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

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 7,154

in Total Papers Downloads

6,542

SSRN CITATIONS
Rank 14,213

SSRN RANKINGS

Top 14,213

in Total Papers Citations

41

CROSSREF CITATIONS

25

Scholarly Papers (4)

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 5,896 (1,207)
Citation 96

Abstract:

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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 512 (56,855)
Citation 1

Abstract:

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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 117 (249,348)

Abstract:

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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 17 (565,608)

Abstract:

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