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Michel Alexandre

Personal Details

First Name:Michel
Middle Name:
Last Name:Alexandre
Suffix:
RePEc Short-ID:pal1179
[This author has chosen not to make the email address public]

Affiliation

(20%) Faculdade de Economia, Administração e Contabilidade
Universidade de São Paulo

São Paulo, Brazil
http://www.fea.usp.br/
RePEc:edi:feuspbr (more details at EDIRC)

(40%) Instituto Brasileiro de Ensino, Desenvolvimento e Pesquisa (IDP)

Brasília, Brazil
https://www.idp.edu.br/
RePEc:edi:idpbrbr (more details at EDIRC)

(40%) Banco Central do Brasil

Brasília, Brazil
http://www.bcb.gov.br/
RePEc:edi:bcbgvbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nikolas Schiozer & Gilberto Tadeu Lima & Michel Alexandre, 2024. "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Working Papers, Department of Economics 2024_26, University of São Paulo (FEA-USP).
  2. Michel Alexandre & Thiago Christiano Silva & Francisco Aparecido Rodrigues, 2024. "Critical Edges in Financial Networks," Working Papers Series 594, Central Bank of Brazil, Research Department.
  3. Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023. "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics 2023_13, University of São Paulo (FEA-USP).
  4. Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
  5. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.
  6. Michel Alexandre & Krzystof Michalak & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach," Working Papers Series 568, Central Bank of Brazil, Research Department.
  7. Michel Alexandre & Felipe Jordão Xavier & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Nestedness in the Brazilian Financial System," Working Papers Series 566, Central Bank of Brazil, Research Department.
  8. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  9. Michel Alexandre & Kau^e Lopes de Moraes & Francisco Aparecido Rodrigues, 2021. "Risk-dependent centrality in the Brazilian stock market," Papers 2103.09059, arXiv.org.
  10. Michel Alexandre & Thiago Christiano Silva & Krzysztof Michalak & Francisco A. Rodrigues, 2021. "Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data," Working Papers Series 557, Central Bank of Brazil, Research Department.
  11. Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021. "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series 556, Central Bank of Brazil, Research Department.
  12. Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
  13. Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018. "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series 478, Central Bank of Brazil, Research Department.
  14. Michel Alexandre da Silva & Giovani Antônio Silva Brito & Theo Cotrim Martins, 2018. "Default Contagion among Credit Types: evidence from Brazilian data," Working Papers Series 476, Central Bank of Brazil, Research Department.
  15. Alexandre, Michel & Antônio Silva Brito, Giovani & Cotrim Martins, Theo, 2017. "Default contagion among credit modalities: evidence from Brazilian data," MPRA Paper 76859, University Library of Munich, Germany.
  16. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017. "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series 461, Central Bank of Brazil, Research Department.
  17. Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016. "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 039, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  18. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016. "Modeling Financial Networks: a feedback approach," Working Papers Series 438, Central Bank of Brazil, Research Department.
  19. Michel Alexandre da Silva, 2011. "Endogenouscategorization and neighborhood effects," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 213, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  20. Michel Alexandre da Silva, 2011. "Impacto do Sistema Cooperativo de Crédito na Eficiência do Sistema Financeiro Nacional," Working Papers Series 246, Central Bank of Brazil, Research Department.
  21. Alexandre, Michel, 2011. "Endogenous categorization and group inequality," MPRA Paper 33239, University Library of Munich, Germany.
  22. Michel Alexandre & Ciro Biderman & Gilberto Tadeu Lima, 2004. "Distribuição Regional Do Crédito Bancário E Convergência No Crescimento Estadual Brasileiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 124, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  23. Canuto, Otaviano & Alexandre, Michel & Lima, Gilberto Tadeu, 2003. "Investimentos externos em serviços e efeitos potenciais da negociação da ALCA," Estudios y Perspectivas – Oficina de la CEPAL en Brasilia 4831, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  24. Canuto, Otaviano & Alexandre, Michel & Lima, Gilberto Tadeu, 2003. "Capitais estrangeiros em serviços no Brasil e impactos potenciais da negociação da ALCA," Oficina de la CEPAL en Brasilia (Estudios e Investigaciones) 28366, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

