12
H index
14
i10 index
365
Citations
Universidade Católica de Brasilia (50% share) | 12 H index 14 i10 index 365 Citations RESEARCH PRODUCTION: 45 Articles 35 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thiago Christiano Silva. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers Series / Central Bank of Brazil, Research Department | 30 |
Year | Title of citing document |
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2022 | Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168. Full description at Econpapers || Download paper |
2022 | Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854. Full description at Econpapers || Download paper |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488. Full description at Econpapers || Download paper |
2022 | Network analysis and Eurozone trade imbalances. (2022). Vellucci, Pierluigi ; Carnazza, Giovanni. In: Papers. RePEc:arx:papers:2209.09837. Full description at Econpapers || Download paper |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
2022 | Describing the effect of influential spreaders on the different sectors of Indian market: a complex networks perspective. (2022). Panigrahi, Prasanta K ; Mukherjee, Indranil ; Upadhyay, Shashankaditya ; Sengupta, Anwesha. In: Papers. RePEc:arx:papers:2303.05432. Full description at Econpapers || Download paper |
2023 | Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper |
2023 | CEO facial structure and stock price crash risk. (2023). He, Ling ; Wang, Tian ; Zhong, Tingyong ; Li, Donghui ; Zheng, Zunxin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:873-905. Full description at Econpapers || Download paper |
2022 | Impact of cooperative membership on production efficiency of smallholder goat farmers in Nepal. (2022). He, Qinying ; Adhikari, Mandeep ; Paudel, Krishna P ; Neupane, Huma. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:2:p:337-356. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Features and evolution of the ‘Belt and Road’ regional value chain: Complex network analysis. (2023). Zhang, Jinjin ; Li, Yunting ; Pu, Yue. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:7:p:2134-2156. Full description at Econpapers || Download paper |
2022 | A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757. Full description at Econpapers || Download paper |
2023 | Regional Estimates of Residential Electricity Demand in Brazil. (2023). Ehrl, Philipp ; Carrasco-Gutierrez, Carlos Enrique. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-50. Full description at Econpapers || Download paper |
2022 | A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087. Full description at Econpapers || Download paper |
2023 | Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103. Full description at Econpapers || Download paper |
2022 | The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251. 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 |
2022 | Does diversification promote systemic risk?. (2022). He, Jianmin ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000353. Full description at Econpapers || Download paper |
2022 | Dynamic credit contagion and aggregate loss in networks. (2022). Zhang, Tianqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001139. Full description at Econpapers || Download paper |
2023 | Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360. Full description at Econpapers || Download paper |
2023 | A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213. Full description at Econpapers || Download paper |
2023 | Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066. 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 |
2022 | Spillover effects of banking systemic risk on firms in China: A financial cycle analysis. (2022). Jing, Zhongbo ; Liu, Zhidong ; Zhang, Xuan ; Qi, Liyao. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001351. Full description at Econpapers || Download paper |
2022 | Concentrated commonalities and systemic risk in Chinas banking system: A contagion network approach. (2022). Jiang, Yile ; Sun, Xiaoqi ; Shi, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002113. Full description at Econpapers || Download paper |
2022 | Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach. (2022). Di, Zengru ; Tang, Renwu ; Chen, Zhihua ; Sun, Qingru ; Huang, Shupei ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003118. Full description at Econpapers || Download paper |
2022 | Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin. (2022). Corbet, Shaen ; Malik, Kunjana ; Sharma, Sudhi ; Kumar, Satish ; Yadav, Miklesh Prasad ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003295. Full description at Econpapers || Download paper |
2022 | Russia–Ukraine war and systemic risk: Who is taking the heat?. (2022). Ashraf, Dawood ; Qureshi, Anum ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002744. Full description at Econpapers || Download paper |
2022 | The lending risk predicting of the folk informal financial organization from big data using the deep learning hybrid model. (2022). Zhang, Wei ; Xu, Ying ; Wanyan, Hong ; Li, Chongyang ; Shi, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004172. Full description at Econpapers || Download paper |
2023 | Understanding the FTX exchange collapse: A dynamic connectedness approach. (2023). Corbet, Shaen ; Goodell, John W ; Conlon, Thomas ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300017x. Full description at Econpapers || Download paper |
2022 | Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194. Full description at Econpapers || Download paper |
