Benjamin Miranda Tabak

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Affiliations

• Fundação Getúlio Vargas (FGV) / Escola de Políticas Públicas e Governo (EPPG)
  • EDIRC entry
  • location:

Research profile

author of:

• O Comportamento Cíclico do Capital dos Bancos Brasileiros (RePEc:anp:econom:v:11:y:2010:i:3:671_690)
  by Renata A. Ferreira & A. C. Noronha & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro
• Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach (RePEc:anp:econom:v:14:y:2013:i:2:123_138)
  by Guilherme Resende Oliveira & Benjamin Miranda Tabak
• Avaliação Do Risco Sistêmico Do Setor Bancário Brasileiro (RePEc:anp:en2006:96)
  by Marcelo Yoshio Takami & Benjamin Miranda Tabak
• Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil (RePEc:anp:en2007:029)
  by Mateus A. Feitosa & Benjamin M. Tabak
• Characterizing The Brazilian Term Structure Of Interest Rates (RePEc:anp:en2007:108)
  by Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?
• O Comportamentocíclico Do Capital Dos Bancos Brasileiros (RePEc:anp:en2009:46)
  by Benjamin Miranda Tabak & Renata A. Ferreira & Daniel O. Cajueiro
• Contágioentre Índices Bancários: uma análisede correlação e co-assimetria (RePEc:anp:en2009:48)
  by Manuela Moreira de Souza & Benjamin Tabak Miranda
• Bank Capital Buffers, Lending Growth Andeconomic Cycle: Empirical Evidence For Brazil (RePEc:anp:en2010:035)
  by Ana Clara Bueno Teixeira Feitosa Noronha & Daniel Oliveira Cajueiro & Benjamin Miranda Tabak
• Systemic Risk Measures (RePEc:anp:en2013:124)
  by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés De Souza Penaloza & Rodrigo César De Castro Mirand
• The 2d:4d Ratio And Myopic Loss Aversion (Mla): An Experimental Investigation (RePEc:anp:en2014:129)
  by Anderson Mutter Teixeira & Benjamin M. Tabak & Daniel O. Cajueiro
• Concessão De Crédito Durante E Após A Crise Financeira De 2008 No Brasil. Houve Heterogeneidade Nas Operações De Crédito? (RePEc:anp:en2016:119)
  by Guilherme Solino Evelin Oliveira & Guilherme & Daniel O. Cajueiro & Benjamin M. Tabak
• Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers (RePEc:arx:papers:2001.06889)
  by Thiago C. Silva & Diego R. Amancio & Benjamin M. Tabak
• Long-range dependence in Interest Rates and Monetary Policy (RePEc:arx:papers:physics/0607245)
  by Daniel O. Cajueiro & Benjamin M. Tabak
• Econophysics of interest rates and the role of monetary policy (RePEc:arx:papers:physics/0607246)
  by Daniel O. Cajueiro & Benjamin M. Tabak
• Extração de Informação de Opções Cambiais no Brasil (RePEc:bcb:wpaper:104)
  by Eui Jung Chang & Benjamin Miranda Tabak
• Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil (RePEc:bcb:wpaper:113)
  by Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak & Daniel O. Cajueiro
• Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach (RePEc:bcb:wpaper:115)
  by José L. B. Fernandes & Juan Ignacio Peña & Benjamin M. Tabak
• An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks (RePEc:bcb:wpaper:117)
  by Theodore M. Barnhill & Marcos R. Souto & Benjamin M. Tabak
• Forecasting Interest Rates: an application for Brazil (RePEc:bcb:wpaper:120)
  by Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak
• The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil (RePEc:bcb:wpaper:124)
  by Benjamin M. Tabak
• The role of banks in the Brazilian Interbank Market: Does bank type matter? (RePEc:bcb:wpaper:130)
  by Daniel O. Cajueiro & Benjamin M. Tabak
• Long-Range Dependence in Exchange Rates: the case of the European Monetary System (RePEc:bcb:wpaper:131)
  by Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro
• A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives (RePEc:bcb:wpaper:133)
  by Gilneu F. A. Vivan & Benjamin M. Tabak
• Evaluation of Default Risk for The Brazilian Banking Sector (RePEc:bcb:wpaper:135)
  by Marcelo Y. Takami & Benjamin M. Tabak
• Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil (RePEc:bcb:wpaper:138)
  by Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak
• Forecasting Bonds Yields in the Brazilian Fixed Income Market (RePEc:bcb:wpaper:141)
  by Jose Vicente & Benjamin M. Tabak
• The Stability-Concentration Relationship in the Brazilian Banking System (RePEc:bcb:wpaper:145)
  by Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang
• Is it Worth Tracking Dollar/Real Implied Volatility? (RePEc:bcb:wpaper:15)
  by Sandro Canesso de Andrade & Benjamin Miranda Tabak
• Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability (RePEc:bcb:wpaper:151)
  by Eduardo José Araújo Lima & Benjamin Miranda Tabak
• Characterizing the Brazilian Term Structure of Interest Rates (RePEc:bcb:wpaper:158)
  by Osmani T. Guillen & Benjamin M. Tabak
• Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions (RePEc:bcb:wpaper:173)
  by Eduardo José Araújo Lima & Benjamin Miranda Tabak
• Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization (RePEc:bcb:wpaper:184)
  by José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak
• Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks (RePEc:bcb:wpaper:189)
  by Marcos Souto & Benjamin M. Tabak & Francisco Vazquez
• Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros (RePEc:bcb:wpaper:191)
  by Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub
• Testes de contágio entre sistemas bancários - A crise do subprime (RePEc:bcb:wpaper:194)
  by Benjamin M. Tabak & Manuela M. de Souza
• Forecasting the Yield Curve for Brazil (RePEc:bcb:wpaper:197)
  by Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak
• Delegated Portfolio Management and Risk Taking Behavior (RePEc:bcb:wpaper:199)
