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Details about Thiago Christiano Silva

E-mail:
Phone:+55 61 3414-3870
Postal address:Central Bank of Brazil Research Department SBS, Quadra 3, Bloco B - Asa Sul, Brasília - DF, 70074-900, Brazil.
Workplace:Economia, Universidade Católica de Brasilia (Catholic University of Brasilia), (more information at EDIRC)
Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Thiago Christiano Silva.

Last updated 2022-04-30. Update your information in the RePEc Author Service.

Short-id: psi682


Jump to Journal Articles

Working Papers

2021

  1. COVID-19 and Local Market Power in Credit Markets
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Credit Allocation When Private Banks Distribute Government Loans
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  3. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Is Corporate Credit Risk Propagated to Employees?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  5. The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2020

  1. Economic Resilience: spillovers, courts, and vertical integration
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Financial Intermediation, Human Capital Development and Economic Growth
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  3. Housing Collateral Reform and Economic Reallocation
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers
    Papers, arXiv.org Downloads

2019

  1. Bailing in Banks: costs and benefits
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
    See also Journal Article in Journal of Financial Stability (2019)
  2. Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (7)
  3. Fiscal Risk and Financial Fragility
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article in Emerging Markets Review (2020)
  4. Growth and Activity Diversification: the impact of financing non-traditional local activities
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  5. The Finance-Growth Nexus: the role of banks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
    See also Journal Article in Economic Systems (2021)
  6. Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)

2018

  1. Inflation Targeting and Financial Stability: does the quality of institutions matter?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (19)
    See also Journal Article in Economic Modelling (2018)
  2. Interconnectedness, Firm Resilience and Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)

2017

  1. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (20)
    See also Journal Article in Journal of Economic Behavior & Organization (2017)
  2. The missing links: A global study on uncovering financial network structures from partial data
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (23)
    See also Journal Article in Journal of Financial Stability (2018)

2016

  1. Decomposition of Systemic Risk Drivers in Evolving Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (29)
    See also Journal Article in Journal of Economic Dynamics and Control (2016)
  3. Financial Networks, Bank Efficiency and Risk-Taking
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (28)
    See also Journal Article in Journal of Financial Stability (2016)
  4. Modeling Financial Networks: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
  5. Structure and Dynamics of the Global Financial Network
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (15)
    See also Journal Article in Chaos, Solitons & Fractals (2016)
  6. 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 in Physica A: Statistical Mechanics and its Applications (2017)

2015

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

Journal Articles

2022

  1. 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 Downloads
  2. Indirect and direct effects of the subprime crisis on the real sector: labor market migration
    Empirical Economics, 2022, 62, (3), 1407-1438 Downloads

2021

  1. 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) Downloads View citations (1)
  2. Financing choice and local economic growth: evidence from Brazil
    Journal of Economic Growth, 2021, 26, (3), 329-357 Downloads View citations (1)
  3. High-frequency return and volatility spillovers among cryptocurrencies
    Applied Economics, 2021, 53, (37), 4310-4328 Downloads View citations (2)
  4. The drivers of systemic risk in financial networks: a data-driven machine learning analysis
    Chaos, Solitons & Fractals, 2021, 153, (P1) Downloads
  5. The finance-growth nexus: The role of banks
    Economic Systems, 2021, 45, (1) Downloads
    See also Working Paper (2019)

2020

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

2019

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

2018

  1. 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 Downloads View citations (1)
  2. Bank lending and systemic risk: A financial-real sector network approach with feedback
    Journal of Financial Stability, 2018, 38, (C), 98-118 Downloads View citations (24)
  3. Financial Networks
    Complexity, 2018, 2018, 1-2 Downloads View citations (15)
  4. Identifying systemic risk drivers in financial networks
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 650-674 Downloads View citations (13)
  5. Inflation targeting and financial stability: Does the quality of institutions matter?
    Economic Modelling, 2018, 71, (C), 1-15 Downloads View citations (19)
    See also Working Paper (2018)
  6. The missing links: A global study on uncovering financial network structures from partial data
    Journal of Financial Stability, 2018, 35, (C), 107-119 Downloads View citations (22)
    See also Working Paper (2017)

2017

  1. 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 Downloads View citations (13)
  2. Monitoring vulnerability and impact diffusion in financial networks
    Journal of Economic Dynamics and Control, 2017, 76, (C), 109-135 Downloads View citations (19)
    See also Working Paper (2015)
  3. Systemic risk in financial systems: A feedback approach
    Journal of Economic Behavior & Organization, 2017, 144, (C), 97-120 Downloads View citations (17)
    See also Working Paper (2017)
  4. 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 (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 (28)
    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 (26)
    See also Working Paper (2016)
  3. Network structure analysis of the Brazilian interbank market
    Emerging Markets Review, 2016, 26, (C), 130-152 Downloads View citations (43)
    See also Working Paper (2015)
  4. Structure and dynamics of the global financial network
    Chaos, Solitons & Fractals, 2016, 88, (C), 218-234 Downloads View citations (1)
    See also Working Paper (2016)
  5. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 Downloads View citations (12)

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 (22)
 
Page updated 2022-05-18