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Details about Solange Maria Guerra

Workplace:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Solange Maria Guerra.

Last updated 2017-11-08. Update your information in the RePEc Author Service.

Short-id: pgu396


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Working Papers

2016

  1. Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (16)
    See also Journal Article in Journal of Economic Dynamics and Control (2016)
  2. Financial Networks, Bank Efficiency and Risk-Taking
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (14)
    See also Journal Article in Journal of Financial Stability (2016)
  3. Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Why Do Vulnerability Cycles Matter in Financial Networks?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)

2014

  1. Do Interconnections Matter for Bank Efficiency?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  2. SYSTEMIC RISK MEASURES
    Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2013) Downloads View citations (4)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)

2013

  1. Assessing Systemic Risk in the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (14)
  2. Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  3. Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Insolvency and Contagion in the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2015)

2012

  1. Pesquisa de Estabilidade Financeira do Banco Central do Brasil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Stress Testing Liquidity Risk: The Case of the Brazilian Banking System
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)

2011

  1. Comparação da Eficiência de Custo para BRICs e América Latina
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)

2007

  1. The Stability-Concentration Relationship in the Brazilian Banking System
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)

2002

  1. Stock Returns and Volatility
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (33)

Journal Articles

2017

  1. Why do vulnerability cycles matter in financial networks?
    Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 592-606 Downloads View citations (4)
    See also Working Paper (2016)

2016

  1. Evaluating systemic risk using bank default probabilities in financial networks
    Journal of Economic Dynamics and Control, 2016, 66, (C), 54-75 Downloads View citations (16)
    See also Working Paper (2016)
  2. Financial networks, bank efficiency and risk-taking
    Journal of Financial Stability, 2016, 25, (C), 247-257 Downloads View citations (12)
    See also Working Paper (2016)
  3. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 Downloads View citations (7)
    See also Working Paper (2014)

2015

  1. Insolvency and contagion in the Brazilian interbank market
    Physica A: Statistical Mechanics and its Applications, 2015, 431, (C), 140-151 Downloads View citations (15)
    See also Working Paper (2013)

2009

  1. Banking concentration and the price-concentration relationship: the case of Brazil
    International Journal of Accounting and Finance, 2009, 1, (4), 415-435 Downloads View citations (2)

2008

  1. Measures of Interbank Market Structure: An Application to Brazil
    Brazilian Review of Econometrics, 2008, 28, (2) Downloads View citations (11)
  2. The stability-concentration relationship in the Brazilian banking system
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 388-397 Downloads View citations (15)
    See also Working Paper (2007)
 
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