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 1 1 1 46 1 2 2 124
A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector 1 1 5 199 5 5 25 423
A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives 0 0 0 44 1 1 2 189
AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO 0 0 0 20 0 1 2 173
An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks 0 0 3 399 1 2 16 1,810
Assessing Systemic Risk in the Brazilian Interbank Market 0 1 5 81 0 1 7 98
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 1 34 3 5 11 80
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 0 64 0 4 11 149
BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL 0 2 4 40 2 4 11 142
Bank Efficiency and Default in Brazil: Causality Tests 0 2 4 106 2 7 18 206
Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? 0 0 4 50 1 1 9 163
Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization 0 3 5 144 3 9 16 308
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability 0 0 0 65 2 3 5 257
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 81 1 1 1 198
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 1 2 8 11 1 3 13 18
Causality and Cointegration in Stock Markets: The Case of Latin America 0 0 2 374 0 1 12 781
Characterizing the Brazilian Term Structure of Interest Rates 0 0 2 132 0 0 6 361
Comparação da Eficiência de Custo para BRICs e América Latina 1 1 1 35 1 1 2 89
Complex Networks and Banking Systems Supervision 0 1 1 57 0 3 9 136
Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros 0 0 1 44 0 0 7 149
Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro 1 2 4 63 1 2 11 101
Contagion Risk within Firm-Bank Bivariate Networks 1 4 12 106 5 12 28 169
Contagion in CDS, Banking and Equity Markets 0 0 2 82 1 1 10 170
Contágioentre Índices Bancários: uma análisede correlação e co-assimetria 0 0 0 7 0 0 1 31
Decentralized Portfolio Management 0 0 1 47 1 6 15 244
Delegated Portfolio Management 0 0 0 14 0 0 1 87
Delegated Portfolio Management and Risk Taking Behavior 0 1 1 61 0 1 5 174
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica 0 1 1 30 0 2 4 123
Determinants of Bank Efficiency: the case of Brazil 0 1 3 214 0 1 7 461
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 1 99 1 3 13 292
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 2 3 4 50 2 4 9 120
Do Interconnections Matter for Bank Efficiency? 0 0 0 28 0 0 3 35
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 2 38 0 0 4 65
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 2 3 13 43 4 5 23 34
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 2 63
Eficiência Bancária e Inadimplência: testes de Causalidade 0 1 8 55 0 4 20 155
Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks 0 0 5 66 1 1 14 76
Evaluation of Default Risk for The Brazilian Banking Sector 0 0 1 128 0 1 7 346
Evolution of Bank Efficiency in Brazil: A DEA Approach 0 0 6 210 3 6 20 481
Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions 0 0 0 86 0 1 1 237
Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos 0 0 1 20 0 2 9 60
Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil 0 0 0 17 0 0 5 52
Extração de Informação de Opções Cambiais no Brasil 0 0 0 21 0 2 3 114
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 0 45 0 0 3 131
Financial Networks, Bank Efficiency and Risk-Taking 0 0 5 40 2 4 21 82
Financial Stability and Monetary Policy - The case of Brazil 0 0 0 147 1 3 8 328
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 0 43 1 1 2 140
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 1 194 1 4 14 558
Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil 0 0 0 56 2 2 3 150
Forecasting Interest Rates: an application for Brazil 0 0 1 181 0 1 3 590
Forecasting the Yield Curve for Brazil 0 0 1 119 0 0 3 284
Forecasting the Yield Curve for the Euro Region 0 0 0 47 0 0 2 103
How much random does European Union walk? A time-varying long memory analysis 0 0 0 43 3 5 10 74
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 0 58 0 0 6 113
Inflation Targeting and Financial Stability: does the quality of institutions matter? 1 2 12 58 4 6 26 63
Insolvency and Contagion in the Brazilian Interbank Market 0 0 0 60 0 1 11 77
Interconnectedness, Firm Resilience and Monetary Policy 2 5 25 46 4 11 44 53
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 1 25 1 2 5 200
Is it Worth Tracking Dollar/Real Implied Volatility? 0 0 1 65 1 1 8 278
Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks 0 1 5 301 0 1 11 683
Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach 0 2 5 34 3 8 21 72
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 1 65 0 0 1 187
Long-range dependence in Interest Rates and Monetary Policy 0 0 0 21 0 0 0 43
Mercados Financeiros Globais – Uma Análise da Interconectividade 0 0 0 13 0 0 6 41
Modeling Default Probabilities: the case of Brazil 0 0 0 74 1 4 5 135
Modeling Financial Networks: a feedback approach 0 1 7 46 1 5 16 89
Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates 0 0 0 72 1 2 5 192
Monitoring Vulnerability and Impact Diffusion in Financial Networks 1 2 7 68 3 8 16 84
Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach 1 2 13 145 5 8 29 546
Network Structure Analysis of the Brazilian Interbank Market 0 0 2 41 1 3 8 71
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 1 2 0 1 4 42
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 17 0 0 2 66
On the Information Content of Oil Future Prices 0 0 1 70 2 2 6 221
Optimal Monetary Rules: The Case of Brazil 0 0 0 52 0 0 1 198
PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL 0 0 0 49 0 1 5 183
Pesquisa de Estabilidade Financeira do Banco Central do Brasil 0 0 1 35 0 0 6 108
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 1 6 16 155 6 15 32 352
SYSTEMIC RISK MEASURES 0 0 0 53 1 1 4 47
Stock Returns and Volatility 0 0 0 73 0 0 2 195
Stress Testing Liquidity Risk: The Case of the Brazilian Banking System 0 1 7 115 1 7 19 193
Structure and Dynamics of the Global Financial Network 0 0 6 72 0 1 12 52
Systemic Risk Measures 0 0 3 79 0 0 10 114
Systemic Risk in Financial Systems: a feedback approach 0 5 21 108 8 18 62 183
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 1 13 3 4 8 30
Teste da Hipótese de Mercados Adaptativos para o Brasil 1 1 1 11 1 2 6 47
Testes de contágio entre sistemas bancários - A crise do subprime 1 1 1 46 1 1 1 148
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 0 100 0 0 2 190
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 1 24 1 2 7 57
The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil 1 3 8 314 2 8 23 895
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 0 6 145 3 12 32 443
The Effects of the Brazilian ADRs Program on Domestic Market Efficiency 0 0 1 25 0 0 3 174
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 2 9 15 98 6 21 46 182
The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case 0 0 0 79 0 0 4 361
The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case 1 1 1 136 1 1 5 392
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 1 1 4 186 5 6 22 483
The Stability-Concentration Relationship in the Brazilian Banking System 0 0 3 241 1 3 25 747
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 1 3 147 0 1 5 429
Tracking Brazilian Exchange Rate Volatility 0 0 2 130 0 2 8 506
Why Do Vulnerability Cycles Matter in Financial Networks? 0 0 2 25 1 1 5 42
Total Working Papers 23 74 304 8,241 121 298 1,054 21,991


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 1 0 0 0 7
A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks 0 0 4 16 0 0 10 40
A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks 0 0 0 11 0 2 5 65
A macro stress test model of credit risk for the Brazilian banking sector 1 2 9 109 3 6 29 335
A multifractal approach for stock market inefficiency 2 2 5 17 3 4 10 72
A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates 0 0 1 36 0 0 1 132
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 1 2 3 4 1 3 7 11
An International Comparison of Banking Sectors: A DEA Approach 0 0 2 25 0 0 3 74
Are implied volatilities more informative? The Brazilian real exchange rate case 0 0 0 33 1 1 2 121
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 1 3 8 85 1 17 29 276
Assessing financial instability: The case of Brazil 0 0 0 48 0 0 0 135
Assessing inefficiency in euro bilateral exchange rates 0 0 0 2 0 1 1 20
Banking concentration and the price-concentration relationship: the case of Brazil 0 1 3 53 1 3 6 154
Behaviour finance and estimation risk in stochastic portfolio optimization 0 0 1 33 0 0 1 129
Can we predict crashes? The case of the Brazilian stock market 0 0 1 18 0 1 4 58
Characterizing bid–ask prices in the Brazilian equity market 0 1 1 6 1 3 3 25
Commodity predictability analysis with a permutation information theory approach 0 0 0 16 0 0 2 64
Complex networks and banking systems supervision 0 0 0 19 0 3 5 78
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency 0 1 2 17 0 2 6 78
Contagion in CDS, banking and equity markets 0 0 0 10 1 1 7 46
Decentralized Portfolio Management 0 0 0 9 0 0 1 21
Delegated portfolio management and risk-taking behavior 0 0 0 25 0 0 1 97
Determinants of bank efficiency: The case of Brazil 0 1 5 47 2 5 16 177
Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach 0 0 0 10 0 1 4 40
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 1 22 1 1 7 83
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 1 3 3 91 2 10 22 275
Dynamic efficiency of stock markets and exchange rates 0 1 3 5 2 5 29 60
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 1 9 0 0 1 35
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 2 9 3 3 10 53
Estimating a Bayesian stochastic frontier for the Indian banking system 1 1 3 47 2 2 12 138
Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market 0 0 0 12 0 0 0 86
Evaluating systemic risk using bank default probabilities in financial networks 0 1 2 21 2 7 19 81
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 0 0 3 2 3 7 45
Evolution of bank efficiency in Brazil: A DEA approach 0 0 4 122 0 6 25 349
Finance, Banking, and Regulation in Emerging Economies: An Overview 0 0 0 0 0 0 0 2
