Details about Michel Alexandre

Access statistics for papers by Michel Alexandre.

Last updated 2022-11-24. Update your information in the RePEc Author Service.

Short-id: pal1179

Working Papers

2022

1. Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach
   Working Papers Series, Central Bank of Brazil, Research Department
2. Nestedness in the Brazilian Financial System
   Working Papers Series, Central Bank of Brazil, Research Department
3. The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
   Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2022)

2021

4. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data
   Working Papers Series, Central Bank of Brazil, Research Department
5. Risk-dependent centrality in the Brazilian stock market
   Papers, arXiv.org
6. The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach
   Working Papers Series, Central Bank of Brazil, Research Department

2019

7. Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)

2018

8. Default Contagion among Credit Types: evidence from Brazilian data
   Working Papers Series, Central Bank of Brazil, Research Department
9. Interconnectedness, Firm Resilience and Monetary Policy
   Working Papers Series, Central Bank of Brazil, Research Department View citations (2)

2017

10. Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (18)
    Also in Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2016) View citations (1)
    Working Papers Series, Central Bank of Brazil, Research Department (2015) View citations (11)
    See also Journal Article in Journal of Economic Interaction and Coordination (2020)
11. Default contagion among credit modalities: evidence from Brazilian data
    MPRA Paper, University Library of Munich, Germany
12. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (31)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)

2016

13. Modeling Financial Networks: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (4)

2011

14. Endogenous categorization and group inequality
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in International Journal of Social Economics (2015)
15. Endogenouscategorization and neighborhood effects
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
16. Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional
    Working Papers Series, Central Bank of Brazil, Research Department

2004

17. DISTRIBUIÇÃO REGIONAL DO CRÉDITO BANCÁRIO E CONVERGÊNCIA NO CRESCIMENTO ESTADUAL BRASILEIRO
    Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (1)
    See also Journal Article in Economia (2008)

2003

18. Capitais estrangeiros em serviços no Brasil e impactos potenciais da negociação da ALCA
    Oficina de la CEPAL en Brasilia (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
19. Investimentos externos em serviços e efeitos potenciais da negociação da ALCA
    Oficina de la CEPAL en Brasilia (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
    Also in Estudios y Perspectivas – Oficina de la CEPAL en Brasilia, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) (2003)

Journal Articles

2021

1. The drivers of systemic risk in financial networks: a data-driven machine learning analysis
   Chaos, Solitons & Fractals, 2021, 153, (P1) View citations (6)

2020

2. Combining monetary policy and prudential regulation: an agent-based modeling approach
   Journal of Economic Interaction and Coordination, 2020, 15, (2), 385-411 View citations (7)
   See also Working Paper (2017)
3. Micro-level transmission of monetary policy shocks: The trading book channel
   Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 View citations (4)

2018

4. Bank lending and systemic risk: A financial-real sector network approach with feedback
   Journal of Financial Stability, 2018, 38, (C), 98-118 View citations (32)

2017

5. Systemic risk in financial systems: A feedback approach
   Journal of Economic Behavior & Organization, 2017, 144, (C), 97-120 View citations (29)
   See also Working Paper (2017)

2015

6. Endogenous categorization and group inequality
   International Journal of Social Economics, 2015, 42, (3), 276-295
   See also Working Paper (2011)

2008

7. Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro
   Economia, 2008, 9, (3), 457-490
   See also Working Paper (2004)

2006

8. Determinantes das decisões locacionais da atividade financeira [Determinants of financial sector location decisions]
   Nova Economia, 2006, 16, (2), 243-263

2005

9. Distribuição espacial da atividade bancária no Brasil: dimensões e indicadores [Spatial distribution of banking activity in Brazil - dimensions and indicators]
   Nova Economia, 2005, 15, (1), 11-33