Articles

  1. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
  2. Alexandre, Michel & Silva, Thiago Christiano & Michalak, Krzysztof & Rodrigues, Francisco Aparecido, 2023. "Does the default pecking order impact systemic risk? Evidence from Brazilian data," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1379-1391.
  3. Alexandre, Michel & Michalak, Krzysztof & Silva, Thiago Christiano & Rodrigues, Francisco A., 2023. "Efficiency-stability trade-off in financial systems: A multi-objective optimization approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
  4. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023. "The financial network channel of monetary policy transmission: an agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.
  5. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
  6. Michel Alexandre & Gilberto Tadeu Lima, 2020. "Combining monetary policy and prudential regulation: an agent-based modeling approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.
  7. Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2020. "Micro-level transmission of monetary policy shocks: The trading book channel," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 279-298.
  8. Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda, 2018. "Bank lending and systemic risk: A financial-real sector network approach with feedback," Journal of Financial Stability, Elsevier, vol. 38(C), pages 98-118.
  9. Silva, Thiago Christiano & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2017. "Systemic risk in financial systems: A feedback approach," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 97-120.
  10. Michel Alexandre, 2015. "Endogenous categorization and group inequality," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 42(3), pages 276-295, March.
  11. Michel Alexandre & Ciro Biderman & Gilberto Tadeu Lima, 2008. "Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 9(3), pages 457-490.
  12. Michel Alexandre & Gilberto Tadeu Lima Otaviano Canuto & Otaviano Canuto, 2006. "Determinantes das decisões locacionais da atividade financeira [Determinants of financial sector location decisions]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 16(2), pages 243-263, May-Augus.
  13. Michel Alexandre & Gilberto Tadeu Lima & Otaviano Canuto, 2005. "Distribuição espacial da atividade bancária no Brasil: dimensões e indicadores [Spatial distribution of banking activity in Brazil - dimensions and indicators]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 15(1), pages 11-33, January-A.
  14. Michel Alexandre & Giovani A. S. Brito & Theo C. Martins, . "Default contagion among credit modalities: evidence from Brazilian data," Journal of Credit Risk, Journal of Credit Risk.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Li, Zhinan & Pei, Shan & Li, Ting & Wang, Yu, 2023. "Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    2. Andrea Boitani & Lorenzo Di Domenico & Giorgio Ricchiuti, 2024. "Monetary policy and inequality: an heterogenous agents’ approach," DISCE - Working Papers del Dipartimento di Economia e Finanza def133, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

  2. Michel Alexandre & Thiago Christiano Silva & Krzysztof Michalak & Francisco A. Rodrigues, 2021. "Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data," Working Papers Series 557, Central Bank of Brazil, Research Department.

    Cited by:

    1. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
    2. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.
    3. Michel Alexandre & Thiago Christiano Silva & Francisco Aparecido Rodrigues, 2024. "Critical Edges in Financial Networks," Working Papers Series 594, Central Bank of Brazil, Research Department.

  3. Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018. "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series 478, Central Bank of Brazil, Research Department.

    Cited by:

    1. Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2019. "Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 55-66.

  4. Michel Alexandre da Silva & Giovani Antônio Silva Brito & Theo Cotrim Martins, 2018. "Default Contagion among Credit Types: evidence from Brazilian data," Working Papers Series 476, Central Bank of Brazil, Research Department.

    Cited by:

    1. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.

  5. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017. "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series 461, Central Bank of Brazil, Research Department.

