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Sergio Rubens Stancato de Souza
Sergio Rubens Stancato de Souza
Verified email at bcb.gov.br
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Year
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
1522018
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
1282014
Network structure analysis of the Brazilian interbank market
TC Silva, SRS de Souza, BM Tabak
Emerging Markets Review 26, 130-152, 2016
1092016
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
792016
Monitoring vulnerability and impact diffusion in financial networks
TC Silva, SRS Souza, BM Tabak
Journal of Economic Dynamics and Control 76, 109-135, 2017
602017
Structure and dynamics of the global financial network
TC Silva, SRS de Souza, BM Tabak
Chaos, Solitons & Fractals 88, 218-234, 2016
482016
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
462015
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
422008
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
362006
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
342018
Capital requirements, liquidity and financial stability: the case of Brazil
SRS de Souza
Journal of Financial Stability 25, 179-192, 2016
332016
Assessing systemic risk in the Brazilian interbank market
BM Tabak, SRS Souza, SM Guerra
Banco Central do Brasil Working Papers, 89, 2013
272013
Long memory testing for Fed Funds Futures’ contracts
SR Souza, BM Tabak, DO Cajueiro
Chaos, Solitons & Fractals 37 (1), 180-186, 2008
212008
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
202014
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
132019
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
62013
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
62012
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
52016
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