Tiago Severo

International Monetary Fund (IMF)

Economist

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

5

DOWNLOADS

713

SSRN CITATIONS
Rank 25,403

SSRN RANKINGS

Top 25,403

in Total Papers Citations

6

CROSSREF CITATIONS

22

Scholarly Papers (5)

Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance

IMF Working Paper No. WP/12/194
Number of pages: 35 Posted: 06 Aug 2012
Tiago Severo
International Monetary Fund (IMF)
Downloads 143 (208,480)

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liquidity, systemic risk, banks, stock returns, insurance

Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance

IMF Working Paper No. 12/194
Number of pages: 36 Posted: 01 Nov 2012
Tiago Severo
International Monetary Fund (IMF)
Downloads 117 (244,079)

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Liquidity, Systemic Risk, Banks, Stock Returns, Credit Risk, International Banks, Econometric Modeling, General Financial Markets

2.

Systemic Risk Monitoring ('SysMo') Toolkit - A User Guide

IMF Working Paper No. 13/168
Number of pages: 81 Posted: 08 Aug 2013
International Monetary Fund (IMF), International Monetary Fund (IMF), European Bank for Reconstruction and Development, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund - Monetary and Capital Markets Department
Downloads 256 (122,204)

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Financial sector, Financial risk, Financial institutions, Spillovers, Financial crisis, Cross country analysis, Sytemic Risk, Risk Indicators, Risk Monitoring, Macroprudential Policy, banking, banking sector, banking system, sovereign risk, banking crisis, financial risk, capital adequacy, banking systems, probability of default, bank linkages, banking stability, banking crises, banking crisis probability, banking system exposures, banking network, banking statistics, banking supervision, return on equity, return on assets, tier 1 capital, bank holdings, banking sector assets, central banking, banking sectors, banking supervisors, foreign exchange exposure, bank balance sheet, capital requir

Intangible Capital, Relative Asset Shortages and Bubbles

Number of pages: 35 Posted: 09 Apr 2011
Stefano Giglio and Tiago Severo
Yale School of Management and International Monetary Fund (IMF)
Downloads 99 (274,906)

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Intangible Capital, Asset Shortages, Rational Bubbles, Financial Constraints, Technological Change, Dynamic Inefficiency

Intangible Capital, Relative Asset Shortages and Bubbles

IMF Working Paper No. 11/271
Number of pages: 39 Posted: 20 Dec 2011
Stefano Giglio and Tiago Severo
Yale School of Management and International Monetary Fund (IMF)
Downloads 51 (400,471)
Citation 3

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Asset prices, Bonds, Capital, Capital markets, Developed countries, Economic models, Financial assets

Shocks, Financial Dependence, and Efficiency: Evidence from U.S. And Canadian Industries

IMF Working Paper No. 11/199
Number of pages: 41 Posted: 27 Aug 2011
Marcello M. Estevão and Tiago Severo
International Monetary Fund (IMF) - Western Hemisphere Department and International Monetary Fund (IMF)
Downloads 27 (507,945)

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Business cycles, Canada, External shocks, Industrial sector, Productivity, United States

Shocks, Financial Dependence and Efficiency: Evidence from U.S. and Canadian Industries

Number of pages: 41 Posted: 18 Aug 2011
Marcello M. Estevão and Tiago Severo
International Monetary Fund (IMF) - Western Hemisphere Department and International Monetary Fund (IMF)
Downloads 20 (552,207)

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Business cycles, total factor productivity, financial shocks

5.

Shocks, Financial Dependence and Efficiency: Evidence from U.S. And Canadian Industries

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 47, Issue 2, pp. 442-465, 2014
Number of pages: 24 Posted: 31 Jul 2014
Marcello Estevão and Tiago Severo
Tudor Investment Corporation and International Monetary Fund (IMF)
Downloads 0 (681,686)
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