  by José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak
• Evolution of Bank Efficiency in Brazil: A DEA Approach (RePEc:bcb:wpaper:200)
  by Roberta B. Staub & Geraldo Souza & Benjamin M. Tabak
• Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy (RePEc:bcb:wpaper:206)
  by Daniel Oliveira Cajueiro & Benjamin M. Tabak
• Determinants of Bank Efficiency: the Case of Brazil (RePEc:bcb:wpaper:210)
  by Patricia Tecles & Benjamin M. Tabak
• The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk (RePEc:bcb:wpaper:215)
  by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro
• Financial Stability and Monetary Policy - The Case of Brazil (RePEc:bcb:wpaper:217)
  by Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro
• Decentralized Portfolio Management (RePEc:bcb:wpaper:22)
  by Paulo Coutinho & Benjamin Miranda Tabak
• Eficiência Bancária e Inadimplência: Testes de Causalidade (RePEc:bcb:wpaper:220)
  by Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro
• O Comportamento Cíclico do Capital dos Bancos Brasileiros (RePEc:bcb:wpaper:222)
  by R. A. Ferreira & A. C. Noronha & B. M. Tabak & D. O. Cajueiro
• A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector (RePEc:bcb:wpaper:226)
  by Francisco Vazquez & Benjamin M. Tabak & Marcos Souto
• Financial Fragility in a General Equilibrium Model: the Brazilian case (RePEc:bcb:wpaper:229)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio
• Modeling Default Probabilities: the case of Brazil (RePEc:bcb:wpaper:232)
  by Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice
• Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship (RePEc:bcb:wpaper:244)
  by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro
• Forecasting the Yield Curve for the Euro Region (RePEc:bcb:wpaper:247)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci
• Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks (RePEc:bcb:wpaper:249)
  by Benjamin M. Tabak & M. Takami & J. M. C. Rocha & Daniel O. Cajueiro
• Comparação da Eficiência de Custo para BRICs e América Latina (RePEc:bcb:wpaper:252)
  by Lycia M. G. Araujo & Guilherme M. R. Gomes & Solange M. Guerra & Benjamin M. Tabak
• Bank Efficiency and Default in Brazil: Causality Tests (RePEc:bcb:wpaper:253)
  by Benjamin M. Tabak & Giovana L. Craveir & Daniel O. Cajueiro
• The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? (RePEc:bcb:wpaper:261)
  by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro
• Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica (RePEc:bcb:wpaper:272)
  by Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro
• A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks (RePEc:bcb:wpaper:275)
  by Benjamin M. Tabak & Rogério B. Miranda & Dimas M. Fazio
• The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case (RePEc:bcb:wpaper:283)
  by Benjamin Miranda Tabak & Guilherme Maia Rodrigues Gomes & Maurício da Silva Medeiros Júnior
• Contagion in CDS, Banking and Equity Markets (RePEc:bcb:wpaper:293)
  by Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior
• Pesquisa de Estabilidade Financeira do Banco Central do Brasil (RePEc:bcb:wpaper:294)
  by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo César de Castro Miranda
• Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates (RePEc:bcb:wpaper:30)
  by Benjamin Miranda Tabak & Sandro Canesso de Andrade
• Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro (RePEc:bcb:wpaper:300)
  by Benjamin Miranda Tabak & Rodrigo César de Castro Miranda & Sergio Rubens Stancato de Souza
• Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro (RePEc:bcb:wpaper:302)
  by Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza
• Complex Networks and Banking Systems Supervision (RePEc:bcb:wpaper:306)
  by Theophilos Papadimitriou & Periklis Gogas & Benjamin M. Tabak
• Assessing Systemic Risk in the Brazilian Interbank Market (RePEc:bcb:wpaper:318)
  by Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra
• Insolvency and Contagion in the Brazilian Interbank Market (RePEc:bcb:wpaper:320)
  by Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra
• Systemic Risk Measures (RePEc:bcb:wpaper:321)
  by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Penaloza & Rodrigo César de Castro Miranda
• Contagion Risk within Firm-Bank Bivariate Networks (RePEc:bcb:wpaper:322)
  by Rodrigo César de Castro Miranda & Benjamin Miranda Tabak
• Teste da Hipótese de Mercados Adaptativos para o Brasil (RePEc:bcb:wpaper:325)
  by Glener de Almeida Dourado & Benjamin Miranda Tabak
• Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos (RePEc:bcb:wpaper:326)
  by Solange Maria Guerra & Rodrigo Andrés de Souza Peñaloza & Benjamin Miranda Tabak
• Mercados Financeiros Globais – Uma Análise da Interconectividade (RePEc:bcb:wpaper:328)
  by Marcius Correia Lima Filho & Rodrigo Cesar de Castro Miranda & Benjamin Miranda Tabak
• Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System (RePEc:bcb:wpaper:333)
  by Benjamin Miranda Tabak & Denise Leyi Li & João V. L. de Vasconcelos & Daniel O. Cajueiro
• Asymmetric Effects of Monetary Policy in the U.S. and Brazil (RePEc:bcb:wpaper:340)
  by Ioannis Pragidis & Periklis Gogas & Benjamin Tabak
• How much random does European Union walk? A time-varying long memory analysis (RePEc:bcb:wpaper:342)
  by A. Sensoy & Benjamin M. Tabak
• Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil (RePEc:bcb:wpaper:343)
  by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Andrés de Souza Peñaloza
• The Efficiency of Chinese Local Banks: A comparison of DEA and SFA (RePEc:bcb:wpaper:346)
