Edson Bastos e Santos
Central Bank of Brazil
SBS Quadra 3 Bloco B - Edificio-Sede
Brasilia, Distr. Federal 70074-900
Scholarly Papers (4)
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
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Citation 107
systemic risk, default contagion, network models, macro-prudential regulation, insolvency, bank regulation
Is CAPM Dead or Alive in the Brazilian Equity Market?
Review of Applied Economics, Vol. 5, Nos. 1 & 2, p. 127, 2009
Joe Akira Yoshino and Edson Bastos e Santos
University of São Paulo (USP) - Department of Economics and Central Bank of Brazil
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Asset Pricing, Panel CAPM, Fama and French's Three-Factor Model, Style Indexes
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
Interest Rate Puzzle, Risk Aversion
Variability in Risk-Weighted Assets: What Does the Market Think?
BIS Working Paper No. 844
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)
bank regulation, capital, Basel III, risk-weighted assets, financial stability