Details about Solange Maria Guerra

Access statistics for papers by Solange Maria Guerra.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pgu396

Working Papers

2022

1. Covid-19 and market power in local credit markets: the role of digitalization
   BIS Working Papers, Bank for International Settlements
2. Decentralized Market Power in Credit Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)

2021

3. COVID-19 and Local Market Power in Credit Markets
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)

2019

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

2018

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

2016

6. Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks
   Working Papers Series, Central Bank of Brazil, Research Department View citations (39)
   See also Journal Article Evaluating systemic risk using bank default probabilities in financial networks, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (39) (2016)
7. Financial Networks, Bank Efficiency and Risk-Taking
   Working Papers Series, Central Bank of Brazil, Research Department View citations (39)
   See also Journal Article Financial networks, bank efficiency and risk-taking, Journal of Financial Stability, Elsevier (2016) View citations (34) (2016)
8. Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy
   Working Papers Series, Central Bank of Brazil, Research Department
9. Why Do Vulnerability Cycles Matter in Financial Networks?
   Working Papers Series, Central Bank of Brazil, Research Department View citations (2)
   See also Journal Article Why do vulnerability cycles matter in financial networks?, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (5) (2017)

2014

10. Do Interconnections Matter for Bank Efficiency?
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
11. 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]
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2013) View citations (7)
    See also Journal Article Systemic risk measures, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (14) (2016)

2013

12. Assessing Systemic Risk in the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department View citations (16)
13. Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
14. Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil
    Working Papers Series, Central Bank of Brazil, Research Department
15. Insolvency and Contagion in the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department View citations (6)
    See also Journal Article Insolvency and contagion in the Brazilian interbank market, Physica A: Statistical Mechanics and its Applications, Elsevier (2015) View citations (25) (2015)

2012

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

2011

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

2007

19. The Stability-Concentration Relationship in the Brazilian Banking System
    Working Papers Series, Central Bank of Brazil, Research Department 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) View citations (24) (2008)

2002

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

Journal Articles

2023

1. COVID-19 and bank branch lending: The moderating effect of digitalization
   Journal of Banking & Finance, 2023, 152, (C) View citations (7)

2022

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

2020

3. Fiscal risk and financial fragility
   Emerging Markets Review, 2020, 45, (C) View citations (1)
   See also Working Paper Fiscal Risk and Financial Fragility, Working Papers Series (2019) (2019)
4. Micro-level transmission of monetary policy shocks: The trading book channel
   Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 View citations (7)

2017

5. Why do vulnerability cycles matter in financial networks?
   Physica A: Statistical Mechanics and its Applications, 2017, 471, (C), 592-606 View citations (5)
   See also Working Paper Why Do Vulnerability Cycles Matter in Financial Networks?, Working Papers Series (2016) View citations (2) (2016)

2016

6. Evaluating systemic risk using bank default probabilities in financial networks
   Journal of Economic Dynamics and Control, 2016, 66, (C), 54-75 View citations (39)
   See also Working Paper Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks, Working Papers Series (2016) View citations (39) (2016)
7. Financial networks, bank efficiency and risk-taking
   Journal of Financial Stability, 2016, 25, (C), 247-257 View citations (34)
   See also Working Paper Financial Networks, Bank Efficiency and Risk-Taking, Working Papers Series (2016) View citations (39) (2016)
8. Systemic risk measures
   Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 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) (2014)

2015

9. Insolvency and contagion in the Brazilian interbank market
   Physica A: Statistical Mechanics and its Applications, 2015, 431, (C), 140-151 View citations (25)
   See also Working Paper Insolvency and Contagion in the Brazilian Interbank Market, Working Papers Series (2013) View citations (6) (2013)

2009

10. Banking concentration and the price-concentration relationship: the case of Brazil
    International Journal of Accounting and Finance, 2009, 1, (4), 415-435 View citations (6)

2008

11. Measures of Interbank Market Structure: An Application to Brazil
    Brazilian Review of Econometrics, 2008, 28, (2) View citations (17)
12. The stability-concentration relationship in the Brazilian banking system
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 388-397 View citations (24)
    See also Working Paper The Stability-Concentration Relationship in the Brazilian Banking System, Working Papers Series (2007) View citations (7) (2007)