Details about Thiago Christiano Silva

Access statistics for papers by Thiago Christiano Silva.

Last updated 2025-05-15. Update your information in the RePEc Author Service.

Short-id: psi682

Working Papers

2025

1. Weathering the Storm: how supply chains adapt to extreme climate events
   Working Papers Series, Central Bank of Brazil, Research Department

2024

2. COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil
   Working Papers Series, Central Bank of Brazil, Research Department
3. COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil
   Working Papers Series, Central Bank of Brazil, Research Department
4. Critical Edges in Financial Networks
   Working Papers Series, Central Bank of Brazil, Research Department
5. Firm-Level and Aggregate Effects of Cheaper Liquidity: evidence from factoring
   Working Papers Series, Central Bank of Brazil, Research Department
6. Machine Learning and Economic Forecasting: the role of international trade networks
   Working Papers Series, Central Bank of Brazil, Research Department
   Also in Papers, arXiv.org (2024)
   See also Journal Article Machine learning and economic forecasting: The role of international trade networks, Physica A: Statistical Mechanics and its Applications, Elsevier (2024) (2024)
7. Network Analysis of Exchange Rate Shocks: implications for financial stability in Brazil
   Working Papers Series, Central Bank of Brazil, Research Department

2023

8. Labor Market and Systemic Risk: a network-based approach
   Working Papers Series, Central Bank of Brazil, Research Department
9. The Value of Clean Water: Evidence from an Environmental Disaster
   IDB Publications (Working Papers), Inter-American Development Bank
   Also in Working Papers Series, Central Bank of Brazil, Research Department (2023)

2022

10. Covid-19 and market power in local credit markets: the role of digitalization
    BIS Working Papers, Bank for International Settlements
11. Creditor Rights and Bank Competition
    Working Papers Series, Central Bank of Brazil, Research Department
12. Decentralized Market Power in Credit Markets
    MPRA Paper, University Library of Munich, Germany View citations (1)
13. 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 Efficiency-stability trade-off in financial systems: A multi-objective optimization approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2023) (2023)
14. Nestedness in the Brazilian Financial System
    Working Papers Series, Central Bank of Brazil, Research Department

2021

15. COVID-19 and Local Market Power in Credit Markets
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
16. Credit Allocation When Private Banks Distribute Government Loans
    Working Papers Series, Central Bank of Brazil, Research Department View citations (2)
17. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data
    Working Papers Series, Central Bank of Brazil, Research Department
    See also Journal Article Does the default pecking order impact systemic risk? Evidence from Brazilian data, European Journal of Operational Research, Elsevier (2023) View citations (4) (2023)
18. Is Corporate Credit Risk Propagated to Employees?
    Working Papers Series, Central Bank of Brazil, Research Department
19. 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

20. Economic Resilience: spillovers, courts, and vertical integration
    Working Papers Series, Central Bank of Brazil, Research Department View citations (2)
21. Financial Intermediation, Human Capital Development and Economic Growth
    Working Papers Series, Central Bank of Brazil, Research Department
22. Housing Collateral Reform and Economic Reallocation
    Working Papers Series, Central Bank of Brazil, Research Department
23. Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers
    Papers, arXiv.org View citations (1)

2019

24. Bailing in Banks: costs and benefits
    Working Papers Series, Central Bank of Brazil, Research Department View citations (3)
    See also Journal Article Bailing in Banks: costs and benefits, Journal of Financial Stability, Elsevier (2019) View citations (3) (2019)
25. Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions
    Working Papers Series, Central Bank of Brazil, Research Department View citations (20)
26. 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)
27. Growth and Activity Diversification: the impact of financing non-traditional local activities
    Working Papers Series, Central Bank of Brazil, Research Department
28. The Finance-Growth Nexus: the role of banks
    Working Papers Series, Central Bank of Brazil, Research Department View citations (1)
    See also Journal Article The finance-growth nexus: The role of banks, Economic Systems, Elsevier (2021) View citations (7) (2021)
29. 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

30. Inflation Targeting and Financial Stability: does the quality of institutions matter?
    Working Papers Series, Central Bank of Brazil, Research Department View citations (31)
    See also Journal Article Inflation targeting and financial stability: Does the quality of institutions matter?, Economic Modelling, Elsevier (2018) View citations (30) (2018)
31. Interconnectedness, Firm Resilience and Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department View citations (2)

