Segui
Sergio Rubens Stancato de Souza
Sergio Rubens Stancato de Souza
Email verificata su bcb.gov.br
Titolo
Citata da
Citata da
Anno
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
1502018
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
1272014
Network structure analysis of the Brazilian interbank market
TC Silva, SRS de Souza, BM Tabak
Emerging Markets Review 26, 130-152, 2016
1032016
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
742016
Monitoring vulnerability and impact diffusion in financial networks
TC Silva, SRS Souza, BM Tabak
Journal of Economic Dynamics and Control 76, 109-135, 2017
532017
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
432015
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
412008
Structure and dynamics of the global financial network
TC Silva, SRS de Souza, BM Tabak
Chaos, Solitons & Fractals 88, 218-234, 2016
402016
Capital requirements, liquidity and financial stability: the case of Brazil
SRS de Souza
Journal of Financial Stability 25, 179-192, 2016
332016
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
332006
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
292018
Assessing systemic risk in the Brazilian interbank market
BM Tabak, SRS Souza, SM Guerra
Banco Central do Brasil Working Papers, 89, 2013
242013
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
192014
Connectivity and Systemic Risk in the Brazilian National Payments System
RCDEC MIRANDA, SRSDE SOUZA, BM TABAK
International Conference on SignalImage Technology & InternetBased Systems …, 2013
19*2013
Bailing in Banks: costs and benefits
SRS de Souza, TC Silva, CE de Almeida
Journal of Financial Stability 45, 100705, 2019
122019
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
7*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
72012
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
52013
Investigação da memória de longo prazo da taxa de câmbio no Brasil
DO Cajueiro, SRS de Souza
Banco Central do Brasil, 2006
52006
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20