Edson Bastos e Santos

Central Bank of Brazil

Researcher

P.O. Box 08670

SBS Quadra 3 Bloco B - Edificio-Sede

Brasilia, Distr. Federal 70074-900

Brazil

  • Central Bank of Brazil

SCHOLARLY PAPERS

4

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69

CROSSREF CITATIONS

28

Scholarly Papers (4)

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1.

Network Structure and Systemic Risk in Banking Systems

Number of pages: 41 Posted: 02 Feb 2011 Last Revised: 25 Apr 2012
Rama Cont, Amal Moussa and Edson Bastos e Santos
University of Oxford, Columbia University and Central Bank of Brazil
Downloads 7,187 (1,820)
Citation 111

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systemic risk, default contagion, network models, macro-prudential regulation, insolvency, bank regulation

2.

Is CAPM Dead or Alive in the Brazilian Equity Market?

Review of Applied Economics, Vol. 5, Nos. 1 & 2, p. 127, 2009
Number of pages: 16 Posted: 11 Sep 2010
Joe Akira Yoshino and Edson Bastos e Santos
University of São Paulo (USP) - Department of Economics and Central Bank of Brazil
Downloads 621 (80,001)
Citation 1

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Asset Pricing, Panel CAPM, Fama and French’s Three-Factor Model, Style Indexes

3.

Revisiting the Interest Rate Puzzle

Applied Economics Letters, Vol. 16, No. 13, pp. 1333-1340, 2009
Number of pages: 9 Posted: 12 Sep 2010 Last Revised: 15 Sep 2010
Joe Akira Yoshino and Edson Bastos e Santos
University of São Paulo (USP) - Department of Economics and Central Bank of Brazil
Downloads 154 (348,018)

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Interest Rate Puzzle, Risk Aversion

4.

Variability in Risk-Weighted Assets: What Does the Market Think?

BIS Working Paper No. 844
Number of pages: 55 Posted: 09 Mar 2020
Edson Bastos e Santos, Neil Esho, Marc Farag and Christopher Zuin
Central Bank of Brazil, Bank for International Settlements (BIS) - Monetary and Economic Department, Bank of England - Financial Stability Assessment Division and Bank for International Settlements (BIS)
Downloads 95 (499,431)

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bank regulation, capital, Basel III, risk-weighted assets, financial stability