Details about Thiago Christiano Silva

Access statistics for papers by Thiago Christiano Silva.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: psi682

Working Papers

2023

1. Labor Market and Systemic Risk: a network-based approach
   Working Papers Series, Central Bank of Brazil, Research Department
2. The Value of Clean Water: evidence from an environmental disaster
   Working Papers Series, Central Bank of Brazil, Research Department

2022

3. Covid-19 and market power in local credit markets: the role of digitalization
   BIS Working Papers, Bank for International Settlements
4. Creditor Rights and Bank Competition
   Working Papers Series, Central Bank of Brazil, Research Department
5. Decentralized Market Power in Credit Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach
   Working Papers Series, Central Bank of Brazil, Research Department
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2023)
7. Nestedness in the Brazilian Financial System
   Working Papers Series, Central Bank of Brazil, Research Department

2021

8. COVID-19 and Local Market Power in Credit Markets
   Working Papers Series, Central Bank of Brazil, Research Department
9. Credit Allocation When Private Banks Distribute Government Loans
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
10. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data
    Working Papers Series, Central Bank of Brazil, Research Department
    See also Journal Article in European Journal of Operational Research (2023)
11. Is Corporate Credit Risk Propagated to Employees?
    Working Papers Series, Central Bank of Brazil, Research Department
12. The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach
    Working Papers Series, Central Bank of Brazil, Research Department

2020

13. Economic Resilience: spillovers, courts, and vertical integration
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
14. Financial Intermediation, Human Capital Development and Economic Growth
    Working Papers Series, Central Bank of Brazil, Research Department
15. Housing Collateral Reform and Economic Reallocation
    Working Papers Series, Central Bank of Brazil, Research Department
16. Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers
    Papers, arXiv.org View citations (1)

2019

17. Bailing in Banks: costs and benefits
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
    See also Journal Article in Journal of Financial Stability (2019)
18. Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions
    Working Papers Series, Central Bank of Brazil, Research Department View citations (11)
19. Fiscal Risk and Financial Fragility
    Working Papers Series, Central Bank of Brazil, Research Department
    See also Journal Article in Emerging Markets Review (2020)
20. Growth and Activity Diversification: the impact of financing non-traditional local activities
    Working Papers Series, Central Bank of Brazil, Research Department
21. The Finance-Growth Nexus: the role of banks
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
    See also Journal Article in Economic Systems (2021)
22. Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil
    Policy Research Working Paper Series, The World Bank View citations (1)

2018

23. Inflation Targeting and Financial Stability: does the quality of institutions matter?
    Working Papers Series, Central Bank of Brazil, Research Department View citations (24)
    See also Journal Article in Economic Modelling (2018)
24. Interconnectedness, Firm Resilience and Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department View citations (2)

2017

25. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (32)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
26. The missing links: A global study on uncovering financial network structures from partial data
    ESRB Working Paper Series, European Systemic Risk Board View citations (24)
    See also Journal Article in Journal of Financial Stability (2018)

2016

27. Decomposition of Systemic Risk Drivers in Evolving Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department
28. Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department View citations (35)
    See also Journal Article in Journal of Economic Dynamics and Control (2016)
29. Financial Networks, Bank Efficiency and Risk-Taking
    Working Papers Series, Central Bank of Brazil, Research Department View citations (34)
    See also Journal Article in Journal of Financial Stability (2016)
30. Modeling Financial Networks: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (4)
31. Structure and Dynamics of the Global Financial Network
    Working Papers Series, Central Bank of Brazil, Research Department View citations (17)
    See also Journal Article in Chaos, Solitons & Fractals (2016)
32. Why Do Vulnerability Cycles Matter in Financial Networks?
    Working Papers Series, Central Bank of Brazil, Research Department View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)

2015

33. Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (3)
34. Monitoring Vulnerability and Impact Diffusion in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department View citations (12)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
35. Network Structure Analysis of the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department View citations (9)
    See also Journal Article in Emerging Markets Review (2016)

Journal Articles

2023

1. Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission
   IJERPH, 2023, 20, (18), 1-19
2. COVID-19 and bank branch lending: The moderating effect of digitalization
   Journal of Banking & Finance, 2023, 152, (C) View citations (1)
3. Does the default pecking order impact systemic risk? Evidence from Brazilian data
   European Journal of Operational Research, 2023, 309, (3), 1379-1391 View citations (1)
   See also Working Paper (2021)
4. Efficiency-stability trade-off in financial systems: A multi-objective optimization approach
   Physica A: Statistical Mechanics and its Applications, 2023, 629, (C)
   See also Working Paper (2022)
5. Oil Sector and Sentiment Analysis—A Review
   Energies, 2023, 16, (12), 1-29
6. The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions
   Environmental & Resource Economics, 2023, 84, (2), 559-591
7. The Intersection of Health Literacy and Public Health: A Machine Learning-Enhanced Bibliometric Investigation
   IJERPH, 2023, 20, (20), 1-18
8. The effect of interconnectivity on stock returns during the Global Financial Crisis
   The North American Journal of Economics and Finance, 2023, 67, (C)
9. Tourism and the economy: evidence from Brazil
   Current Issues in Tourism, 2023, 26, (6), 851-862
10. Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine
    Research in International Business and Finance, 2023, 65, (C) View citations (1)

