, Congyuan. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003719.

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2024Unveiling 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.

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2025Understanding risk spillover in multi-layer financial networks: The role of bank–firm connections. (2025). Wang, Guanghou ; Zhao, Han ; Shu, Lei ; Song, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004910.

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2024Financial 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.

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2025Cross-border transmission effect of Chinas monetary policy on the exchange rate of Asia-Pacific economies. (2025). Chen, Pei-Fen ; Min-Syu, Lin ; Chingnun, Lee ; Pei-Fen, Chen ; Mei-Ping, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007671.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2025Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502.

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2024Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862.

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2025Multilayer bank-firm networks and financial risk contagion. (2025). Lei, Jingyue ; Shen, Peilong ; Li, Zhinan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:675:y:2025:i:c:s037843712500490x.

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2024Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261.

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2024Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501.

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2025Firm commonality, bank connectedness and portfolio riskiness. (2025). Zyildirim, Sheyla ; Bozkurt, Aya Topaloglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400738x.

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2025How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649.

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2024Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China. (2024). Dong, Zuoji ; Huangfu, Yubin ; Wang, Yingman ; Yu, Haibo. In: Land. RePEc:gam:jlands:v:13:y:2024:i:6:p:890-:d:1418157.

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2024Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?. (2024). Silveira, Douglas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10513-0.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2025Going a Step Deeper Down the Rabbit Hole: Deep Learning Model to Measure the Size of the Unregistered Economy Activity. (2025). Lazebnik, Teddy. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10606-4.

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2024Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data. (2024). Gao, Qifeng ; Shu, Lei ; Song, Lei ; Jin, Shuyue ; Chen, YU. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02617-9.

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2025Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China. (2025). Song, Lei ; Chen, YU. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00667-7.

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2024Credit diversification and banking systemic risk. (2024). Liu, Xiaoxing ; Chen, Boyi ; Wang, Chao. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00401-z.

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2025Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach. (2025). Wang, Yuanyuan ; Xie, Xiao ; Fan, Ruguo ; Lin, Jinchai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:393-408.

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Works by Michel Alexandre:

YearTitleTypeCited
2008Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro In: Economia.
[Full Text][Citation analysis]		article1
2004DISTRIBUIÇÃO REGIONAL DO CRÉDITO BANCÁRIO 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
2011Endogenouscategorization and neighborhood effects In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2016COMBINING 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]		paper37
2015Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach.(2015) In: Working Papers Series.
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This paper has nother version. Agregated cites: 37		paper
2017Combining 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: 37		paper
2020Combining 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: 37		article
2021Risk-dependent centrality in the Brazilian stock market In: Papers.
[Full Text][Citation analysis]		paper0
2011Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional In: Working Papers Series.
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2016Modeling Financial Networks: a feedback approach In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2017Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series.
[Full Text][Citation analysis]		paper37
2017Systemic risk in financial systems: A feedback approach.(2017) In: Journal of Economic Behavior & Organization.
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2018Default Contagion among Credit Types: evidence from Brazilian data In: Working Papers Series.
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2018Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series.
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2021The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach In: Working Papers Series.
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2021Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data In: Working Papers Series.
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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data.(2023) In: European Journal of Operational Research.
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2022Nestedness in the Brazilian Financial System In: Working Papers Series.
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2022Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach In: Working Papers Series.
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2023Efficiency-stability trade-off in financial systems: A multi-objective optimization approach.(2023) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 0		article
2023Labor Market and Systemic Risk: a network-based approach In: Working Papers Series.
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2024Critical Edges in Financial Networks In: Working Papers Series.
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2003Investimentos externos em serviços e efeitos potenciais da negociação da ALCA In: Estudios y Perspectivas – Oficina de la CEPAL en Brasilia.
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2003Investimentos externos em serviços e efeitos potenciais da negociação da ALCA.(2003) In: Oficina de la CEPAL en Brasilia (Estudios e Investigaciones).
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2003Capitais 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]		paper0
2021The drivers of systemic risk in financial networks: a data-driven machine learning analysis In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article11
2024The labor market channel of systemic risk In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
2018Bank lending and systemic risk: A financial-real sector network approach with feedback In: Journal of Financial Stability.
[Full Text][Citation analysis]		article49
2020Micro-level transmission of monetary policy shocks: The trading book channel In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article5
2025Nestedness and systemic risk in financial networks In: Latin American Journal of Central Banking (previously Monetaria).
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2015Endogenous categorization and group inequality In: International Journal of Social Economics.
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2011Endogenous categorization and group inequality.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2022The financial network channel of monetary policy transmission: An agent-based model In: Working Papers.
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2022The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model.(2022) In: Working Papers, Department of Economics.
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This paper has nother version. Agregated cites: 4		paper
2023The financial network channel of monetary policy transmission: an agent-based model.(2023) In: Journal of Economic Interaction and Coordination.
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This paper has nother version. Agregated cites: 4		article
2025Applying Machine Learning Algorithms to Predict the Size of the Informal Economy In: Computational Economics.
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2023Applying Machine Learning Algorithms to Predict the Size of the Informal Economy.(2023) In: Working Papers, Department of Economics.
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This paper has nother version. Agregated cites: 1		paper
2005Distribuição 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]		article0
2006Determinantes das decisões locacionais da atividade financeira [Determinants of financial sector location decisions] In: Nova Economia.
[Full Text][Citation analysis]		article0
2017Default contagion among credit modalities: evidence from Brazilian data In: MPRA Paper.
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Default contagion among credit modalities: evidence from Brazilian data.() In: Journal of Credit Risk.
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This paper has nother version. Agregated cites: 0		article
2019Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration In: Working Papers, Department of Economics.
[Full Text][Citation analysis]		paper0
2023ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting In: Working Papers, Department of Economics.
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2024Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics In: Working Papers, Department of Economics.
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