  by Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Marina V. B. Dias
• Inflation Targeting and Banking System Soundness: A Comprehensive Analysis (RePEc:bcb:wpaper:347)
  by Dimas M. Fazio & Benjamin M. Tabak & Daniel O. Cajueiro
• The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks (RePEc:bcb:wpaper:350)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias
• Dynamic spanning trees in stock market networks: The case of Asia-Pacific (RePEc:bcb:wpaper:351)
  by Ahmet Sensoy & Benjamin M. Tabak
• Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? (RePEc:bcb:wpaper:365)
  by Bruno Freitas Boynard de Vasconcelos & Benjamin Miranda Tabak
• Do Interconnections Matter for Bank Efficiency? (RePEc:bcb:wpaper:374)
  by Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda
• Network Structure Analysis of the Brazilian Interbank Market (RePEc:bcb:wpaper:391)
  by Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak
• Monitoring Vulnerability and Impact Diffusion in Financial Networks (RePEc:bcb:wpaper:392)
  by Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak
• Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach (RePEc:bcb:wpaper:401)
  by Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak
• Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks (RePEc:bcb:wpaper:426)
  by Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra
• Financial Networks, Bank Efficiency and Risk-Taking (RePEc:bcb:wpaper:428)
  by Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda
• The Effects of the Brazilian ADRs Program on Domestic Market Efficiency (RePEc:bcb:wpaper:43)
  by Benjamin Miranda Tabak & Eduardo José Araújo Lima
• Modeling Financial Networks: a feedback approach (RePEc:bcb:wpaper:438)
  by Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak
• Structure and Dynamics of the Global Financial Network (RePEc:bcb:wpaper:439)
  by Thiago Christiano Silva & Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak
• Why Do Vulnerability Cycles Matter in Financial Networks? (RePEc:bcb:wpaper:442)
  by Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra
• Systemic Risk in Financial Systems: a feedback approach (RePEc:bcb:wpaper:461)
  by Thiago Christiano Silva & Michel Alexandre da Silva & Benjamin Miranda Tabak
• Inflation Targeting and Financial Stability: does the quality of institutions matter? (RePEc:bcb:wpaper:470)
  by Dimas Mateus Fazio & Thiago Christiano Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro
• Economic Growth, Volatility and Their Interaction: What’s the role of finance? (RePEc:bcb:wpaper:474)
  by Sergio Henrique Rodrigues da Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Dimas Mateus Fazio
• Interconnectedness, Firm Resilience and Monetary Policy (RePEc:bcb:wpaper:478)
  by Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak
• Fiscal Risk and Financial Fragility (RePEc:bcb:wpaper:495)
  by Thiago Christiano Silva & Solange Maria Guerra & Benjamin Miranda Tabak
• Growth and Activity Diversification: the impact of financing non-traditional local activities (RePEc:bcb:wpaper:498)
  by Thiago Christiano Silva & Benjamin Miranda Tabak
• The Finance-Growth Nexus: the role of banks (RePEc:bcb:wpaper:506)
  by Thiago Christiano Silva & Benjamin Miranda Tabak & Marcela Tetzner Laiz
• Stock Returns and Volatility (RePEc:bcb:wpaper:54)
  by Benjamin Miranda Tabak. Solange Maria Guerra
• Causality and Cointegration in Stock Markets: The Case of Latin America (RePEc:bcb:wpaper:56)
  by Benjamin Miranda Tabak Eduardo José Araújo Lima
• The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case (RePEc:bcb:wpaper:58)
  by Benjamin Miranda Tabak
• Delegated Portfolio Management (RePEc:bcb:wpaper:60)
  by Paulo Coutinho & Benjamin Miranda Tabak
• Optimal Monetary Rules: The Case of Brazil (RePEc:bcb:wpaper:63)
  by Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva & Souza & Benjamin Miranda Tabak
• On the Information Content of Oil Future Prices (RePEc:bcb:wpaper:65)
  by Benjamin Miranda Tabak
• Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates (RePEc:bcb:wpaper:70)
  by Benjamin Miranda Tabak
• Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market (RePEc:bla:ecnote:v:36:y:2007:i:3:p:231-246)
  by Benjamin M. Tabak
• Testing the Adaptive Markets Hypothesis for Brazil (RePEc:brf:journl:v:12:y:2014:i:4:p:517-553)
  by Glener de Almeida Dourado & Benjamin Miranda Tabak
• Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates (RePEc:brf:journl:v:1:y:2003:i:1:p:19-43)
  by Benjamin Miranda Tabak & Sandro Canesso de Andrade
• Decentralized Portfolio Management (RePEc:brf:journl:v:1:y:2003:i:2:p:243-270)
  by Paulo Coutinho & Benjamin Miranda Tabak
• Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil (RePEc:brf:journl:v:5:y:2007:i:1:p:29-39)
  by Marcos Massaki Abe & Eui Jung Chang & Benjamin Miranda Tabak
• Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators (RePEc:brf:journl:v:6:y:2008:i:3:p:413-438)
  by Cláudio Ruiz & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro
• The effects of capital buffers on profitability: An empirical study (RePEc:ebl:ecbull:eb-16-00820)
  by Benjamin M Tabak & Dimas M Fazio & Regis A Ely & Joao M. T. Amaral & Daniel O Cajueiro
• Tracking Brazilian Exchange Rate Volatility (RePEc:ecm:feam04:487)
  by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang
• Aspectos demográficos y convergencia regional de los ingresos en el Brasil: enfoque de datos de panel (RePEc:ecr:col070:48803)
  by Almeida, Rubiane Daniele Cardoso de & Tabak, Benjamin M. & Moreira, Tito Belchior S.
