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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 2023-03-08. Update your information in the RePEc Author Service.

Short-id: pgu396


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Working Papers

2022

  1. Covid-19 and market power in local credit markets: the role of digitalization
    BIS Working Papers, Bank for International Settlements Downloads

2021

  1. COVID-19 and Local Market Power in Credit Markets
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2019

  1. Fiscal Risk and Financial Fragility
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article Fiscal risk and financial fragility, Emerging Markets Review, Elsevier (2020) Downloads View citations (1) (2020)

2018

  1. Interconnectedness, Firm Resilience and Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)

2016

  1. Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (37)
    See also Journal Article Evaluating systemic risk using bank default probabilities in financial networks, Journal of Economic Dynamics and Control, Elsevier (2016) Downloads View citations (37) (2016)
  2. Financial Networks, Bank Efficiency and Risk-Taking
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (35)
    See also Journal Article Financial networks, bank efficiency and risk-taking, Journal of Financial Stability, Elsevier (2016) Downloads View citations (32) (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 (2)
    See also Journal Article Why do vulnerability cycles matter in financial networks?, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) Downloads View citations (5) (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 (7)

    See also Journal Article Systemic risk measures, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) Downloads View citations (14) (2016)

2013

  1. Assessing Systemic Risk in the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (16)
  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 (6)
    See also Journal Article Insolvency and contagion in the Brazilian interbank market, Physica A: Statistical Mechanics and its Applications, Elsevier (2015) Downloads View citations (24) (2015)

2012

  1. Pesquisa de Estabilidade Financeira do Banco Central do Brasil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)

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 (7)
    See also Journal Article The stability-concentration relationship in the Brazilian banking system, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) Downloads View citations (23) (2008)

2002

  1. Stock Returns and Volatility
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (35)

Journal Articles

2022

  1. The role of externalities in fiscal efficiency
    Empirical Economics, 2022, 62, (6), 2827-2864 Downloads

2020

  1. Fiscal risk and financial fragility
    Emerging Markets Review, 2020, 45, (C) Downloads View citations (1)
    See also Working Paper Fiscal Risk and Financial Fragility, Working Papers Series (2019) Downloads (2019)
  2. Micro-level transmission of monetary policy shocks: The trading book channel
    Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 Downloads View citations (4)

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 (5)
    See also Working Paper Why Do Vulnerability Cycles Matter in Financial Networks?, Working Papers Series (2016) Downloads View citations (2) (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 (37)
    See also Working Paper Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks, Working Papers Series (2016) Downloads View citations (37) (2016)
  2. Financial networks, bank efficiency and risk-taking
    Journal of Financial Stability, 2016, 25, (C), 247-257 Downloads View citations (32)
    See also Working Paper Financial Networks, Bank Efficiency and Risk-Taking, Working Papers Series (2016) Downloads View citations (35) (2016)
  3. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 Downloads View citations (14)
    See also Working Paper SYSTEMIC RISK MEASURES, Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] (2014) Downloads (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 (24)
    See also Working Paper Insolvency and Contagion in the Brazilian Interbank Market, Working Papers Series (2013) Downloads View citations (6) (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 (6)

2008

  1. Measures of Interbank Market Structure: An Application to Brazil
    Brazilian Review of Econometrics, 2008, 28, (2) Downloads View citations (17)
  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 (23)
    See also Working Paper The Stability-Concentration Relationship in the Brazilian Banking System, Working Papers Series (2007) Downloads View citations (7) (2007)
 
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