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Details about Thiago Christiano Silva

E-mail:
Phone:+1 (240) 277-3272
Postal address:Central Bank of Brazil Research Department SBS, Quadra 3, Bloco B - Asa Sul, Brasília - DF, 70074-900, Brazil.
Workplace:Economia, Universidade Católica de Brasilia (Catholic University of Brasilia), (more information at EDIRC)
Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Thiago Christiano Silva.

Last updated 2024-12-07. Update your information in the RePEc Author Service.

Short-id: psi682


Jump to Journal Articles

Working Papers

2024

  1. COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  3. Critical Edges in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Machine Learning and Economic Forecasting: the role of international trade networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    Also in Papers, arXiv.org (2024) Downloads

    See also Journal Article Machine learning and economic forecasting: The role of international trade networks, Physica A: Statistical Mechanics and its Applications, Elsevier (2024) Downloads (2024)
  5. Network Analysis of Exchange Rate Shocks: implications for financial stability in Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2023

  1. Labor Market and Systemic Risk: a network-based approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  2. The Value of Clean Water: Evidence from an Environmental Disaster
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2023) Downloads

2022

  1. Covid-19 and market power in local credit markets: the role of digitalization
    BIS Working Papers, Bank for International Settlements Downloads
  2. Creditor Rights and Bank Competition
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  3. Decentralized Market Power in Credit Markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article Efficiency-stability trade-off in financial systems: A multi-objective optimization approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2023) Downloads (2023)
  5. Nestedness in the Brazilian Financial System
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2021

  1. COVID-19 and Local Market Power in Credit Markets
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
  2. Credit Allocation When Private Banks Distribute Government Loans
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)
  3. Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article Does the default pecking order impact systemic risk? Evidence from Brazilian data, European Journal of Operational Research, Elsevier (2023) Downloads View citations (2) (2023)
  4. Is Corporate Credit Risk Propagated to Employees?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  5. The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads

2020

  1. Economic Resilience: spillovers, courts, and vertical integration
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)
  2. Financial Intermediation, Human Capital Development and Economic Growth
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  3. Housing Collateral Reform and Economic Reallocation
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  4. Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers
    Papers, arXiv.org Downloads View citations (1)

2019

  1. Bailing in Banks: costs and benefits
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
    See also Journal Article Bailing in Banks: costs and benefits, Journal of Financial Stability, Elsevier (2019) Downloads View citations (1) (2019)
  2. Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (18)
  3. Fiscal Risk and Financial Fragility
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
    See also Journal Article Fiscal risk and financial fragility, Emerging Markets Review, Elsevier (2020) Downloads View citations (1) (2020)
  4. Growth and Activity Diversification: the impact of financing non-traditional local activities
    Working Papers Series, Central Bank of Brazil, Research Department Downloads
  5. The Finance-Growth Nexus: the role of banks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)
    See also Journal Article The finance-growth nexus: The role of banks, Economic Systems, Elsevier (2021) Downloads View citations (5) (2021)
  6. Winners and Losers When Private Banks Distribute Government Loans: Evidence from Earmarked Credit in Brazil
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)

2018

  1. Inflation Targeting and Financial Stability: does the quality of institutions matter?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (28)
    See also Journal Article Inflation targeting and financial stability: Does the quality of institutions matter?, Economic Modelling, Elsevier (2018) Downloads View citations (27) (2018)
  2. Interconnectedness, Firm Resilience and Monetary Policy
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)

2017

  1. Systemic Risk in Financial Systems: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (37)
    See also Journal Article Systemic risk in financial systems: A feedback approach, Journal of Economic Behavior & Organization, Elsevier (2017) Downloads View citations (35) (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 (24)
    See also Journal Article The missing links: A global study on uncovering financial network structures from partial data, Journal of Financial Stability, Elsevier (2018) Downloads View citations (39) (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 (38)
    See also Journal Article Evaluating systemic risk using bank default probabilities in financial networks, Journal of Economic Dynamics and Control, Elsevier (2016) Downloads View citations (38) (2016)
  3. Financial Networks, Bank Efficiency and Risk-Taking
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (39)
    See also Journal Article Financial networks, bank efficiency and risk-taking, Journal of Financial Stability, Elsevier (2016) Downloads View citations (32) (2016)
  4. Modeling Financial Networks: a feedback approach
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (4)
  5. Structure and Dynamics of the Global Financial Network
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (19)
    See also Journal Article Structure and dynamics of the global financial network, Chaos, Solitons & Fractals, Elsevier (2016) Downloads View citations (17) (2016)
  6. Why Do Vulnerability Cycles Matter in Financial Networks?
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (2)
    See also Journal Article Why do vulnerability cycles matter in financial networks?, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) Downloads View citations (5) (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 (3)
  2. Monitoring Vulnerability and Impact Diffusion in Financial Networks
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (12)
    See also Journal Article Monitoring vulnerability and impact diffusion in financial networks, Journal of Economic Dynamics and Control, Elsevier (2017) Downloads View citations (24) (2017)
  3. Network Structure Analysis of the Brazilian Interbank Market
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (9)
    See also Journal Article Network structure analysis of the Brazilian interbank market, Emerging Markets Review, Elsevier (2016) Downloads View citations (59) (2016)