• Demographic aspects and regional income convergence in Brazil: a panel data approach (RePEc:ecr:col070:48976)
  by Almeida, Rubiane Daniele Cardoso de & Tabak, Benjamin M. & Moreira, Tito Belchior S.
• Overconfidence and the 2D:4D ratio (RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302953)
  by da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda
• The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation (RePEc:eee:beexfi:v:5:y:2015:i:c:p:81-84)
  by Teixeira, Anderson M. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Testing for long range dependence in banking equity indices (RePEc:eee:chsofr:v:26:y:2005:i:5:p:1423-1428)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Long-range dependence and market structure (RePEc:eee:chsofr:v:31:y:2007:i:4:p:995-1000)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for inefficiency in emerging markets exchange rates (RePEc:eee:chsofr:v:33:y:2007:i:2:p:617-622)
  by Lima, Eduardo Jose Araújo & Tabak, Benjamin Miranda
• Time-varying long-range dependence in US interest rates (RePEc:eee:chsofr:v:34:y:2007:i:2:p:360-367)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Long memory testing for Fed Funds Futures’ contracts (RePEc:eee:chsofr:v:37:y:2008:i:1:p:180-186)
  by Souza, Sergio R. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Testing for long-range dependence in world stock markets (RePEc:eee:chsofr:v:37:y:2008:i:3:p:918-927)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for time-varying long-range dependence in real state equity returns (RePEc:eee:chsofr:v:38:y:2008:i:1:p:293-307)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Interest rate option pricing and volatility forecasting: An application to Brazil (RePEc:eee:chsofr:v:38:y:2008:i:3:p:755-763)
  by Takami, Marcelo Yoshio & Tabak, Benjamin Miranda
• Multifractality and herding behavior in the Japanese stock market (RePEc:eee:chsofr:v:40:y:2009:i:1:p:497-504)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for long-range dependence in the Brazilian term structure of interest rates (RePEc:eee:chsofr:v:40:y:2009:i:4:p:1559-1573)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Multifractal structure in Latin-American market indices (RePEc:eee:chsofr:v:41:y:2009:i:5:p:2331-2340)
  by Zunino, Luciano & Figliola, Alejandra & Tabak, Benjamin M. & Pérez, Darío G. & Garavaglia, Mario & Rosso, Osvaldo A.
• Structure and dynamics of the global financial network (RePEc:eee:chsofr:v:88:y:2016:i:c:p:218-234)
  by Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda
• Evaluating systemic risk using bank default probabilities in financial networks (RePEc:eee:dyncon:v:66:y:2016:i:c:p:54-75)
  by Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria
• Monitoring vulnerability and impact diffusion in financial networks (RePEc:eee:dyncon:v:76:y:2017:i:c:p:109-135)
  by Silva, Thiago Christiano & Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda
• Prudential measures and their adverse effects on bank competition: The case of Brazil (RePEc:eee:ecmode:v:100:y:2021:i:c:s026499932100078x)
  by Scalco, Paulo R. & Tabak, Benjamin M. & Teixeira, Anderson M.
• Inflation targeting and financial stability: Does the quality of institutions matter? (RePEc:eee:ecmode:v:71:y:2018:i:c:p:1-15)
  by Fazio, Dimas Mateus & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira
• The transmission mechanisms of macroprudential policies on bank risk (RePEc:eee:ecmode:v:94:y:2021:i:c:p:598-630)
  by Ely, Regis A. & Tabak, Benjamin M. & Teixeira, Anderson M.
• The effect of interconnectivity on stock returns during the Global Financial Crisis (RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633)
  by Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda
• Forecasting the yield curve for the Euro region (RePEc:eee:ecolet:v:117:y:2012:i:2:p:513-516)
  by Tabak, B.M. & Sollaci, A.B. & Gomes, G.M. & Cajueiro, D.O.
• Limits to Myopic loss aversion and learning (RePEc:eee:ecolet:v:229:y:2023:i:c:s016517652300215x)
  by Morais, Marcleiton Ribeiro & Schoti, Camila & Resende, José Guilherme de Lara & Tabak, Benjamin Miranda
• Testing for predictability in equity returns for European transition markets (RePEc:eee:ecosys:v:30:y:2006:i:1:p:56-78)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Contagion in CDS, banking and equity markets (RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134)
  by Tabak, Benjamin M. & de Castro Miranda, Rodrigo & da Silva Medeiros, Maurício
• Economic growth, volatility and their interaction: What’s the role of finance? (RePEc:eee:ecosys:v:41:y:2017:i:3:p:433-444)
  by Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M.
• The finance-growth nexus: The role of banks (RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362520300698)
  by Silva, Thiago Christiano & Tabak, Benjamin Miranda & Laiz, Marcela Tetzner
• Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (RePEc:eee:ejores:v:194:y:2009:i:3:p:814-820)
  by Tabak, Benjamin M. & Lima, Eduardo J.A.
• Evolution of bank efficiency in Brazil: A DEA approach (RePEc:eee:ejores:v:202:y:2010:i:1:p:204-213)
  by Staub, Roberta B. & da Silva e Souza, Geraldo & Tabak, Benjamin M.
• Determinants of bank efficiency: The case of Brazil (RePEc:eee:ejores:v:207:y:2010:i:3:p:1587-1598)
  by Tecles, Patricia Langsch & Tabak, Benjamin M.
• Network structure analysis of the Brazilian interbank market (RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152)
  by Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda
• Fiscal risk and financial fragility (RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119303395)
  by Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda
• Testing for predictability in emerging equity markets (RePEc:eee:ememar:v:5:y:2004:i:3:p:295-316)
  by Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda
• Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility (RePEc:eee:eneeco:v:29:y:2007:i:1:p:28-36)
  by Tabak, Benjamin M. & Cajueiro, Daniel O.