2022 | Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596. Full description at Econpapers || Download paper |
2022 | It takes more than two to tango: Multiple bank lending, asset commonality and risk. (2022). Michelson, Noam ; Kosenko, Konstantin. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000626. Full description at Econpapers || Download paper |
2022 | Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x. Full description at Econpapers || Download paper |
2022 | The multilayer architecture of the global input-output network and its properties. (2022). Luu, Duc Thi ; Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:304-341. Full description at Econpapers || Download paper |
2023 | Pirates without borders: The propagation of cyberattacks through firms’ supply chains. (2023). Silva, Andre F ; Macchiavelli, Marco ; Crosignani, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:432-448. Full description at Econpapers || Download paper |
2022 | Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk. (2022). Arbi, Lukman ; Muchtadi-Alamsyah, Intan ; Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005542. Full description at Econpapers || Download paper |
2022 | Liquidity coverage ratio in a payment network: Uncovering contagion paths. (2022). Berndsen, Ron J ; Heuver, Richard A. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000011. Full description at Econpapers || Download paper |
2022 | Measuring systemic risk for bank credit networks: A multilayer approach. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Livan, Giacomo ; Yanquen, Eduardo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:2:s2666143822000047. Full description at Econpapers || Download paper |
2022 | Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205. Full description at Econpapers || Download paper |
2022 | Optimal bailouts and the doom loop with a financial network. (2022). Stiglitz, Joseph ; Corell, Felix ; Capponi, Agostino. In: Journal of Monetary Economics. RePEc:eee:moneco:v:128:y:2022:i:c:p:35-50. Full description at Econpapers || Download paper |
2023 | COVID-19 pandemic impact on banking sector: A cross-country analysis. (2023). Iik, Ozcan ; Wang, Wenhao ; Jiang, Ping ; Shabir, Mohsin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000038. Full description at Econpapers || Download paper |
2022 | Reducing systemic risk in a multi-layer network using reinforcement learning. (2022). Ku, Hyejin ; Le, Richard. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006458. 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 |
2022 | The effect of financial distress on capital structure: The case of Brazilian banks. (2022). da Rosa, Douglas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:296-304. Full description at Econpapers || Download paper |
2023 | Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202. Full description at Econpapers || Download paper |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper |
2022 | Financial Risk Meter for emerging markets. (2022). Hardle, Wolfgang Karl ; Althof, Michael ; ben Amor, Souhir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002154. Full description at Econpapers || Download paper |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper |
2023 | BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x. Full description at Econpapers || Download paper |
2022 | An Analysis of the Performance of Regional Development Banks (RDB) in Indonesia: Stochastic Frontier Analysis Approach. (2022). Sari, Dyah Wulan ; Purwono, Rudi ; Satyagraha, Ferdian Timur. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:9:p:228-:d:916101. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555. Full description at Econpapers || Download paper |
2023 | Demystifying the Effect of the News (Shocks) on Crypto Market Volatility. (2023). Rupeika-Apoga, Ramona ; Taneja, Sanjay ; Bhatnagar, Mukul. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:136-:d:1072193. Full description at Econpapers || Download paper |
2023 | Bank Profitability Analysis in China: Stochastic Frontier Approach. (2023). Li, Xueyan ; Bufetova, Lidiya Pavlovna ; Perfilev, Aleksandr Aleksandrovich ; Shen, Bingbing. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:243-:d:1124652. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Financing Constraints and Corporate Value in China: The Moderating Role of Multinationality and Ownership Type. (2022). Kim, Minho ; Yun, Kyung Hwan ; Cai, Ruize. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12297-:d:927184. Full description at Econpapers || Download paper |
2022 | An Asymmetric Analysis of the Influence That Economic Policy Uncertainty, Institutional Quality, and Corruption Level Have on India’s Digital Banking Services and Banking Stability. (2022). Kamal, Muhammad ; Ullah, Assad ; Syed, Aamir Aijaz ; Grima, Simon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3238-:d:767820. Full description at Econpapers || Download paper |
2022 | A Systematic Review of Financial Literacy Research in Latin America and The Caribbean. (2022). Méndez Prado, Silvia Mariela ; Zambrano, Susana Gabriela ; Mendez, Silvia Mariela ; Valcke, Martin ; Everaert, Patricia ; Chiluiza, Katherine Malena. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:3814-:d:778164. 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 | An Assessment Tool to Identify the Financial Literacy Level of Financial Education Programs Participants’ Executed by Ecuadorian Financial Institutions. (2023). Valcke, Martin ; Everaert, Patricia ; Peralta-Rizzo, Kevin ; Rodriguez, Vanessa ; Mendez-Prado, Silvia Mariela. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:996-:d:1026029. 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 |
