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Modeling default probabilities: The case of Brazil. (2011). Tabak, Benjamin ; Doherty Luduvice, André Victor ; Cajueiro, Daniel ; Luduvice, Andre Victor D., .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:21:y:2011:i:4:p:513-534.

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  1. The impact of resource curse on banking efficiency: Evidence from twelve oil producing countries. (2021). Mirza, Nawazish ; Ji, Xiangfeng ; Umar, Muhammad ; Rahat, Birjees.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000957.

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  2. A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2020). Donnat, Philippe ; Bi, Mikolaj ; Marti, Gautier ; Nielsen, Frank.
    In: Papers.
    RePEc:arx:papers:1703.00485.

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  3. Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2019). Prataviera, G A ; Barbi, A Q.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:876-885.

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  4. A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Campos, Pablo Jose ; Gupta, Aparna.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

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  5. Systemic risk measures. (2016). Tabak, Benjamin ; Silva, Thiago ; Peñaloza, Rodrigo Andrés ; Guerra, Solange ; de Castro, Rodrigo Cesar ; de Souza, Rodrigo Andres .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:442:y:2016:i:c:p:329-342.

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  6. Banking efficiency in Brazil. (2014). Wanke, Peter ; Barros, Carlos Pestana.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:28:y:2014:i:c:p:54-65.

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  7. A Framework for Extracting the Probability of Default from Stock Option Prices. (2012). Vinogradov, Dmitri ; Constantinou, Nick ; Takeyama, Azusa.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:12-e-14.

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References

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