Journal Articles

2024

  1. Covid-19 and education: a study with undergraduate students
    Empirical Economics, 2024, 66, (2), 763-784 Downloads
  2. Economic performance of exporting sectors: Evidence for manufacturing in Brazil
    Economic Systems, 2024, 48, (2) Downloads
  3. Fast payment, credit and bank diversification: the impact of Pix adoption on the local credit market structure
    EconomiA, 2024, 25, (2), 377-392 Downloads
  4. Machine learning and economic forecasting: The role of international trade networks
    Physica A: Statistical Mechanics and its Applications, 2024, 649, (C) Downloads
    See also Working Paper Machine Learning and Economic Forecasting: the role of international trade networks, Working Papers Series (2024) Downloads (2024)
  5. Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning
    Energy Economics, 2024, 136, (C) Downloads
  6. Market Power and the Transmission of Loan Subsidies
    The Review of Corporate Finance Studies, 2024, 13, (4), 931-965 Downloads
  7. Real effects of direct cash transfers shocks: evidence from one of the largest social welfare programs in the world
    Applied Economics, 2024, 56, (12), 1408-1422 Downloads
  8. Using word embedding to detect keywords in texts modeled as complex networks
    Scientometrics, 2024, 129, (7), 3599-3623 Downloads

2023

  1. Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission
    IJERPH, 2023, 20, (18), 1-19 Downloads
  2. COVID-19 and bank branch lending: The moderating effect of digitalization
    Journal of Banking & Finance, 2023, 152, (C) Downloads View citations (6)
  3. Does the default pecking order impact systemic risk? Evidence from Brazilian data
    European Journal of Operational Research, 2023, 309, (3), 1379-1391 Downloads View citations (2)
    See also Working Paper Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data, Working Papers Series (2021) Downloads (2021)
  4. Efficiency-stability trade-off in financial systems: A multi-objective optimization approach
    Physica A: Statistical Mechanics and its Applications, 2023, 629, (C) Downloads
    See also Working Paper Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach, Working Papers Series (2022) Downloads (2022)
  5. Oil Sector and Sentiment Analysis—A Review
    Energies, 2023, 16, (12), 1-29 Downloads
  6. The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions
    Environmental & Resource Economics, 2023, 84, (2), 559-591 Downloads View citations (1)
  7. The Intersection of Health Literacy and Public Health: A Machine Learning-Enhanced Bibliometric Investigation
    IJERPH, 2023, 20, (20), 1-18 Downloads View citations (1)
  8. The effect of interconnectivity on stock returns during the Global Financial Crisis
    The North American Journal of Economics and Finance, 2023, 67, (C) Downloads View citations (4)
  9. Tourism and the economy: evidence from Brazil
    Current Issues in Tourism, 2023, 26, (6), 851-862 Downloads View citations (1)
  10. Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine
    Research in International Business and Finance, 2023, 65, (C) Downloads View citations (9)

2022

  1. Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock
    The Quarterly Review of Economics and Finance, 2022, 84, (C), 324-336 Downloads View citations (1)
  2. Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil
    Emerging Markets Finance and Trade, 2022, 58, (4), 965-996 Downloads View citations (2)
  3. Hedging commodities in times of distress: The case of COVID‐19
    Journal of Futures Markets, 2022, 42, (10), 1941-1959 Downloads View citations (4)
  4. Indirect and direct effects of the subprime crisis on the real sector: labor market migration
    Empirical Economics, 2022, 62, (3), 1407-1438 Downloads View citations (2)
  5. The role of externalities in fiscal efficiency
    Empirical Economics, 2022, 62, (6), 2827-2864 Downloads
  6. The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil
    Physica A: Statistical Mechanics and its Applications, 2022, 601, (C) Downloads
  7. The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic
    Journal of International Financial Markets, Institutions and Money, 2022, 79, (C) Downloads View citations (4)