2022 | BANK LOAN LOSS PROVISIONING AND PROCYCLICALITY REVISITED: EVIDENCE FROM INDONESIA. (2022). Aryani, Ade Dwi ; Pambudi, Sudiro ; Gunadi, Iman ; Soedarmono, Wahyoe. In: Working Papers. RePEc:idn:wpaper:wp022022. Full description at Econpapers || Download paper |
2022 | The financial network channel of monetary policy transmission: An agent-based model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel. In: Working Papers. RePEc:jau:wpaper:2022/01. Full description at Econpapers || Download paper |
2023 | Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5. Full description at Econpapers || Download paper |
2023 | World City Networks and Multinational Firms: An Analysis of Economic Ties Over a Decade. (2023). Rozenblat, Celine ; Zaidi, Faraz ; Saleem, Mohammed Adil. In: Networks and Spatial Economics. RePEc:kap:netspa:v:23:y:2023:i:3:d:10.1007_s11067-023-09587-y. Full description at Econpapers || Download paper |
2022 | THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139. Full description at Econpapers || Download paper |
2022 | An AI approach for managing financial systemic risk via bank bailouts by taxpayers. (2022). Latora, Vito ; Rodosthenous, Neofytos ; Petrone, Daniele. In: Nature Communications. RePEc:nat:natcom:v:13:y:2022:i:1:d:10.1038_s41467-022-34102-1. Full description at Econpapers || Download paper |
2022 | Avaliação econômico-financeira de fintechs no mercado brasileiro: o caso INTER. (2022). Cordeiro, Alexandre Moreno ; da Silva, Eduardo Borges. In: MPRA Paper. RePEc:pra:mprapa:115509. Full description at Econpapers || Download paper |
2022 | Uma análise de otimização asg à luz das premissas de finanças comportamentais. (2022). Emanuel, Vitor ; da Silva, Eduardo Borges. In: MPRA Paper. RePEc:pra:mprapa:115510. Full description at Econpapers || Download paper |
2022 | The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model. (2022). Russo, Alberto ; Riccetti, Luca ; Lima, Gilberto ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2022wpecon1. Full description at Econpapers || Download paper |
2022 | Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w. Full description at Econpapers || Download paper |
2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
2022 | Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y. Full description at Econpapers || Download paper |
2022 | Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w. Full description at Econpapers || Download paper |
2022 | Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1. Full description at Econpapers || Download paper |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper |
2023 | Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?. (2023). ben Abdelaziz, Fouad ; Tampakoudis, Ioannis ; Kiosses, Nikolaos ; Petridis, Konstantinos. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:3:d:10.1007_s12351-023-00795-5. Full description at Econpapers || Download paper |
2022 | A comparative analysis of local similarity metrics and machine learning approaches: application to link prediction in author citation networks. (2022). Amancio, Diego R ; Vital, Adilson. In: Scientometrics. RePEc:spr:scient:v:127:y:2022:i:10:d:10.1007_s11192-022-04484-6. Full description at Econpapers || Download paper |
2023 | Analyzing the influence of prolific collaborations on authors productivity and visibility. (2023). Amancio, Diego R ; Silva, Filipi N. In: Scientometrics. RePEc:spr:scient:v:128:y:2023:i:4:d:10.1007_s11192-023-04669-7. Full description at Econpapers || Download paper |
2022 | Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696. Full description at Econpapers || Download paper |
2022 | Oil shocks, financial stability and implementing macroeconomics and macro?prudential policies in an oil?exporting economy. (2022). Hadian, Mehdi ; Dargahi, Hassan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2481-2496. Full description at Econpapers || Download paper |
2023 | Excessive focus on risk? Non?performing loans and efficiency of microfinance institutions. (2023). Mersland, Roy ; Beisland, Leif Atle ; Zamore, Stephen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1290-1307. Full description at Econpapers || Download paper |
2023 | COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272. 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 |
2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers In: Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 39 |
2016 | Network structure analysis of the Brazilian interbank market.(2016) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
2015 | Monitoring Vulnerability and Impact Diffusion in Financial Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
2017 | Monitoring 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: 8 | article | |
2015 | Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 21 |
2016 | Evaluating 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: 21 | article | |
2016 | Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series. [Full Text][Citation analysis] | paper | 25 |
2016 | Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2016 | Modeling Financial Networks: a feedback approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Structure and Dynamics of the Global Financial Network In: Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2016 | Structure and dynamics of the global financial network.(2016) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2016 | Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Why 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: 1 | article | |