• Long-term forecast of energy commodities price using machine learning (RePEc:eee:energy:v:179:y:2019:i:c:p:214-221)
  by Herrera, Gabriel Paes & Constantino, Michel & Tabak, Benjamin Miranda & Pistori, Hemerson & Su, Jen-Je & Naranpanawa, Athula
• Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57)
  by Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M.
• The impact of market power at bank level in risk-taking: The Brazilian case (RePEc:eee:finana:v:40:y:2015:i:c:p:154-165)
  by Tabak, Benjamin M. & Gomes, Guilherme M.R. & da Silva Medeiros, Maurício
• Dynamic efficiency of stock markets and exchange rates (RePEc:eee:finana:v:47:y:2016:i:c:p:353-371)
  by Sensoy, Ahmet & Tabak, Benjamin M.
• Financial stability and bank supervision (RePEc:eee:finlet:v:18:y:2016:i:c:p:322-327)
  by Tabak, Benjamin M. & Fazio, Dimas M. & de O. Paiva, Karine C. & Cajueiro, Daniel O.
• Multifractal cross-correlations between green bonds and financial assets (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007796)
  by Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Tabak, Benjamin M.
• Fluctuation dynamics in US interest rates and the role of monetary policy (RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Financial networks, bank efficiency and risk-taking (RePEc:eee:finsta:v:25:y:2016:i:c:p:247-257)
  by Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda & de Castro Miranda, Rodrigo Cesar
• Not all emerging markets are the same: A classification approach with correlation based networks (RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186)
  by Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk & Tabak, Benjamin M.
• Bank lending and systemic risk: A financial-real sector network approach with feedback (RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118)
  by Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda
• A macro stress test model of credit risk for the Brazilian banking sector (RePEc:eee:finsta:v:8:y:2012:i:2:p:69-83)
  by Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos
• The stability-concentration relationship in the Brazilian banking system (RePEc:eee:intfin:v:18:y:2008:i:4:p:388-397)
  by Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M.
• Modeling default probabilities: The case of Brazil (RePEc:eee:intfin:v:21:y:2011:i:4:p:513-534)
  by Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O.
• The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic (RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000798)
  by Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda
• Forecasting bond yields in the Brazilian fixed income market (RePEc:eee:intfor:v:24:y:2008:i:3:p:490-497)
  by Vicente, José & Tabak, Benjamin M.
• COVID-19 and bank branch lending: The moderating effect of digitalization (RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000936)
  by Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Guerra, Solange Maria & Tabak, Benjamin Miranda
• The effects of loan portfolio concentration on Brazilian banks' return and risk (RePEc:eee:jbfina:v:35:y:2011:i:11:p:3065-3076)
  by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
• The relationship between banking market competition and risk-taking: Do size and capitalization matter? (RePEc:eee:jbfina:v:36:y:2012:i:12:p:3366-3381)
  by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
• A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks (RePEc:eee:jbfina:v:37:y:2013:i:10:p:3747-3756)
  by Tabak, Benjamin M. & Miranda, Rogério Boueri & Fazio, Dimas M.
• Systemically important banks and financial stability: The case of Latin America (RePEc:eee:jbfina:v:37:y:2013:i:10:p:3855-3866)
  by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
• Inflation targeting: Is IT to blame for banking system instability? (RePEc:eee:jbfina:v:59:y:2015:i:c:p:76-97)
  by Fazio, Dimas M. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Systemic risk in financial systems: A feedback approach (RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120)
  by Silva, Thiago Christiano & da Silva, Michel Alexandre & Tabak, Benjamin Miranda
• Micro-level transmission of monetary policy shocks: The trading book channel (RePEc:eee:jeborg:v:179:y:2020:i:c:p:279-298)
  by Silva, Thiago Christiano & Guerra, Solange Maria & da Silva, Michel Alexandre & Tabak, Benjamin Miranda
• Asymmetric effects of monetary policy in the U.S and Brazil (RePEc:eee:joecas:v:18:y:2018:i:c:2)
  by Gogas, Periklis & Pragidis, Ioannis & Tabak, Benjamin M.
• A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates (RePEc:eee:jpolmo:v:26:y:2004:i:3:p:283-287)
  by Tabak, Benjamin Miranda
• Booms in commodities price: Assessing disorder and similarity over economic cycles (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004639)
  by Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda
• The rescaled variance statistic and the determination of the Hurst exponent (RePEc:eee:matcom:v:70:y:2005:i:3:p:172-179)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537)
  by Cajueiro, Daniel O & Tabak, Benjamin M
• Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions (RePEc:eee:phsmap:v:342:y:2004:i:3:p:656-664)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Possible causes of long-range dependence in the Brazilian stock market (RePEc:eee:phsmap:v:345:y:2005:i:3:p:635-645)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for time-varying long-range dependence in volatility for emerging markets (RePEc:eee:phsmap:v:346:y:2005:i:3:p:577-588)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• The long-range dependence behavior of the term structure of interest rates in Japan (RePEc:eee:phsmap:v:350:y:2005:i:2:p:418-426)
  by Tabak, Benjamin M. & Cajueiro, Daniel O.
• Periodic market closures and the long-range dependence phenomena in the Brazilian equity market (RePEc:eee:phsmap:v:351:y:2005:i:2:p:512-522)
  by Cajueiro, Daniel O. & Tabak, Benjamin M. & Souza, Nathalia A.
• Testing for rational bubbles in banking indices (RePEc:eee:phsmap:v:366:y:2006:i:c:p:365-376)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Assessing inefficiency in euro bilateral exchange rates (RePEc:eee:phsmap:v:367:y:2006:i:c:p:319-327)
  by Tabak, Benjamin M. & Cajueiro, Daniel O.