2017

32. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (39)
    See also Journal Article Systemic risk in financial systems: A feedback approach, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (37) (2017)
33. 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 The missing links: A global study on uncovering financial network structures from partial data, Journal of Financial Stability, Elsevier (2018) View citations (42) (2018)

2016

34. Decomposition of Systemic Risk Drivers in Evolving Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department
35. 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)
36. Financial Networks, Bank Efficiency and Risk-Taking
    Working Papers Series, Central Bank of Brazil, Research Department View citations (40)
    See also Journal Article Financial networks, bank efficiency and risk-taking, Journal of Financial Stability, Elsevier (2016) View citations (35) (2016)
37. Modeling Financial Networks: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department View citations (4)
38. Structure and Dynamics of the Global Financial Network
    Working Papers Series, Central Bank of Brazil, Research Department View citations (19)
    See also Journal Article Structure and dynamics of the global financial network, Chaos, Solitons & Fractals, Elsevier (2016) View citations (17) (2016)
39. 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)

2015

40. 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)
41. Monitoring Vulnerability and Impact Diffusion in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department View citations (12)
    See also Journal Article Monitoring vulnerability and impact diffusion in financial networks, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (26) (2017)
42. Network Structure Analysis of the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department View citations (9)
    See also Journal Article Network structure analysis of the Brazilian interbank market, Emerging Markets Review, Elsevier (2016) View citations (59) (2016)

Journal Articles

2025

1. Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline
   Renewable and Sustainable Energy Reviews, 2025, 210, (C) View citations (1)

2024

2. Covid-19 and education: a study with undergraduate students
   Empirical Economics, 2024, 66, (2), 763-784
3. Economic performance of exporting sectors: Evidence for manufacturing in Brazil
   Economic Systems, 2024, 48, (2)
4. Fast payment, credit and bank diversification: the impact of Pix adoption on the local credit market structure
   EconomiA, 2024, 25, (2), 377-392
5. Machine learning and economic forecasting: The role of international trade networks
   Physica A: Statistical Mechanics and its Applications, 2024, 649, (C)
   See also Working Paper Machine Learning and Economic Forecasting: the role of international trade networks, Working Papers Series (2024) (2024)
6. Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning
   Energy Economics, 2024, 136, (C) View citations (1)
7. Market Power and the Transmission of Loan Subsidies
   The Review of Corporate Finance Studies, 2024, 13, (4), 931-965
8. Real effects of direct cash transfers shocks: evidence from one of the largest social welfare programs in the world
   Applied Economics, 2024, 56, (12), 1408-1422
9. The labor market channel of systemic risk
   Journal of Economic Dynamics and Control, 2024, 168, (C)
10. Using word embedding to detect keywords in texts modeled as complex networks
    Scientometrics, 2024, 129, (7), 3599-3623

2023

11. Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission
    IJERPH, 2023, 20, (18), 1-19
12. COVID-19 and bank branch lending: The moderating effect of digitalization
    Journal of Banking & Finance, 2023, 152, (C) View citations (7)
13. Does the default pecking order impact systemic risk? Evidence from Brazilian data
    European Journal of Operational Research, 2023, 309, (3), 1379-1391 View citations (4)
    See also Working Paper Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data, Working Papers Series (2021) (2021)
14. 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 Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach, Working Papers Series (2022) (2022)
15. Oil Sector and Sentiment Analysis—A Review
    Energies, 2023, 16, (12), 1-29
16. The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions
    Environmental & Resource Economics, 2023, 84, (2), 559-591 View citations (1)
17. The Intersection of Health Literacy and Public Health: A Machine Learning-Enhanced Bibliometric Investigation
    IJERPH, 2023, 20, (20), 1-18 View citations (1)
18. The effect of interconnectivity on stock returns during the Global Financial Crisis
    The North American Journal of Economics and Finance, 2023, 67, (C) View citations (5)
19. Tourism and the economy: evidence from Brazil
    Current Issues in Tourism, 2023, 26, (6), 851-862 View citations (1)
20. 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 (14)
21. Using citation networks to evaluate the impact of text length on keyword extraction
    PLOS ONE, 2023, 18, (11), 1-17

2022

22. 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)
23. 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)
24. Hedging commodities in times of distress: The case of COVID‐19
    Journal of Futures Markets, 2022, 42, (10), 1941-1959 View citations (5)
25. Indirect and direct effects of the subprime crisis on the real sector: labor market migration
    Empirical Economics, 2022, 62, (3), 1407-1438 View citations (2)
26. The role of externalities in fiscal efficiency
    Empirical Economics, 2022, 62, (6), 2827-2864
27. 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)
28. 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

