I don't know if it's a new research, but it's an interesting one. They call it "Índice do Medo" (Fear's Index?). You can see the results for Brazil (and some of our main towns) here.

You can see there that Brazilians don't seem to make association between skin color and fear. But you can see that we don't feel safe near "favelas".

As our sucessive governments don't solve the problem of public safety, this is a good report to think about...