    Cited by:

    1. Heuver, Richard A. & Berndsen, Ron J., 2022. "Liquidity coverage ratio in a payment network: Uncovering contagion paths," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
    2. Rosanna Grassi & Paolo Bartesaghi & Gian Paolo Clemente & Duc Thi Luu, 2021. "The multilayer architecture of the global input-output network and its properties," Papers 2109.02946, arXiv.org, revised Nov 2022.
    3. Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021. "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series 556, Central Bank of Brazil, Research Department.
    4. Sánchez García, Javier & Cruz Rambaud, Salvador, 2023. "Inflation and systemic risk: A network econometric model," Finance Research Letters, Elsevier, vol. 56(C).
    5. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
    6. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
    7. Mustafa Hakan Eratalay & Ariana Paola Cortés à ngel, 2022. "The Impact Of Esg Ratings On The Systemic Risk Of European Blue-Chip Firms," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 139, Faculty of Economics and Business Administration, University of Tartu (Estonia).
    8. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.
    9. Wissam AlAli & c{C}au{g}{i}n Ararat, 2024. "Systemic values-at-risk and their sample-average approximations," Papers 2408.08511, arXiv.org.
    10. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    11. Jing, Zhongbo & Liu, Zhidong & Qi, Liyao & Zhang, Xuan, 2022. "Spillover effects of banking systemic risk on firms in China: A financial cycle analysis," International Review of Financial Analysis, Elsevier, vol. 82(C).
    12. Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias, 2014. "The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks," Working Papers Series 350, Central Bank of Brazil, Research Department.
    13. Peilong Shen & Zhinan Li, 2020. "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 845-865, October.
    14. Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda, 2018. "Bank lending and systemic risk: A financial-real sector network approach with feedback," Journal of Financial Stability, Elsevier, vol. 38(C), pages 98-118.
    15. X. Zhang & L. D. Valdez & H. E. Stanley & L. A. Braunstein, 2019. "Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach," Complexity, Hindawi, vol. 2019, pages 1-11, December.
    16. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2019. "Financial Networks 2019," Complexity, Hindawi, vol. 2019, pages 1-2, December.
    17. Jiang, Yonghong & Wu, Lanxin & Tian, Gengyu & Nie, He, 2021. "Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    18. Silva, Thiago Christiano & Coelho, Florângela Cunha & Ehrl, Philipp & Tabak, Benjamin Miranda, 2020. "Internet access in recessionary periods: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    19. Jiang, Cheng & Sun, Qian & Ye, Tanglin & Wang, Qingyun, 2023. "Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
    20. Yan, Chun & Ding, Yi & Liu, Wei & Liu, Xinhong & Liu, Jiahui, 2023. "Multilayer interbank networks and systemic risk propagation: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 628(C).
    21. Biswas, Swarnava S. & Gómez, Fabiana, 2018. "Contagion through common borrowers," Journal of Financial Stability, Elsevier, vol. 39(C), pages 125-132.
    22. Hałaj, Grzegorz, 2020. "Resilience of Canadian banks to funding liquidity shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    23. Cao, Jie & Wen, Fenghua & Stanley, H. Eugene & Wang, Xiong, 2021. "Multilayer financial networks and systemic importance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
    24. Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
    25. Ștefan Ionescu & Nora Chiriță & Ionuț Nica & Camelia Delcea, 2023. "An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans," Sustainability, MDPI, vol. 15(15), pages 1-32, August.
    26. Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
    27. Yubin Huangfu & Haibo Yu & Zuoji Dong & Yingman Wang, 2024. "Research on the Risk Spillover among the Real Economy, Real Estate Market, and Financial System: Evidence from China," Land, MDPI, vol. 13(6), pages 1-26, June.
    28. Thiago Christiano Silva & Carlos Eduardo de Almeida & Solange Maria Guerra & Benjamin Miranda Tabak, 2024. "COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil," Working Papers Series 601, Central Bank of Brazil, Research Department.
    29. Le, Richard & Ku, Hyejin, 2022. "Reducing systemic risk in a multi-layer network using reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
    30. Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Carlos Eduardo de Almeida, 2019. "Bailing in Banks: costs and benefits," Working Papers Series 504, Central Bank of Brazil, Research Department.
    31. Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
    32. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    33. Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018. "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series 478, Central Bank of Brazil, Research Department.
    34. Xiaoming Zhang & Chunyan Wei & Stefano Zedda, 2019. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach," Sustainability, MDPI, vol. 12(1), pages 1-15, December.
    35. Pang, Congyuan & Fan, Hong, 2024. "Risk amplification effect of multilayer financial networks: Feedback mechanism or cyclic structure?," Economics Letters, Elsevier, vol. 242(C).
    36. Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2020. "Micro-level transmission of monetary policy shocks: The trading book channel," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 279-298.