• Is the expression H=1/(3-q) valid for real financial data? (RePEc:eee:phsmap:v:373:y:2007:i:c:p:593-602)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Long-range dependence and multifractality in the term structure of LIBOR interest rates (RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Characterizing bid–ask prices in the Brazilian equity market (RePEc:eee:phsmap:v:373:y:2007:i:c:p:627-633)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for unit root bilinearity in the Brazilian stock market (RePEc:eee:phsmap:v:385:y:2007:i:1:p:261-269)
  by Tabak, Benjamin M.
• A multifractal approach for stock market inefficiency (RePEc:eee:phsmap:v:387:y:2008:i:26:p:6558-6566)
  by Zunino, L. & Tabak, B.M. & Figliola, A. & Pérez, D.G. & Garavaglia, M. & Rosso, O.A.
• The role of banks in the Brazilian interbank market: Does bank type matter? (RePEc:eee:phsmap:v:387:y:2008:i:27:p:6825-6836)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Forbidden patterns, permutation entropy and stock market inefficiency (RePEc:eee:phsmap:v:388:y:2009:i:14:p:2854-2864)
  by Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A.
• Quantifying price fluctuations in the Brazilian stock market (RePEc:eee:phsmap:v:388:y:2009:i:1:p:59-62)
  by Tabak, B.M. & Takami, M.Y. & Cajueiro, D.O. & Petitinga, A.
• The expectation hypothesis of interest rates and network theory: The case of Brazil (RePEc:eee:phsmap:v:388:y:2009:i:7:p:1137-1149)
  by Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O.
• Can we predict crashes? The case of the Brazilian stock market (RePEc:eee:phsmap:v:388:y:2009:i:8:p:1603-1609)
  by Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K.
• Topological properties of stock market networks: The case of Brazil (RePEc:eee:phsmap:v:389:y:2010:i:16:p:3240-3249)
  by Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O.
• Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (RePEc:eee:phsmap:v:389:y:2010:i:9:p:1891-1901)
  by Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A.
• Commodity predictability analysis with a permutation information theory approach (RePEc:eee:phsmap:v:390:y:2011:i:5:p:876-890)
  by Zunino, Luciano & Tabak, Benjamin M. & Serinaldi, Francesco & Zanin, Massimiliano & Pérez, Darío G. & Rosso, Osvaldo A.
• Complex networks and banking systems supervision (RePEc:eee:phsmap:v:392:y:2013:i:19:p:4429-4434)
  by Papadimitriou, Theophilos & Gogas, Periklis & Tabak, Benjamin M.
• Directed clustering coefficient as a measure of systemic risk in complex banking networks (RePEc:eee:phsmap:v:394:y:2014:i:c:p:211-216)
  by Tabak, Benjamin M. & Takami, Marcelo & Rocha, Jadson M.C. & Cajueiro, Daniel O. & Souza, Sergio R.S.
• Dynamic spanning trees in stock market networks: The case of Asia-Pacific (RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402)
  by Sensoy, Ahmet & Tabak, Benjamin M.
• Insolvency and contagion in the Brazilian interbank market (RePEc:eee:phsmap:v:431:y:2015:i:c:p:140-151)
  by Souza, Sergio R.S. & Tabak, Benjamin M. & Silva, Thiago C. & Guerra, Solange M.
• Time-varying long term memory in the European Union stock markets (RePEc:eee:phsmap:v:436:y:2015:i:c:p:147-158)
  by Sensoy, Ahmet & Tabak, Benjamin M.
• Systemic risk measures (RePEc:eee:phsmap:v:442:y:2016:i:c:p:329-342)
  by Guerra, Solange Maria & Silva, Thiago Christiano & Tabak, Benjamin Miranda & de Souza Penaloza, Rodrigo Andrés & de Castro Miranda, Rodrigo César
• A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks (RePEc:eee:phsmap:v:469:y:2017:i:c:p:216-223)
  by Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas
• Why do vulnerability cycles matter in financial networks? (RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606)
  by Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria
• Modeling stochastic frontier based on vine copulas (RePEc:eee:phsmap:v:486:y:2017:i:c:p:595-609)
  by Constantino, Michel & Candido, Osvaldo & Tabak, Benjamin M. & da Costa, Reginaldo Brito
• Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks (RePEc:eee:phsmap:v:506:y:2018:i:c:p:1016-1025)
  by Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas
• Internet access in recessionary periods: The case of Brazil (RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315675)
  by Silva, Thiago Christiano & Coelho, Florângela Cunha & Ehrl, Philipp & Tabak, Benjamin Miranda
• Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach (RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172)
  by Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio
• Insights from the (in)efficiency of Chinese sectoral indices during COVID-19 (RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003368)
  by Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Tabak, Benjamin M.
• The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil (RePEc:eee:phsmap:v:601:y:2022:i:c:s0378437122004125)
  by Silva, Thiago Christiano & Dias, Felipe A.M. & dos Reis, Vinicius E. & Tabak, Benjamin M.
• Interplay multifractal dynamics among metal commodities and US-EPU (RePEc:eee:phsmap:v:606:y:2022:i:c:s0378437122006975)
  by Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda
• Estimating a Bayesian stochastic frontier for the Indian banking system (RePEc:eee:proeco:v:125:y:2010:i:1:p:96-110)
  by Tabak, Benjamin M. & Langsch Tecles, Patricia
• Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock (RePEc:eee:quaeco:v:84:y:2022:i:c:p:324-336)
  by Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano
• Assessing financial instability: The case of Brazil (RePEc:eee:riibaf:v:21:y:2007:i:2:p:188-202)
  by Tabak, Benjamin M. & Staub, Roberta B.
• Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine (RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612)
  by Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda
• Sanitation and water services: Who is the most efficient provider public or private? Evidences for Brazil (RePEc:eee:soceps:v:79:y:2022:i:c:s0038012121001415)
  by de Souza Pereira, Mariana & Magalhães Filho, Fernando Jorge Corrêa & de Morais Lima, Priscila & Tabak, Benjamin Miranda & Constantino, Michel
• Ambiguity Aversion and Illusion of Control in an Emerging Market: Are Individuals Subject to Behavioral Biases? (RePEc:elg:eechap:13629_20)
  by Benjamin Miranda Tabak & Dimas Mateus Fazio
• Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil (RePEc:fgv:epgrbe:v:60:y:2006:i:2:a:915)
  by Souza, Sergio R.S. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Financial Stability and Monetary Policy - The case of Brazil (RePEc:fgv:epgrbe:v:67:y:2013:i:4:a:11849)
  by Tabak, Benjamin Miranda
• Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission (RePEc:gam:jijerp:v:20:y:2023:i:18:p:6758-:d:1239466)
  by Thiago Christiano Silva & Leandro Anghinoni & Cassia Pereira das Chagas & Liang Zhao & Benjamin Miranda Tabak
• Applications of Machine Learning Methods in Complex Economics and Financial Networks (RePEc:hin:complx:4247587)
  by Benjamin M. Tabak & Thiago C. Silva & Liang Zhao & Ahmet Sensoy
• Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies (RePEc:hin:complx:4325125)
  by Thiago Christiano Silva & Benjamin Miranda Tabak & Idamar Magalhães Ferreira
• Financial Networks (RePEc:hin:complx:7802590)
  by Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy
• Financial Networks 2019 (RePEc:hin:complx:8257404)
  by Benjamin Miranda Tabak & Thiago Christiano Silva & Ahmet Sensoy
• How and When Factors of Agricultural Contribution Influence Urbanization: A Historical Analysis of Tibet (RePEc:hin:jnddns:7255274)
  by Song Liu & Ming Li & Ying Liu & Fangzhou Ni & Chunshan Zhou & Benjamin Miranda Tabak
• Characterising the Brazilian term structure of interest rates (RePEc:ids:ijmefi:v:2:y:2009:i:2:p:103-114)
  by Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak
• Banking concentration and the price-concentration relationship: the case of Brazil (RePEc:ids:intjaf:v:1:y:2009:i:4:p:415-435)
  by Benjamin Miranda Tabak & Solange Maria Guerra & Rodrigo Andres De Souza Penaloza
• Financial fragility in a general equilibrium model: the Brazilian case (RePEc:kap:annfin:v:9:y:2013:i:3:p:519-541)
  by Benjamin Tabak & Daniel Cajueiro & Dimas Fazio
• Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries (RePEc:kap:atlecj:v:35:y:2007:i:4:p:451-462)
  by Ricardo Faria & Raul Matsuhita & Jorge Nogueira & Benjamin Tabak
• Tests of Random Walk: A Comparison of Bootstrap Approaches (RePEc:kap:compec:v:34:y:2009:i:4:p:365-382)
  by Eduardo Lima & Benjamin Tabak
• The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions (RePEc:kap:enreec:v:84:y:2023:i:2:d:10.1007_s10640-022-00736-4)
  by Thiago Christiano Silva & Fabiano José Muniz & Benjamin Miranda Tabak
• Financing choice and local economic growth: evidence from Brazil (RePEc:kap:jecgro:v:26:y:2021:i:3:d:10.1007_s10887-021-09191-0)
  by Thiago Christiano Silva & Iftekhar Hasan & Benjamin Miranda Tabak
• Finance, Banking, and Regulation in Emerging Economies: An Overview (RePEc:mes:emfitr:v:51:y:2015:i:s6:p:s1-s2)
  by Jose Angelo Divino & Wilfredo Maldonado & Rogerio Mazali & Benjamin Miranda Tabak
• Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil (RePEc:mes:emfitr:v:58:y:2022:i:4:p:965-996)
  by Thiago Christiano Silva & Tércio Braz & Diego Raphael Amancio & Benjamin Miranda Tabak
• Monetary Expansion and the Banking Lending Channel (RePEc:plo:pone00:0164338)
  by Benjamin Miranda Tabak & Tito Belchior Silva Moreira & Dimas Mateus Fazio & André Luiz Cordeiro Cavalcanti & George Henrrique de Moura Cunha
• Decentralized Market Power in Credit Markets (RePEc:pra:mprapa:114766)
  by Silva, Thiago & Souza, Sérgio & Guerra, Solange & Tabak, Benjamin
• Heterogeneous effects of the implementation of macroprudential policies on bank risk (RePEc:pra:mprapa:94546)
  by Ely, Regis Augusto & Tabak, Benjamin Miranda & Teixeira, Anderson Mutter
• Asymmetric Effects of Monetary Policy in the U.S. and Brazil (RePEc:ris:duthrp:2013_007)
  by Pragidis, Ioannis & Gogas, Periklis & Tabak, Benjamin
• A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks (RePEc:sbe:breart:v:28:y:2008:i:1:a:1520)
  by e Souza, Geraldo da Silva & Staub, Roberta Blass & Tabak, Benjamin Miranda
• Measures of Interbank Market Structure: An Application to Brazil (RePEc:sbe:breart:v:28:y:2008:i:2:a:1510)
  by Chang, Eui Jung & Lima, Eduardo José Araújo & Guerra, Solange M. & Tabak, Benjamin M.