2016 | Decomposition of Systemic Risk Drivers in Evolving Financial Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 18 |
2017 | Systemic 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: 18 | article | |
2018 | Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series. [Full Text][Citation analysis] | paper | 23 |
2018 | Inflation 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: 23 | article | |
2018 | Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Fiscal Risk and Financial Fragility In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Fiscal risk and financial fragility.(2020) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Growth and Activity Diversification: the impact of financing non-traditional local activities In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Bailing in Banks: costs and benefits In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Bailing in Banks: costs and benefits.(2019) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2019 | The Finance-Growth Nexus: the role of banks In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2021 | The finance-growth nexus: The role of banks.(2021) In: Economic Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2019 | Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions In: Working Papers Series. [Full Text][Citation analysis] | paper | 9 |
2020 | Housing Collateral Reform and Economic Reallocation In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
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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 another version. Agregated cites: 0 | article | |
2021 | COVID-19 and Local Market Power in Credit Markets In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
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2023 | The Value of Clean Water: evidence from an environmental disaster In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
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2022 | Covid-19 and market power in local credit markets: the role of digitalization In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Overconfidence and the 2D:4D ratio In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 3 |
2021 | The drivers of systemic risk in financial networks: a data-driven machine learning analysis In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2018 | The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 53 |
2017 | The 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: 53 | paper | |
2018 | Bank lending and systemic risk: A financial-real sector network approach with feedback In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 26 |
2022 | The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
2023 | COVID-19 and bank branch lending: The moderating effect of digitalization In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Micro-level transmission of monetary policy shocks: The trading book channel In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
2015 | Insolvency and contagion in the Brazilian interbank market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2016 | Systemic risk measures In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2017 | A 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] | article | 24 |
2018 | Identifying systemic risk drivers in financial networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
2018 | Adequacy 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] | article | 0 |
2020 | Internet access in recessionary periods: The case of Brazil In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2021 | Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
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2022 | Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2023 | Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Oil Sector and Sentiment Analysis—A Review In: Energies. [Full Text][Citation analysis] | article | 0 |
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2020 | Applications of Machine Learning Methods in Complex Economics and Financial Networks In: Complexity. [Full Text][Citation analysis] | article | 0 |
2019 | Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies In: Complexity. [Full Text][Citation analysis] | article | 1 |
2018 | Financial Networks In: Complexity. [Full Text][Citation analysis] | article | 17 |
2019 | Financial Networks 2019 In: Complexity. [Full Text][Citation analysis] | article | 0 |
2023 | The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Financing choice and local economic growth: evidence from Brazil In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 1 |
2022 | Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
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2022 | Indirect and direct effects of the subprime crisis on the real sector: labor market migration In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2022 | The role of externalities in fiscal efficiency In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Comparing the impact of subfields in scientific journals In: Scientometrics. [Full Text][Citation analysis] | article | 4 |
2021 | High-frequency return and volatility spillovers among cryptocurrencies In: Applied Economics. [Full Text][Citation analysis] | article | 12 |
2023 | Tourism and the economy: evidence from Brazil In: Current Issues in Tourism. [Full Text][Citation analysis] | article | 0 |
2019 | Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team