  6. Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016. "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 039, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 2023/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    3. Salle, Isabelle & Seppecher, Pascal, 2018. "Stabilizing an unstable complex economy on the limitations of simple rules," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 289-317.
    4. Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
    5. Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    6. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2024. "The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model," Bank of England working papers 1066, Bank of England.
    7. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Documents de Travail de l'OFCE 2020-14, Observatoire Francais des Conjonctures Economiques (OFCE).
    8. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model," MPRA Paper 70371, University Library of Munich, Germany.
    9. Isabelle Salle & Pascal Seppecher, 2017. "Stabilizing an Unstable Complex Economy," Working Papers hal-01527740, HAL.
    10. Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-69.
    11. Douglas Silveira & Ricardo B. L. M. Oscar, 2024. "Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2097-2129, October.
    12. Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    13. Torsten Trimborn & Philipp Otte & Simon Cramer & Maximilian Beikirch & Emma Pabich & Martin Frank, 2020. "SABCEMM: A Simulator for Agent-Based Computational Economic Market Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 707-744, February.
    14. Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy (IfW Kiel).
    15. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    16. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    17. Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
    18. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    19. Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O., 2022. "The impacts of interest rates on banks’ loan portfolio risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    20. Torsten Trimborn & Philipp Otte & Simon Cramer & Max Beikirch & Emma Pabich & Martin Frank, 2018. "SABCEMM-A Simulator for Agent-Based Computational Economic Market Models," Papers 1801.01811, arXiv.org, revised Oct 2018.

  7. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2016. "Modeling Financial Networks: a feedback approach," Working Papers Series 438, Central Bank of Brazil, Research Department.

    Cited by:

    1. Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2017. "Systemic Risk in Financial Systems: a feedback approach," Working Papers Series 461, Central Bank of Brazil, Research Department.
    2. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2017. "Why do vulnerability cycles matter in financial networks?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 592-606.
    3. Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Journal of Financial Stability, Elsevier, vol. 35(C), pages 120-135.

  8. Michel Alexandre & Ciro Biderman & Gilberto Tadeu Lima, 2004. "Distribuição Regional Do Crédito Bancário E Convergência No Crescimento Estadual Brasileiro," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 124, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Daniel Reichstul & Gilberto Tadeu Lima, 2005. "Crédito Bancário E Atividade Econômica: Evidências Empíricas Para A Produção Industrial No Estado De São Paulo," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 119, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

Articles

  1. Alexandre, Michel & Silva, Thiago Christiano & Michalak, Krzysztof & Rodrigues, Francisco Aparecido, 2023. "Does the default pecking order impact systemic risk? Evidence from Brazilian data," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1379-1391.
    See citations under working paper version above.
  2. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023. "The financial network channel of monetary policy transmission: an agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.
    See citations under working paper version above.
  3. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).

