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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:Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Thiago Christiano Silva.

Last updated 2019-02-08. Update your information in the RePEc Author Service.

Short-id: psi682


Jump to Journal Articles

Working Papers

2018

  1. Inflation Targeting and Financial Stability: does the quality of institutions matter?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    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

2017

  1. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
    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 (15)
    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 (15)
    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 (12)
    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 (5)
  6. Why Do Vulnerability Cycles Matter in Financial Networks?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    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 (2)
  2. Monitoring Vulnerability and Impact Diffusion in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (9)
    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 (4)
    See also Journal Article in Emerging Markets Review (2016)

Journal Articles

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
  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 (1)
  3. Identifying systemic risk drivers in financial networks
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 650-674 Downloads View citations (1)
  4. Inflation targeting and financial stability: Does the quality of institutions matter?
    Economic Modelling, 2018, 71, (C), 1-15 Downloads
    See also Working Paper (2018)
  5. 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 (5)
    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 (6)
  2. Monitoring vulnerability and impact diffusion in financial networks
    Journal of Economic Dynamics and Control, 2017, 76, (C), 109-135 Downloads View citations (7)
    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 (3)
    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 (3)
    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 (15)
    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 (10)
    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 (17)
    See also Working Paper (2015)
  4. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 Downloads View citations (6)

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 (14)
 
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