The missing links: A global study on uncovering financial network structures from partial data K Anand, I van Lelyveld, Á Banai, S Friedrich, R Garratt, G Hałaj, J Fique, ... Journal of Financial Stability 35, 107-119, 2018 | 152 | 2018 |
Directed clustering coefficient as a measure of systemic risk in complex banking networks BM Tabak, M Takami, JMC Rocha, DO Cajueiro, SRS Souza Physica A: Statistical Mechanics and its Applications 394, 211-216, 2014 | 128 | 2014 |
Network structure analysis of the Brazilian interbank market TC Silva, SRS de Souza, BM Tabak Emerging Markets Review 26, 130-152, 2016 | 109 | 2016 |
Evaluating systemic risk using bank default probabilities in financial networks SRS de Souza, TC Silva, BM Tabak, SM Guerra Journal of Economic Dynamics and Control 66, 54-75, 2016 | 79 | 2016 |
Monitoring vulnerability and impact diffusion in financial networks TC Silva, SRS Souza, BM Tabak Journal of Economic Dynamics and Control 76, 109-135, 2017 | 60 | 2017 |
Structure and dynamics of the global financial network TC Silva, SRS de Souza, BM Tabak Chaos, Solitons & Fractals 88, 218-234, 2016 | 48 | 2016 |
Insolvency and contagion in the Brazilian interbank market SRS Souza, BM Tabak, TC Silva, SM Guerra Physica A: Statistical Mechanics and its Applications 431, 140-151, 2015 | 46 | 2015 |
Long-range dependence in exchange rates: the case of the European monetary system SRS Souza, BM Tabak, DO Cajueiro International Journal of Theoretical and Applied Finance 11 (02), 199-223, 2008 | 42 | 2008 |
Investigação da memória de longo prazo na taxa de câmbio no Brasil SRS Souza, BM Tabak, DO Cajueiro Revista Brasileira de Economia 60 (2), 193-209, 2006 | 36 | 2006 |
Identifying systemic risk drivers in financial networks JBRB Barroso, TC Silva, SRS de Souza Physica A: Statistical Mechanics and its Applications 503, 650-674, 2018 | 34 | 2018 |
Capital requirements, liquidity and financial stability: the case of Brazil SRS de Souza Journal of Financial Stability 25, 179-192, 2016 | 33 | 2016 |
Assessing systemic risk in the Brazilian interbank market BM Tabak, SRS Souza, SM Guerra Banco Central do Brasil Working Papers, 89, 2013 | 27 | 2013 |
Long memory testing for Fed Funds Futures’ contracts SR Souza, BM Tabak, DO Cajueiro Chaos, Solitons & Fractals 37 (1), 180-186, 2008 | 21 | 2008 |
Connectivity and systemic risk in the Brazilian national payments system RC Castro Miranda, SR Stancato de Souza, TC Silva, BM Tabak Journal of Complex Networks 2 (4), 585-613, 2014 | 20 | 2014 |
Connectivity and Systemic Risk in the Brazilian National Payments System RCDEC MIRANDA, SRSDE SOUZA, BM TABAK International Conference on SignalImage Technology & InternetBased Systems …, 2013 | 20* | 2013 |
Bailing in Banks: costs and benefits SRS de Souza, TC Silva, CE de Almeida Journal of Financial Stability 45, 100705, 2019 | 13 | 2019 |
Regla de Taylor y burbujas especulativas en un modelo Keynes-Minsky de fluctuaciones cíclicas JL Oreiro, SRS de Souza, CVN de Souza, KP Guedes Investigación económica 72 (283), 31-67, 2013 | 6 | 2013 |
Stress Testing Liquidity Risk: The Case of the Brazilian Banking System BM Tabak, SM Guerra, RC Miranda, SRS de Souza Central Bank of Brazil, Research Department Working Papers Series, 2012 | 6* | 2012 |
Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro BM Tabak, SM Guerra, RC Miranda, SRS de Souza Central Bank of Brazil, Research Department Working Papers Series, 2012 | 6 | 2012 |
Systemic Risk-Taking Channel of Domestic and Foreign Monetary Policy JBRB Barroso, SRS de Souza, SM Guerra Central Bank of Brazil, Research Department Working Papers Series, 2016 | 5 | 2016 |