    Cited by:

    1. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
    2. Shi, Tao & Li, Chongyang & Wanyan, Hong & Xu, Ying & Zhang, Wei, 2022. "The lending risk predicting of the folk informal financial organization from big data using the deep learning hybrid model," Finance Research Letters, Elsevier, vol. 50(C).
    3. Clemente, Gian Paolo & Cornaro, Alessandra, 2022. "A multilayer approach for systemic risk in the insurance sector," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    4. Lei Li & Kun Qin & Desheng Wu, 2023. "A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks," Sustainability, MDPI, vol. 15(7), pages 1-16, April.
    5. Yang, Ming-Yuan & Wang, Chengjin & Wu, Zhen-Guo & Wu, Xin & Zheng, Chengsi, 2023. "Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network," Finance Research Letters, Elsevier, vol. 57(C).
    6. Alexandre, Michel & Silva, Thiago Christiano & Michalak, Krzysztof & Rodrigues, Francisco Aparecido, 2023. "Does the default pecking order impact systemic risk? Evidence from Brazilian data," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1379-1391.
    7. Michel Alexandre & Krzystof Michalak & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach," Working Papers Series 568, Central Bank of Brazil, Research Department.
    8. Zhang, Dongyang & Wang, Cao & Wang, Yizhi, 2024. "Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict," Energy Economics, Elsevier, vol. 132(C).
    9. Lv, Jiamin & Ben, Shenglin & Huang, Wenli & Xu, Yueling, 2023. "How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    10. Qureshi, Anum & Rizwan, Muhammad Suhail & Ahmad, Ghufran & Ashraf, Dawood, 2022. "Russia–Ukraine war and systemic risk: Who is taking the heat?," Finance Research Letters, Elsevier, vol. 48(C).
    11. Wu, Jian & Qiu, Tian & Chen, Guang, 2024. "A general deep-learning approach to node importance identification," Chaos, Solitons & Fractals, Elsevier, vol. 188(C).
    12. Michel Alexandre & Thiago Christiano Silva & Francisco Aparecido Rodrigues, 2024. "Critical Edges in Financial Networks," Working Papers Series 594, Central Bank of Brazil, Research Department.
    13. Michel Alexandre & Felipe Jordão Xavier & Thiago Christiano Silva & Francisco A. Rodrigues, 2022. "Nestedness in the Brazilian Financial System," Working Papers Series 566, Central Bank of Brazil, Research Department.

  4. Michel Alexandre & Gilberto Tadeu Lima, 2020. "Combining monetary policy and prudential regulation: an agent-based modeling approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.
    See citations under working paper version above.
  5. Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2020. "Micro-level transmission of monetary policy shocks: The trading book channel," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 279-298.

    Cited by:

    1. Heuver, Richard A. & Berndsen, Ron J., 2022. "Liquidity coverage ratio in a payment network: Uncovering contagion paths," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
    2. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Amancio, Diego R., 2024. "Machine learning and economic forecasting: The role of international trade networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 649(C).
    3. Husain, Afzol & Karim, Sitara & Sensoy, Ahmet, 2024. "Financial fusion: Bridging Islamic and Green investments in the European stock market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    4. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).

  6. Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda, 2018. "Bank lending and systemic risk: A financial-real sector network approach with feedback," Journal of Financial Stability, Elsevier, vol. 38(C), pages 98-118.

    Cited by:

    1. Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
    2. Hassan Dargahi & Mehdi Hadian, 2022. "Oil shocks, financial stability and implementing macroeconomics and macro‐prudential policies in an oil‐exporting economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2481-2496, April.
    3. Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021. "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series 556, Central Bank of Brazil, Research Department.
    4. Olivier Accominotti & Delio Lucena-Piquero & Stefano Ugolini, 2023. "Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach," Post-Print hal-04160805, HAL.
    5. Sánchez García, Javier & Cruz Rambaud, Salvador, 2023. "Inflation and systemic risk: A network econometric model," Finance Research Letters, Elsevier, vol. 56(C).
    6. Alexandre, Michel & Silva, Thiago Christiano & Tabak, Benjamin Miranda, 2024. "The labor market channel of systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).
    7. Feng, Yun & Hou, Weijie & Song, Yuping, 2023. "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, vol. 119(C).
    8. Lei Song & Yu Chen, 2025. "Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-45, December.
    9. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
    10. Roncoroni, Alan & Battiston, Stefano & D’Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2021. "Interconnected banks and systemically important exposures," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    11. Michel Alexandre & Thiago Christiano Silva, 2023. "Labor Market and Systemic Risk: a network-based approach," Working Papers Series 584, Central Bank of Brazil, Research Department.
    12. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    13. Landaberry, Victoria & Caccioli, Fabio & Rodriguez-Martinez, Anahi & Baron, Andrea & Martinez-Jaramillo, Serafin & Lluberas, Rodrigo, 2021. "The contribution of the intra-firm exposures network to systemic risk," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
    14. Giovanni Carnazza & Pierluigi Vellucci, 2022. "Network analysis and Eurozone trade imbalances," Papers 2209.09837, arXiv.org.
    15. Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias, 2014. "The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks," Working Papers Series 350, Central Bank of Brazil, Research Department.
    16. Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    17. Zhang, Xingmin & Fu, Qiang & Lu, Liping & Wang, Qingyu & Zhang, Shuai, 2021. "Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks," Journal of Financial Stability, Elsevier, vol. 53(C).
    18. Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy, 2019. "Financial Networks 2019," Complexity, Hindawi, vol. 2019, pages 1-2, December.
    19. Deev, Oleg & Lyócsa, Štefan, 2020. "Connectedness of financial institutions in Europe: A network approach across quantiles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
    20. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).
    21. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    22. Mariya Gubareva, 2019. "Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework," Complexity, Hindawi, vol. 2019, pages 1-19, July.
    23. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
    24. Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    25. Biswas, Swarnava S. & Gómez, Fabiana, 2018. "Contagion through common borrowers," Journal of Financial Stability, Elsevier, vol. 39(C), pages 125-132.
    26. Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
    27. Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022. "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 324-336.
    28. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
    29. Kanno, Masayasu, 2020. "Credit rating migration risk and interconnectedness in a corporate lending network," Research in International Business and Finance, Elsevier, vol. 54(C).
    30. Yanquen, Eduardo & Livan, Giacomo & Montañez-Enriquez, Ricardo & Martinez-Jaramillo, Serafin, 2022. "Measuring systemic risk for bank credit networks: A multilayer approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
    31. Zhang, Yan & Xu, Yushi & Zhu, Xintong & Huang, Jionghao, 2024. "Coal price shock propagation through sectoral financial interconnectedness in China's stock market: Quantile coherency network modelling and shock decomposition analysis," Journal of Commodity Markets, Elsevier, vol. 34(C).
    32. Thiago Christiano Silva & Carlos Eduardo de Almeida & Solange Maria Guerra & Benjamin Miranda Tabak, 2024. "COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil," Working Papers Series 601, Central Bank of Brazil, Research Department.
    33. Chen, Yan & Wang, Gang-Jin & Zhu, You & Xie, Chi & Uddin, Gazi Salah, 2023. "Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China," Global Finance Journal, Elsevier, vol. 58(C).
    34. Téllez-León, Isela-Elizabeth & Martínez-Jaramillo, Serafín & O. L. Escobar-Farfán, Luis & Hochreiter, Ronald, 2021. "How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?," Journal of Financial Stability, Elsevier, vol. 55(C).
    35. Wang, Xiaoting & Hou, Siyuan & Shen, Jie, 2021. "Default clustering of the nonfinancial sector and systemic risk: Evidence from China," Economic Modelling, Elsevier, vol. 96(C), pages 196-208.
    36. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
    37. Shuyue Jin & Lei Song & Lei Shu & Qifeng Gao & Yu Chen, 2024. "Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data," Empirical Economics, Springer, vol. 67(6), pages 2539-2564, December.
    38. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    39. Tuong Le & Minh Thanh Vo & Bay Vo & Mi Young Lee & Sung Wook Baik, 2019. "A Hybrid Approach Using Oversampling Technique and Cost-Sensitive Learning for Bankruptcy Prediction," Complexity, Hindawi, vol. 2019, pages 1-12, August.