2021

  1. Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach
    Physica A: Statistical Mechanics and its Applications, 2021, 562, (C) Downloads View citations (4)
  2. Financing choice and local economic growth: evidence from Brazil
    Journal of Economic Growth, 2021, 26, (3), 329-357 Downloads View citations (6)
  3. High-frequency return and volatility spillovers among cryptocurrencies
    Applied Economics, 2021, 53, (37), 4310-4328 Downloads View citations (20)
  4. The drivers of systemic risk in financial networks: a data-driven machine learning analysis
    Chaos, Solitons & Fractals, 2021, 153, (P1) Downloads View citations (11)
  5. The finance-growth nexus: The role of banks
    Economic Systems, 2021, 45, (1) Downloads View citations (5)
    See also Working Paper The Finance-Growth Nexus: the role of banks, Working Papers Series (2019) Downloads View citations (1) (2019)

2020

  1. Applications of Machine Learning Methods in Complex Economics and Financial Networks
    Complexity, 2020, 2020, 1-2 Downloads
  2. Comparing the impact of subfields in scientific journals
    Scientometrics, 2020, 125, (1), 625-639 Downloads View citations (4)
  3. Fiscal risk and financial fragility
    Emerging Markets Review, 2020, 45, (C) Downloads View citations (1)
    See also Working Paper Fiscal Risk and Financial Fragility, Working Papers Series (2019) Downloads (2019)
  4. Internet access in recessionary periods: The case of Brazil
    Physica A: Statistical Mechanics and its Applications, 2020, 537, (C) Downloads View citations (3)
  5. Micro-level transmission of monetary policy shocks: The trading book channel
    Journal of Economic Behavior & Organization, 2020, 179, (C), 279-298 Downloads View citations (7)
  6. Overconfidence and the 2D:4D ratio
    Journal of Behavioral and Experimental Finance, 2020, 25, (C) Downloads View citations (3)

2019

  1. Bailing in Banks: costs and benefits
    Journal of Financial Stability, 2019, 45, (C) Downloads View citations (1)
    See also Working Paper Bailing in Banks: costs and benefits, Working Papers Series (2019) Downloads View citations (3) (2019)
  2. Financial Networks 2019
    Complexity, 2019, 2019, 1-2 Downloads
  3. Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies
    Complexity, 2019, 2019, 1-14 Downloads View citations (1)

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 View citations (1)
  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 (39)
  3. Financial Networks
    Complexity, 2018, 2018, 1-2 Downloads View citations (19)
  4. Identifying systemic risk drivers in financial networks
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 650-674 Downloads View citations (14)
  5. Inflation targeting and financial stability: Does the quality of institutions matter?
    Economic Modelling, 2018, 71, (C), 1-15 Downloads View citations (27)
    See also Working Paper Inflation Targeting and Financial Stability: does the quality of institutions matter?, Working Papers Series (2018) Downloads View citations (28) (2018)
  6. 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 (39)
    See also Working Paper The missing links: A global study on uncovering financial network structures from partial data, ESRB Working Paper Series (2017) Downloads View citations (24) (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 (27)
  2. Monitoring vulnerability and impact diffusion in financial networks
    Journal of Economic Dynamics and Control, 2017, 76, (C), 109-135 Downloads View citations (24)
    See also Working Paper Monitoring Vulnerability and Impact Diffusion in Financial Networks, Working Papers Series (2015) Downloads View citations (12) (2015)
  3. Systemic risk in financial systems: A feedback approach
    Journal of Economic Behavior & Organization, 2017, 144, (C), 97-120 Downloads View citations (35)
    See also Working Paper Systemic Risk in Financial Systems: a feedback approach, Working Papers Series (2017) Downloads View citations (37) (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 (5)
    See also Working Paper Why Do Vulnerability Cycles Matter in Financial Networks?, Working Papers Series (2016) Downloads View citations (2) (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 (38)
    See also Working Paper Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks, Working Papers Series (2016) Downloads View citations (38) (2016)
  2. Financial networks, bank efficiency and risk-taking
    Journal of Financial Stability, 2016, 25, (C), 247-257 Downloads View citations (32)
    See also Working Paper Financial Networks, Bank Efficiency and Risk-Taking, Working Papers Series (2016) Downloads View citations (39) (2016)
  3. Network structure analysis of the Brazilian interbank market
    Emerging Markets Review, 2016, 26, (C), 130-152 Downloads View citations (59)
    See also Working Paper Network Structure Analysis of the Brazilian Interbank Market, Working Papers Series (2015) Downloads View citations (9) (2015)
  4. Structure and dynamics of the global financial network
    Chaos, Solitons & Fractals, 2016, 88, (C), 218-234 Downloads View citations (17)
    See also Working Paper Structure and Dynamics of the Global Financial Network, Working Papers Series (2016) Downloads View citations (19) (2016)
  5. Systemic risk measures
    Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 329-342 Downloads View citations (14)

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 (24)
 
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