29. 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)
30. Financing choice and local economic growth: evidence from Brazil
    Journal of Economic Growth, 2021, 26, (3), 329-357 View citations (7)
31. High-frequency return and volatility spillovers among cryptocurrencies
    Applied Economics, 2021, 53, (37), 4310-4328 View citations (21)
32. The drivers of systemic risk in financial networks: a data-driven machine learning analysis
    Chaos, Solitons & Fractals, 2021, 153, (P1) View citations (13)
33. The finance-growth nexus: The role of banks
    Economic Systems, 2021, 45, (1) View citations (7)
    See also Working Paper The Finance-Growth Nexus: the role of banks, Working Papers Series (2019) View citations (1) (2019)

2020

34. Applications of Machine Learning Methods in Complex Economics and Financial Networks
    Complexity, 2020, 2020, 1-2
35. Comparing the impact of subfields in scientific journals
    Scientometrics, 2020, 125, (1), 625-639 View citations (4)
36. 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)
37. Internet access in recessionary periods: The case of Brazil
    Physica A: Statistical Mechanics and its Applications, 2020, 537, (C) View citations (3)
38. Micro-level transmission of monetary policy shocks: The trading book channel
    Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 View citations (7)
39. Overconfidence and the 2D:4D ratio
    Journal of Behavioral and Experimental Finance, 2020, 25, (C) View citations (3)

2019

40. Bailing in Banks: costs and benefits
    Journal of Financial Stability, 2019, 45, (C) View citations (3)
    See also Working Paper Bailing in Banks: costs and benefits, Working Papers Series (2019) View citations (3) (2019)
41. Financial Networks 2019
    Complexity, 2019, 2019, 1-2
42. Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies
    Complexity, 2019, 2019, 1-14 View citations (1)

2018

43. 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 (2)
44. Bank lending and systemic risk: A financial-real sector network approach with feedback
    Journal of Financial Stability, 2018, 38, (C), 98-118 View citations (46)
45. Financial Networks
    Complexity, 2018, 2018, 1-2 View citations (19)
46. Identifying systemic risk drivers in financial networks
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 650-674 View citations (15)
47. Inflation targeting and financial stability: Does the quality of institutions matter?
    Economic Modelling, 2018, 71, (C), 1-15 View citations (30)
    See also Working Paper Inflation Targeting and Financial Stability: does the quality of institutions matter?, Working Papers Series (2018) View citations (31) (2018)
48. 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 (42)
    See also Working Paper The missing links: A global study on uncovering financial network structures from partial data, ESRB Working Paper Series (2017) View citations (24) (2017)

2017

49. 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 (30)
50. Monitoring vulnerability and impact diffusion in financial networks
    Journal of Economic Dynamics and Control, 2017, 76, (C), 109-135 View citations (26)
    See also Working Paper Monitoring Vulnerability and Impact Diffusion in Financial Networks, Working Papers Series (2015) View citations (12) (2015)
51. Systemic risk in financial systems: A feedback approach
    Journal of Economic Behavior & Organization, 2017, 144, (C), 97-120 View citations (37)
    See also Working Paper Systemic Risk in Financial Systems: a feedback approach, Working Papers Series (2017) View citations (39) (2017)
52. 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

53. 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)
54. Financial networks, bank efficiency and risk-taking
    Journal of Financial Stability, 2016, 25, (C), 247-257 View citations (35)
    See also Working Paper Financial Networks, Bank Efficiency and Risk-Taking, Working Papers Series (2016) View citations (40) (2016)
55. Network structure analysis of the Brazilian interbank market
    Emerging Markets Review, 2016, 26, (C), 130-152 View citations (59)
    See also Working Paper Network Structure Analysis of the Brazilian Interbank Market, Working Papers Series (2015) View citations (9) (2015)
56. Structure and dynamics of the global financial network
    Chaos, Solitons & Fractals, 2016, 88, (C), 218-234 View citations (17)
    See also Working Paper Structure and Dynamics of the Global Financial Network, Working Papers Series (2016) View citations (19) (2016)
57. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 View citations (14)

2015

58. Insolvency and contagion in the Brazilian interbank market
    Physica A: Statistical Mechanics and its Applications, 2015, 431, (C), 140-151 View citations (25)

Undated

59. Financial networks and bank liquidity
    Journal of Network Theory in Finance