  7. Silva, Thiago Christiano & da Silva, Michel Alexandre & Tabak, Benjamin Miranda, 2017. "Systemic risk in financial systems: A feedback approach," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 97-120.
    See citations under working paper version above.
  8. Michel Alexandre & Ciro Biderman & Gilberto Tadeu Lima, 2008. "Distribuição Regional do Crédito Bancário e Convergência no Crescimento Estadual Brasileiro," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 9(3), pages 457-490.
    See citations under working paper version above.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (10) 2011-08-29 2017-02-26 2017-08-20 2018-05-07 2021-11-08 2021-11-08 2022-02-07 2022-02-21 2022-10-24 2022-10-24. Author is listed
  2. NEP-CMP: Computational Economics (7) 2015-08-30 2016-06-14 2019-09-02 2021-11-08 2022-02-07 2022-02-21 2023-09-25. Author is listed
  3. NEP-NET: Network Economics (7) 2016-06-04 2018-08-20 2021-11-08 2022-02-07 2022-02-21 2022-10-24 2024-09-09. Author is listed
  4. NEP-MAC: Macroeconomics (6) 2015-08-30 2018-01-01 2018-08-20 2019-09-02 2022-02-07 2022-02-21. Author is listed
  5. NEP-MON: Monetary Economics (6) 2015-08-30 2016-06-14 2018-01-01 2018-08-20 2022-02-07 2022-02-21. Author is listed
  6. NEP-CBA: Central Banking (5) 2015-08-30 2018-01-01 2018-08-20 2022-02-07 2022-02-21. Author is listed
  7. NEP-RMG: Risk Management (5) 2017-08-20 2021-03-22 2021-11-08 2021-11-08 2023-10-23. Author is listed
  8. NEP-BIG: Big Data (4) 2021-11-08 2023-09-25 2023-12-04 2024-09-09
  9. NEP-FMK: Financial Markets (3) 2017-08-20 2021-03-22 2023-12-04
  10. NEP-HME: Heterodox Microeconomics (3) 2019-09-02 2022-02-07 2022-02-21
  11. NEP-ORE: Operations Research (3) 2021-11-08 2022-02-07 2022-02-21
  12. NEP-GTH: Game Theory (2) 2023-09-25 2024-09-09
  13. NEP-PAY: Payment Systems and Financial Technology (2) 2018-05-07 2022-10-24
  14. NEP-AIN: Artificial Intelligence (1) 2023-09-25
  15. NEP-CWA: Central and Western Asia (1) 2022-02-07
  16. NEP-DGE: Dynamic General Equilibrium (1) 2024-11-25
  17. NEP-ETS: Econometric Time Series (1) 2023-12-04
  18. NEP-EVO: Evolutionary Economics (1) 2011-09-16
  19. NEP-FDG: Financial Development and Growth (1) 2022-02-07
  20. NEP-FOR: Forecasting (1) 2023-12-04
  21. NEP-GER: German Papers (1) 2015-08-30
  22. NEP-HIS: Business, Economic and Financial History (1) 2011-08-29
  23. NEP-INV: Investment (1) 2024-11-25
  24. NEP-IUE: Informal and Underground Economics (1) 2023-09-25
  25. NEP-MFD: Microfinance (1) 2011-08-29
  26. NEP-MIG: Economics of Human Migration (1) 2011-09-16
  27. NEP-SOC: Social Norms and Social Capital (1) 2011-09-16
  28. NEP-URE: Urban and Real Estate Economics (1) 2011-11-07

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