Felipe Bastos G. Silva

University of Missouri, Columbia

331 Cornell Hall

Columbia, MO 65211

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 6,671

SSRN RANKINGS

Top 6,671

in Total Papers Downloads

7,284

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Government Guarantees and Banks' Income Smoothing

Number of pages: 57 Posted: 21 Jun 2016 Last Revised: 27 Feb 2020
Manuela Dantas, Kenneth J. Merkley and Felipe Bastos G. Silva
California State University, Northridge, Indiana University - Kelley School of Business - Department of Accounting and University of Missouri, Columbia
Downloads 3,706 (2,950)
Citation 1

Abstract:

Loading...

government guarantees; income smoothing, information quality; international financial stability

2.

Fiscal Deficits, Bank Credit Risk, and Loan Loss Provisions

Journal of Financial and Quantitative Analysis (Forthcoming)
Number of pages: 61 Posted: 26 Jun 2017 Last Revised: 10 Aug 2020
Felipe Bastos G. Silva
University of Missouri, Columbia
Downloads 1,135 (20,398)
Citation 1

Abstract:

Loading...

Banking; Credit Risk; Fiscal Deficits; Business Cycles; Loan Loss Provisions

3.

Unconventional Monetary Policy and Disaster Risk: Evidence from the Subprime and COVID-19 Crises

Number of pages: 40 Posted: 07 Jul 2020 Last Revised: 17 Aug 2020
Gustavo Cortes, George Gao, Felipe Bastos G. Silva and Zhaogang Song
Warrington College of Business, University of Florida, T. Rowe Price, University of Missouri, Columbia and Johns Hopkins University - Carey Business School
Downloads 856 (30,950)

Abstract:

Loading...

monetary policy, quantitative easing, disaster risk, COVID-19

4.

Risk Measures and the Impact of Asset Price Bubbles

Journal of Risk, 2015
Number of pages: 23 Posted: 20 Oct 2013 Last Revised: 10 Jun 2016
Robert A. Jarrow and Felipe Bastos G. Silva
Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Missouri, Columbia
Downloads 702 (40,340)
Citation 1

Abstract:

Loading...

5.

Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis

Annals of Finance, 14(1), 125-141 (February 2018)
Number of pages: 21 Posted: 26 Aug 2016 Last Revised: 01 Mar 2018
Felipe Bastos G. Silva and Ekaterina Volkova
University of Missouri, Columbia and University of Melbourne - Faculty of Business and Economics
Downloads 632 (46,475)
Citation 1

Abstract:

Loading...

Inside Trading, Market Microstructure, VPIN, Crimean Crisis

6.

Complexity as a Proxy for Risk when Evaluating Derivative Securities

Number of pages: 34 Posted: 05 May 2020
Michael T Durney, Robert Libby and Felipe Bastos G. Silva
University of Iowa, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Missouri, Columbia
Downloads 253 (135,350)

Abstract:

Loading...

Derivative Securities, Psychology of Risk, Financial Complexity