Financial Stability and Monetary Policy - The case of Brazil 0 0 0 3 1 2 7 25
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 0 0 55
Financial networks, bank efficiency and risk-taking 0 1 3 19 2 4 10 67
Financial stability and bank supervision 0 0 8 26 2 3 20 71
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 1 1 69
Forbidden patterns, permutation entropy and stock market inefficiency 0 0 1 22 2 3 8 113
Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil 0 0 0 0 1 2 2 20
Forecasting bond yields in the Brazilian fixed income market 0 0 1 45 0 0 1 140
Forecasting the yield curve for the Euro region 0 0 1 17 1 1 4 59
Inefficiency in Latin-American market indices 0 0 0 2 0 0 2 19
Inflation targeting and financial stability: Does the quality of institutions matter? 1 1 5 8 8 10 35 48
Inflation targeting: Is IT to blame for banking system instability? 0 0 1 45 1 2 5 128
Insolvency and contagion in the Brazilian interbank market 0 0 1 4 1 1 3 17
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 1 1 9
Is the expression H=1/(3-q) valid for real financial data? 0 0 0 0 0 0 0 14
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM 0 0 0 1 0 0 1 4
Long-range dependence and multifractality in the term structure of LIBOR interest rates 0 0 0 6 0 1 2 28
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules 0 0 0 92 3 3 5 283
Measures of Interbank Market Structure: An Application to Brazil 0 0 0 0 0 1 1 10
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 0 1 12
Modeling default probabilities: The case of Brazil 0 1 1 45 0 4 8 160
Modeling stochastic frontier based on vine copulas 1 2 5 7 2 3 24 29
Monitoring vulnerability and impact diffusion in financial networks 0 1 2 14 0 4 8 35
Network structure analysis of the Brazilian interbank market 0 1 2 16 0 2 12 58
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 4 7 2 3 17 33
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 17 6 7 13 146
Optimal monetary rules: the case of Brazil 0 0 0 22 1 1 5 149
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market 0 0 0 2 0 0 0 17
Possible causes of long-range dependence in the Brazilian stock market 0 0 0 3 0 0 0 28
Quantifying price fluctuations in the Brazilian stock market 0 0 1 7 0 0 1 31
Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries 0 0 0 19 1 2 2 94
Systemic risk in financial systems: A feedback approach 1 2 8 12 2 5 21 43
Systemic risk measures 0 0 1 28 1 2 5 69
Systemically important banks and financial stability: The case of Latin America 0 1 4 59 1 3 11 143
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL 0 1 4 6 0 1 7 15
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 0 0 0 0 0 0 1 1
Testing for predictability in emerging equity markets 0 0 0 181 0 4 7 697
Testing for predictability in equity returns for European transition markets 0 0 0 50 0 1 2 172
Testing for rational bubbles in banking indices 0 0 1 1 1 4 5 27
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 0 3 0 0 2 20
Testing for unit root bilinearity in the Brazilian stock market 0 0 0 0 1 1 5 18
Testing the Adaptive Markets Hypothesis for Brazil 0 0 2 6 0 3 10 41
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 1 3 0 0 1 18
Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis 0 0 0 11 0 0 0 62
Tests of Random Walk: A Comparison of Bootstrap Approaches 0 0 0 73 0 0 0 173
Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore 1 1 5 234 3 3 19 593
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 1 2 6 0 2 6 16
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 0 0 0 25 0 1 8 113
The effects of capital buffers on profitability: An empirical study 1 1 11 41 13 22 58 134
The effects of loan portfolio concentration on Brazilian banks' return and risk 0 1 11 119 2 6 33 403
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 0 1 3 35
The impact of market power at bank level in risk-taking: The Brazilian case 0 0 0 14 1 1 7 62
The long-range dependence behavior of the term structure of interest rates in Japan 0 0 0 0 0 0 0 11
The long-range dependence phenomena in asset returns: the Chinese case 0 0 0 55 0 0 1 155
The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case 0 1 2 59 0 1 5 232
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 0 4 19 125 8 17 62 503
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 6 0 0 1 33
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 0 14 0 1 2 48
The stability-concentration relationship in the Brazilian banking system 1 1 1 103 2 2 8 297
Time-varying long term memory in the European Union stock markets 0 0 1 14 1 2 8 35
Topological properties of commodities networks 0 0 0 4 0 0 0 22
Topological properties of stock market networks: The case of Brazil 2 2 2 9 3 3 3 61
Why do vulnerability cycles matter in financial networks? 0 1 1 10 2 3 6 26
Total Journal Articles 15 43 176 2,741 103 240 791 9,711


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 0 3 19 0 1 6 40
Total Chapters 0 0 3 19 0 1 6 40


Statistics updated 2019-09-09