• Indirect and direct effects of the subprime crisis on the real sector: labor market migration (RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02051-1)
  by Thiago Christiano Silva & Fabiano José Muniz & Benjamin Miranda Tabak
• Inefficiency in Latin-American market indices (RePEc:spr:eurphb:v:60:y:2007:i:1:p:111-121)
  by L. Zunino & B. M. Tabak & D. G. Pérez & M. Garavaglia & O. A. Rosso
• Topological properties of commodities networks (RePEc:spr:eurphb:v:74:y:2010:i:2:p:243-249)
  by B. M. Tabak & T. R. Serra & D. O. Cajueiro
• Optimal monetary rules: the case of Brazil (RePEc:taf:apeclt:v:10:y:2003:i:5:p:299-302)
  by Charles Lima De Almeida & Marco Aur�LIO Peres & Geraldo Da Silva E Souza & Benjamin Miranda Tabak
• Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore (RePEc:taf:apeclt:v:11:y:2004:i:4:p:255-258)
  by Eduardo Jose Araujo Lima & Benjamin Miranda Tabak
• The long-range dependence phenomena in asset returns: the Chinese case (RePEc:taf:apeclt:v:13:y:2006:i:2:p:131-133)
  by Daniel Cajueiro & Benjamin Tabak
• Unknown item RePEc:taf:apfiec:v:13:y:2003:i:5:p:369-378 (article)
• Unknown item RePEc:taf:apfiec:v:17:y:2007:i:7:p:569-576 (article)
• Unknown item RePEc:taf:apfiec:v:20:y:2010:i:9:p:719-738 (article)
• Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis (RePEc:taf:applec:v:41:y:2009:i:21:p:2681-2689)
  by Benjamin Tabak
• High-frequency return and volatility spillovers among cryptocurrencies (RePEc:taf:applec:v:53:y:2021:i:37:p:4310-4328)
  by Ahmet Sensoy & Thiago Christiano Silva & Shaen Corbet & Benjamin Miranda Tabak
• Financial innovation and moral hazard: the case of time deposits with special guarantee (RePEc:taf:applec:v:54:y:2022:i:17:p:1934-1944)
  by Gilberto Hanssen Androvandi & Carlos Enrique Carrasco-Gutierrez & Benjamin Miranda Tabak
• Delegated portfolio management and risk-taking behavior (RePEc:taf:eurjfi:v:16:y:2010:i:4:p:353-372)
  by Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak
• An International Comparison of Banking Sectors: A DEA Approach (RePEc:taf:glecrv:v:34:y:2005:i:3:p:291-307)
  by Cesar Oliveira & Benjamin Tabak
• Tourism and the economy: evidence from Brazil (RePEc:taf:rcitxx:v:26:y:2023:i:6:p:851-862)
  by Thiago Christiano Silva & Pedro Vicente da Silva Neto & Benjamin Miranda Tabak
• The Dark Side of Prudential Measures (RePEc:ufb:wpaper:078)
  by Paulo Roberto Scalco & Benjamin M. Tabak & Anderson Mutter Teixeira
• Hedging commodities in times of distress: The case of COVID‐19 (RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1941-1959)
  by Luiz Augusto Magalhães & Thiago Christiano Silva & Benjamin Miranda Tabak
• Effects Of Covid-19 On Chinese Sectoral Indices: A Multifractal Analysis (RePEc:wsi:fracta:v:29:y:2021:i:07:n:s0218348x2150198x)
  by Fernando H. A. De Araãšjo & Leonardo H. S. Fernandes & Benjamin M. Tabak
• Evaluating The Efficiency Of Brazilian Stock Market Indices: The Case Of Covid-19 (RePEc:wsi:fracta:v:30:y:2022:i:01:n:s0218348x22500141)
  by Leonardo H. S. Fernandes & Fernando H. A. De Araujo & Jos㉠W. L. Silva & Igor E. M. Silva & Benjamin Miranda Tabak
• Examining The Fractal Market Hypothesis Considering Daily And High Frequency For Cryptocurrency Assets (RePEc:wsi:fracta:v:30:y:2022:i:03:n:s0218348x22500700)
  by Werner Kristjanpoller & Leonardo H. S. Fernandes & Benjamin M. Tabak
• Multifractal Cross-Correlations Risk Among Wti And Financial Assets (RePEc:wsi:fracta:v:30:y:2022:i:09:n:s0218348x22501912)
  by Leonardo H. S. Fernandes & Jos㉠W. L. Silva & Derick D. Quintino & Fernando H. A. De Araujo & Benjamin Miranda Tabak
• Asymmetric Multifractal Cross-Correlation Dynamics Between Fiat Currencies And Cryptocurrencies (RePEc:wsi:fracta:v:31:y:2023:i:01:n:s0218348x23500068)
  by Leonardo H. S. Fernandes & Werner Kristjanpoller & Benjamin Miranda Tabak
• Assessment Of Sector Bond, Equity Indices And Green Bond Index Using Information Theory Quantifiers And Clusters Techniques (RePEc:wsi:fracta:v:31:y:2023:i:01:n:s0218348x23500172)
  by Leonardo H. S. Fernandes & Fernando H. A. De Araujo & Jos㉠W. L. Silva & Marcos C. M. Filho & Benjamin Miranda Tabak
• Assessment The Predictability In The Price Dynamics For The Top 10 Cryptocurrencies: The Impacts Of Russia–Ukraine War (RePEc:wsi:fracta:v:31:y:2023:i:05:n:s0218348x23500421)
  by Fernando H. A. De Araujo & Leonardo H. S. Fernandes & Jos㉠W. L. Silva & Kleber E. S. Sobrinho & Benjamin Miranda Tabak
• Topological Properties Of Bank Networks: The Case Of Brazil (RePEc:wsi:ijmpcx:v:20:y:2009:i:08:n:s0129183109014205)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Thiago R. Serra
• The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil (RePEc:wsi:ijtafx:v:09:y:2006:i:08:n:s0219024906003974)
  by Benjamin M. Tabak
• Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System (RePEc:wsi:ijtafx:v:11:y:2008:i:02:n:s0219024908004774)
  by Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro