Access Statistics for Benjamin Miranda Tabak

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks 0 0 0 46 0 1 2 138
A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector 0 0 2 208 4 9 29 509
A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives 0 0 0 44 0 0 1 201
AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO 0 0 0 20 0 0 2 180
An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks 0 0 3 409 2 6 20 1,861
Assessing Systemic Risk in the Brazilian Interbank Market 0 0 0 88 0 1 4 124
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 1 1 1 65 1 1 1 164
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 1 38 0 0 4 109
BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL 0 1 2 46 0 1 4 167
Bank Efficiency and Default in Brazil: Causality Tests 0 0 1 112 0 0 2 244
Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? 0 0 1 57 0 1 3 191
Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization 0 0 1 151 0 0 5 361
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability 0 0 0 65 0 0 1 265
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 81 0 0 2 209
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 0 2 4 20 0 2 4 42
Causality and Cointegration in Stock Markets: The Case of Latin America 0 0 0 380 0 0 3 816
Characterizing the Brazilian Term Structure of Interest Rates 0 0 1 136 0 1 7 381
Comparação da Eficiência de Custo para BRICs e América Latina 0 0 0 36 0 0 2 101
Complex Networks and Banking Systems Supervision 0 1 3 60 1 3 12 172
Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros 0 0 2 48 0 1 6 174
Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro 1 2 7 90 1 3 16 150
Contagion Risk within Firm-Bank Bivariate Networks 1 1 8 138 1 1 21 270
Contagion in CDS, Banking and Equity Markets 0 0 2 86 0 0 4 188
Contágioentre Índices Bancários: uma análisede correlação e co-assimetria 0 0 0 9 0 1 2 50
Decentralized Portfolio Management 0 0 2 51 0 1 34 363
Delegated Portfolio Management 0 0 0 14 0 1 4 106
Delegated Portfolio Management and Risk Taking Behavior 0 0 0 63 2 2 4 191
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica 0 0 2 34 0 1 8 150
Determinants of Bank Efficiency: the case of Brazil 0 1 2 231 2 4 21 531
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 1 106 0 0 7 329
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 0 1 2 62 1 3 9 159
Do Interconnections Matter for Bank Efficiency? 0 0 0 28 0 0 1 55
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 1 3 43 1 3 11 97
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 2 5 52 0 2 13 72
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 2 69
Eficiência Bancária e Inadimplência: testes de Causalidade 0 0 1 70 0 0 6 201
Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks 1 1 4 71 1 1 11 111
Evaluation of Default Risk for The Brazilian Banking Sector 0 0 0 128 1 1 4 364
Evolution of Bank Efficiency in Brazil: A DEA Approach 0 2 5 221 0 2 12 538
Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions 0 0 0 86 0 1 2 247
Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos 0 0 0 20 0 1 2 74
Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil 0 0 1 24 0 0 2 69
Extração de Informação de Opções Cambiais no Brasil 0 0 0 21 0 0 3 126
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 0 47 0 0 2 147
Financial Networks, Bank Efficiency and Risk-Taking 0 0 4 50 0 2 17 163
Financial Stability and Monetary Policy - The case of Brazil 0 0 0 150 1 5 11 364
Fiscal Risk and Financial Fragility 1 2 4 39 1 4 17 109
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 0 46 0 0 2 154
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 1 1 199 0 1 7 589
Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil 0 0 0 56 0 0 4 159
Forecasting Interest Rates: an application for Brazil 0 2 8 203 0 5 20 650
Forecasting the Yield Curve for Brazil 1 2 3 123 1 2 5 298
Forecasting the Yield Curve for the Euro Region 0 0 0 50 0 0 3 131
Growth and Activity Diversification: the impact of financing non-traditional local activities 0 2 3 29 0 4 16 85
Heterogeneous effects of the implementation of macroprudential policies on bank risk 0 1 6 67 1 3 15 134
How much random does European Union walk? A time-varying long memory analysis 0 0 1 45 0 0 4 88
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 0 60 4 13 46 194
Inflation Targeting and Financial Stability: does the quality of institutions matter? 0 0 0 64 2 2 7 99
Insolvency and Contagion in the Brazilian Interbank Market 0 0 0 62 0 0 2 96
Interconnectedness, Firm Resilience and Monetary Policy 0 1 3 57 2 3 18 122
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 0 0 3 220
Is it Worth Tracking Dollar/Real Implied Volatility? 0 0 1 66 0 0 5 301
Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks 0 0 1 308 1 1 6 724
Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach 0 0 0 35 2 2 5 99
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 1 1 67 0 1 3 208
Long-range dependence in Interest Rates and Monetary Policy 0 0 1 23 0 0 1 50
Mercados Financeiros Globais – Uma Análise da Interconectividade 0 0 0 15 0 1 5 56
Modeling Default Probabilities: the case of Brazil 0 0 0 74 0 0 6 153
Modeling Financial Networks: a feedback approach 0 0 1 50 0 1 11 119
Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers 0 3 5 33 0 3 12 52
Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates 0 1 2 83 0 1 5 219
Monitoring Vulnerability and Impact Diffusion in Financial Networks 0 0 0 71 0 0 2 117
Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach 1 1 4 155 1 3 15 597
Network Structure Analysis of the Brazilian Interbank Market 0 1 1 43 0 1 5 108
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 0 2 0 0 2 49
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 1 6 80
On the Information Content of Oil Future Prices 0 0 1 72 0 2 8 242
Optimal Monetary Rules: The Case of Brazil 0 0 1 54 0 0 5 225
PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL 0 0 0 49 0 0 1 188
Pesquisa de Estabilidade Financeira do Banco Central do Brasil 0 0 0 36 0 0 7 129
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 1 1 7 177 2 4 18 419
SYSTEMIC RISK MEASURES 0 0 1 56 0 0 4 68
Stock Returns and Volatility 0 1 1 76 1 2 6 217
Stress Testing Liquidity Risk: The Case of the Brazilian Banking System 0 2 3 135 1 4 7 239
Structure and Dynamics of the Global Financial Network 0 0 1 76 0 0 8 82
Systemic Risk Measures 0 0 1 82 0 0 6 150
Systemic Risk in Financial Systems: a feedback approach 0 0 0 120 0 1 10 256
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 1 15 0 0 3 47
Teste da Hipótese de Mercados Adaptativos para o Brasil 0 0 1 12 0 1 6 61
Testes de contágio entre sistemas bancários - A crise do subprime 0 0 1 51 0 0 4 165
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 1 101 0 0 2 202
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 1 26 1 1 5 77
The Dark Side of Prudential Measures 0 1 1 43 1 6 23 299
The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil 0 0 1 331 0 2 11 983
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 1 3 157 0 1 14 563
The Effects of the Brazilian ADRs Program on Domestic Market Efficiency 0 0 1 27 0 0 5 186
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 0 2 110 0 1 9 252
The Finance-Growth Nexus: the role of banks 0 1 3 40 1 3 17 82
The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case 0 0 0 81 0 0 6 410
The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case 1 1 4 147 1 5 18 433
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 1 1 5 199 1 3 26 572
The Stability-Concentration Relationship in the Brazilian Banking System 0 2 4 260 0 3 14 846
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 0 0 152 0 1 4 460
Tracking Brazilian Exchange Rate Volatility 0 0 0 132 1 1 2 530
Why Do Vulnerability Cycles Matter in Financial Networks? 0 1 2 30 0 1 7 66
Total Working Papers 10 46 164 9,043 44 156 857 26,102


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks 0 0 0 3 0 0 1 12
A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks 0 0 3 22 0 2 14 116
A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks 0 0 1 13 0 1 2 76
A macro stress test model of credit risk for the Brazilian banking sector 1 3 16 154 3 10 69 510
A multifractal approach for stock market inefficiency 1 2 3 23 1 2 14 103
A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates 0 1 3 41 0 1 5 152
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 0 1 1 11 0 1 1 62
An International Comparison of Banking Sectors: A DEA Approach 0 0 2 31 0 1 3 82
Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock 0 1 1 1 0 4 4 4
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 1 10 0 0 6 26
Are implied volatilities more informative? The Brazilian real exchange rate case 0 1 1 36 2 4 31 184
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 0 0 3 106 0 1 9 322
Assessing financial instability: The case of Brazil 0 1 1 50 0 1 2 153
Assessing inefficiency in euro bilateral exchange rates 0 0 0 2 0 0 0 26
Asymmetric effects of monetary policy in the U.S and Brazil 0 0 3 10 1 1 7 36
Bank lending and systemic risk: A financial-real sector network approach with feedback 0 0 8 35 0 2 19 142
Banking concentration and the price-concentration relationship: the case of Brazil 0 0 0 54 0 0 4 169
Behaviour finance and estimation risk in stochastic portfolio optimization 0 0 0 33 0 0 2 140
Can we predict crashes? The case of the Brazilian stock market 0 0 5 25 2 3 10 77
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 0 1 29
Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach 0 0 4 6 0 0 9 20
Commodity predictability analysis with a permutation information theory approach 0 0 1 17 0 0 2 74
Complex networks and banking systems supervision 0 0 0 20 0 1 4 100
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency 0 1 2 24 1 3 8 107
Contagion in CDS, banking and equity markets 0 0 1 14 0 0 8 72
Decentralized Portfolio Management 0 1 1 12 0 1 5 43
Delegated portfolio management and risk-taking behavior 0 0 0 26 0 0 0 98
Determinants of bank efficiency: The case of Brazil 0 0 3 60 0 1 12 233
Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach 0 0 0 14 0 0 3 75
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 1 27 0 0 2 112
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 0 1 3 108 0 2 17 360
Dynamic efficiency of stock markets and exchange rates 0 1 3 17 0 1 9 105
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 0 0 2 44
EFFECTS OF COVID-19 ON CHINESE SECTORAL INDICES: A MULTIFRACTAL ANALYSIS 0 0 0 0 0 2 2 2
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 3 15 0 1 6 80
Estimating a Bayesian stochastic frontier for the Indian banking system 0 0 0 48 1 1 4 168
Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market 0 0 0 12 0 0 0 90
Evaluating systemic risk using bank default probabilities in financial networks 1 1 2 28 1 2 12 157
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 1 2 6 0 1 7 68
Evolution of bank efficiency in Brazil: A DEA approach 1 3 11 145 2 8 30 469
Finance, Banking, and Regulation in Emerging Economies: An Overview 0 0 0 1 0 1 1 9
Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil 0 0 0 0 0 0 1 1
Financial Networks 0 0 0 2 0 0 1 24
Financial Networks 2019 0 0 1 5 0 0 1 21
Financial Stability and Monetary Policy - The case of Brazil 0 0 0 4 0 0 1 36
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 0 0 65
Financial innovation and moral hazard: the case of time deposits with special guarantee 1 2 4 4 1 3 27 27
Financial networks, bank efficiency and risk-taking 0 0 3 28 1 1 12 122
Financial stability and bank supervision 0 0 1 34 0 1 7 116
Financing choice and local economic growth: evidence from Brazil 0 2 32 33 1 9 77 86
Fiscal risk and financial fragility 0 0 1 2 1 1 14 29
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 0 1 81
Forbidden patterns, permutation entropy and stock market inefficiency 0 2 6 30 0 2 10 147
Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil 0 0 0 0 0 0 0 31
Forecasting bond yields in the Brazilian fixed income market 0 0 0 46 0 0 0 151
Forecasting the yield curve for the Euro region 0 0 0 18 0 0 8 101
High-frequency return and volatility spillovers among cryptocurrencies 0 0 3 3 0 1 12 14
Indirect and direct effects of the subprime crisis on the real sector: labor market migration 1 1 1 1 1 2 4 4
Inefficiency in Latin-American market indices 0 0 0 2 0 0 0 22
Inflation targeting and financial stability: Does the quality of institutions matter? 0 0 3 20 0 0 13 138
Inflation targeting: Is IT to blame for banking system instability? 0 0 5 54 1 4 27 227
Insights from the (in)efficiency of Chinese sectoral indices during COVID-19 0 0 3 3 0 0 6 7
Insolvency and contagion in the Brazilian interbank market 0 0 0 5 0 0 2 29
Interest rate option pricing and volatility forecasting: An application to Brazil 0 0 0 0 0 1 1 7
Internet access in recessionary periods: The case of Brazil 0 0 4 13 0 0 7 46
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 0 0 20
Is the expression H=1/(3-q) valid for real financial data? 0 0 0 0 0 0 0 19
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM 0 0 0 1 0 0 1 23
Long memory testing for Fed Funds Futures’ contracts 0 0 0 0 0 0 1 4
Long-range dependence and market structure 0 0 0 0 0 0 0 2
Long-range dependence and multifractality in the term structure of LIBOR interest rates 0 0 0 6 0 0 1 39
Long-term forecast of energy commodities price using machine learning 0 2 17 50 0 3 57 167
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules 0 1 2 95 0 1 3 298
Measures of Interbank Market Structure: An Application to Brazil 0 0 0 0 0 0 2 24
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 1 2 20
Micro-level transmission of monetary policy shocks: The trading book channel 0 0 2 6 0 1 9 24
Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies 0 0 2 6 0 1 9 33
Modeling default probabilities: The case of Brazil 0 0 1 48 0 0 6 186
Modeling stochastic frontier based on vine copulas 0 0 0 10 0 0 1 45
Monetary Expansion and the Banking Lending Channel 0 0 0 0 0 0 2 9
Monitoring vulnerability and impact diffusion in financial networks 0 0 0 18 0 0 3 62
Multifractal structure in Latin-American market indices 0 0 0 0 0 0 2 5
Multifractality and herding behavior in the Japanese stock market 0 0 2 2 0 0 5 11
Network structure analysis of the Brazilian interbank market 0 0 0 16 0 0 1 76
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 8 0 1 7 59
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 4 6 165
Optimal monetary rules: the case of Brazil 0 0 0 22 0 0 1 159
Overconfidence and the 2D:4D ratio 0 0 0 2 0 0 17 45
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market 0 0 0 2 0 0 0 21
Possible causes of long-range dependence in the Brazilian stock market 0 0 0 5 0 0 1 37
Prudential measures and their adverse effects on bank competition: The case of Brazil 1 2 3 4 1 4 18 37
Quantifying price fluctuations in the Brazilian stock market 0 0 0 8 0 0 0 36
Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries 0 0 0 19 0 0 2 102
Sanitation and water services: Who is the most efficient provider public or private? Evidences for Brazil 1 1 1 1 2 2 4 4
Structure and dynamics of the global financial network 0 0 1 2 0 1 4 6
Systemic risk in financial systems: A feedback approach 0 0 3 20 0 0 8 87
Systemic risk measures 0 0 0 36 0 1 4 105
Systemically important banks and financial stability: The case of Latin America 0 2 3 79 0 3 10 209
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL 1 1 2 9 1 1 4 45
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 0 0 1 2 0 0 1 14
Testing for inefficiency in emerging markets exchange rates 0 0 0 0 0 0 0 2
Testing for long range dependence in banking equity indices 0 0 0 0 0 0 1 3
Testing for long-range dependence in the Brazilian term structure of interest rates 0 0 0 0 0 0 0 4
Testing for long-range dependence in world stock markets 0 0 1 1 0 0 3 7
Testing for predictability in emerging equity markets 0 1 5 190 0 1 10 730
Testing for predictability in equity returns for European transition markets 0 0 0 50 0 0 0 182
Testing for rational bubbles in banking indices 0 0 0 1 0 1 2 33
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 0 0 0 2
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 1 5 0 0 1 27
Testing for unit root bilinearity in the Brazilian stock market 0 0 0 0 0 0 2 25
Testing the Adaptive Markets Hypothesis for Brazil 0 0 0 9 0 0 6 70
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 2 6 0 0 7 41
Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis 0 0 0 15 0 0 1 73
Tests of Random Walk: A Comparison of Bootstrap Approaches 0 0 0 73 0 1 2 179
Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore 0 1 1 239 0 2 4 619
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 0 1 9 0 0 3 47
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 0 0 3 37 0 1 9 159
The effects of capital buffers on profitability: An empirical study 0 1 10 67 1 7 26 300
The effects of loan portfolio concentration on Brazilian banks' return and risk 1 4 11 164 1 6 45 544
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 1 1 1 41
The finance-growth nexus: The role of banks 0 0 0 3 0 0 13 19
The impact of market power at bank level in risk-taking: The Brazilian case 0 0 5 28 0 2 10 105
The long-range dependence behavior of the term structure of interest rates in Japan 0 0 0 0 0 0 0 18
The long-range dependence phenomena in asset returns: the Chinese case 0 0 0 56 0 0 1 165
The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case 0 0 0 62 2 3 8 255
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 2 2 20 191 3 3 57 712
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 6 0 0 0 38
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 1 17 0 1 10 68
The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil 0 0 0 0 0 0 0 0
The stability-concentration relationship in the Brazilian banking system 1 1 3 116 2 2 8 329
The transmission mechanisms of macroprudential policies on bank risk 0 3 7 14 3 7 25 60
Time-varying long term memory in the European Union stock markets 0 0 1 22 0 0 2 68
Time-varying long-range dependence in US interest rates 0 1 1 1 0 1 3 5
Topological properties of commodities networks 0 0 0 5 0 0 1 30
Topological properties of stock market networks: The case of Brazil 0 0 0 14 0 0 5 85
Why do vulnerability cycles matter in financial networks? 0 0 0 10 0 0 1 38
Total Journal Articles 13 49 269 3,518 37 147 1,038 13,720


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ambiguity Aversion and Illusion of Control in an Emerging Market: Are Individuals Subject to Behavioral Biases? 0 1 6 29 0 1 14 70
Total Chapters 0 1 6 29 0 1 14 70


Statistics updated 2022-09-05