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Evaluating systemic risk using bank default probabilities in financial networks
Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - 2016
Persistent link: https://www.econbiz.de/10011716793
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Network structure analysis of the Brazilian interbank market
Silva, Thiago Christiano; Souza, Sergio Rubens Stancato de - In: Emerging markets review 26 (2016), pp. 130-152
Persistent link: https://www.econbiz.de/10011670895
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Monitoring vulnerability and impact diffusion in financial networks
Silva, Thiago Christiano; Souza, Sergio Rubens Stancato de - In: Journal of economic dynamics & control 76 (2017), pp. 109-135
Persistent link: https://www.econbiz.de/10011817211
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Decomposition of systemic risk drivers in evolving financial networks
Barroso, João Barata Ribeiro Blanco; Silva, Thiago … - 2016
Persistent link: https://www.econbiz.de/10011735304
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Evaluating systemic risk using bank default probabilities in financial networks
Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - In: Journal of economic dynamics & control 66 (2016), pp. 54-75
Persistent link: https://www.econbiz.de/10011708369