2022

11. Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock
    The Quarterly Review of Economics and Finance, 2022, 84, (C), 324-336 View citations (1)
12. Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil
    Emerging Markets Finance and Trade, 2022, 58, (4), 965-996 View citations (2)
13. Hedging commodities in times of distress: The case of COVID‐19
    Journal of Futures Markets, 2022, 42, (10), 1941-1959 View citations (2)
14. Indirect and direct effects of the subprime crisis on the real sector: labor market migration
    Empirical Economics, 2022, 62, (3), 1407-1438
15. The role of externalities in fiscal efficiency
    Empirical Economics, 2022, 62, (6), 2827-2864
16. The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil
    Physica A: Statistical Mechanics and its Applications, 2022, 601, (C)
17. The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic
    Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) View citations (4)

2021

18. Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach
    Physica A: Statistical Mechanics and its Applications, 2021, 562, (C) View citations (4)
19. Financing choice and local economic growth: evidence from Brazil
    Journal of Economic Growth, 2021, 26, (3), 329-357 View citations (5)
20. High-frequency return and volatility spillovers among cryptocurrencies
    Applied Economics, 2021, 53, (37), 4310-4328 View citations (12)
21. The drivers of systemic risk in financial networks: a data-driven machine learning analysis
    Chaos, Solitons & Fractals, 2021, 153, (P1) View citations (7)
22. The finance-growth nexus: The role of banks
    Economic Systems, 2021, 45, (1) View citations (2)
    See also Working Paper (2019)

2020

23. Applications of Machine Learning Methods in Complex Economics and Financial Networks
    Complexity, 2020, 2020, 1-2
24. Comparing the impact of subfields in scientific journals
    Scientometrics, 2020, 125, (1), 625-639 View citations (4)
25. Fiscal risk and financial fragility
    Emerging Markets Review, 2020, 45, (C) View citations (1)
    See also Working Paper (2019)
26. Internet access in recessionary periods: The case of Brazil
    Physica A: Statistical Mechanics and its Applications, 2020, 537, (C) View citations (2)
27. Micro-level transmission of monetary policy shocks: The trading book channel
    Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 View citations (4)
28. Overconfidence and the 2D:4D ratio
    Journal of Behavioral and Experimental Finance, 2020, 25, (C) View citations (3)

2019

29. Bailing in Banks: costs and benefits
    Journal of Financial Stability, 2019, 45, (C) View citations (1)
    See also Working Paper (2019)
30. Financial Networks 2019
    Complexity, 2019, 2019, 1-2
31. Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies
    Complexity, 2019, 2019, 1-14 View citations (1)

2018

32. Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks
    Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 1016-1025 View citations (1)
33. Bank lending and systemic risk: A financial-real sector network approach with feedback
    Journal of Financial Stability, 2018, 38, (C), 98-118 View citations (33)
34. Financial Networks
    Complexity, 2018, 2018, 1-2 View citations (19)
35. Identifying systemic risk drivers in financial networks
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 650-674 View citations (14)
36. Inflation targeting and financial stability: Does the quality of institutions matter?
    Economic Modelling, 2018, 71, (C), 1-15 View citations (23)
    See also Working Paper (2018)
37. The missing links: A global study on uncovering financial network structures from partial data
    Journal of Financial Stability, 2018, 35, (C), 107-119 View citations (34)
    See also Working Paper (2017)

2017

38. A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks
    Physica A: Statistical Mechanics and its Applications, 2017, 469, (C), 216-223 View citations (26)
39. Monitoring vulnerability and impact diffusion in financial networks
    Journal of Economic Dynamics and Control, 2017, 76, (C), 109-135 View citations (22)
    See also Working Paper (2015)
40. Systemic risk in financial systems: A feedback approach
    Journal of Economic Behavior & Organization, 2017, 144, (C), 97-120 View citations (30)
    See also Working Paper (2017)
41. 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 (2016)

2016

42. Evaluating systemic risk using bank default probabilities in financial networks
    Journal of Economic Dynamics and Control, 2016, 66, (C), 54-75 View citations (35)
    See also Working Paper (2016)
43. Financial networks, bank efficiency and risk-taking
    Journal of Financial Stability, 2016, 25, (C), 247-257 View citations (32)
    See also Working Paper (2016)
44. Network structure analysis of the Brazilian interbank market
    Emerging Markets Review, 2016, 26, (C), 130-152 View citations (58)
    See also Working Paper (2015)
45. Structure and dynamics of the global financial network
    Chaos, Solitons & Fractals, 2016, 88, (C), 218-234 View citations (15)
    See also Working Paper (2016)
46. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 View citations (14)

2015

47. Insolvency and contagion in the Brazilian interbank market
    Physica A: Statistical Mechanics and its Applications, 2015, 431, (C), 140-151 View citations (24)