Access Statistics for Benjamin Miranda Tabak

Author contact details at EconPapers.

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 2 7 132
A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector 0 0 4 203 3 6 32 457
A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives 0 0 0 44 0 1 8 198
AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO 0 0 0 20 1 1 1 177
An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks 0 0 0 399 3 4 10 1,820
Assessing Systemic Risk in the Brazilian Interbank Market 1 2 5 86 1 6 16 116
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 3 37 0 3 13 98
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 0 64 0 0 7 161
BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL 0 1 2 44 0 3 11 158
Bank Efficiency and Default in Brazil: Causality Tests 0 1 3 109 1 5 22 230
Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? 0 0 2 52 0 5 13 178
Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization 0 1 3 147 2 9 30 342
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability 0 0 0 65 0 0 2 261
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 81 1 2 6 206
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 0 0 3 15 1 1 10 30
Causality and Cointegration in Stock Markets: The Case of Latin America 0 2 6 380 0 5 20 801
Characterizing the Brazilian Term Structure of Interest Rates 0 1 2 134 0 3 9 370
Comparação da Eficiência de Custo para BRICs e América Latina 0 1 1 36 0 1 4 96
Complex Networks and Banking Systems Supervision 0 0 0 57 0 2 12 151
Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros 0 0 0 45 0 1 8 158
Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro 0 1 6 71 1 4 14 121
Contagion Risk within Firm-Bank Bivariate Networks 2 6 15 123 5 13 43 216
Contagion in CDS, Banking and Equity Markets 0 1 2 84 0 5 11 183
Contágioentre Índices Bancários: uma análisede correlação e co-assimetria 0 0 0 7 1 1 6 39
Decentralized Portfolio Management 0 0 2 49 1 9 39 287
Delegated Portfolio Management 0 0 0 14 0 3 8 96
Delegated Portfolio Management and Risk Taking Behavior 0 0 1 63 0 2 8 186
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica 0 0 2 32 1 4 10 134
Determinants of Bank Efficiency: the case of Brazil 1 2 6 220 1 3 18 479
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 2 103 0 3 14 310
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 2 4 7 57 2 6 20 141
Do Interconnections Matter for Bank Efficiency? 0 0 0 28 0 5 10 50
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 1 39 1 3 8 73
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 0 3 46 2 4 14 48
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 2 65
Eficiência Bancária e Inadimplência: testes de Causalidade 1 1 5 63 3 4 18 178
Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks 0 0 1 67 0 3 12 91
Evaluation of Default Risk for The Brazilian Banking Sector 0 0 0 128 0 2 9 357
Evolution of Bank Efficiency in Brazil: A DEA Approach 0 0 2 212 0 2 34 518
Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions 0 0 0 86 0 1 4 243
Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos 0 0 0 20 0 1 9 71
Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil 0 0 2 19 1 2 10 62
Extração de Informação de Opções Cambiais no Brasil 0 0 0 21 0 0 8 122
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 2 47 0 0 7 140
Financial Networks, Bank Efficiency and Risk-Taking 1 1 4 44 1 5 24 111
Financial Stability and Monetary Policy - The case of Brazil 0 0 2 149 1 3 14 345
Fiscal Risk and Financial Fragility 0 2 13 32 2 10 41 57
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 2 45 0 4 8 150
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 2 196 0 0 12 576
Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil 0 0 0 56 0 0 4 155
Forecasting Interest Rates: an application for Brazil 0 0 2 184 0 5 17 608
Forecasting the Yield Curve for Brazil 0 0 1 120 0 0 4 289
Forecasting the Yield Curve for the Euro Region 0 0 2 49 0 2 15 119
Growth and Activity Diversification: the impact of financing non-traditional local activities 0 2 10 24 2 6 40 49
Heterogeneous effects of the implementation of macroprudential policies on bank risk 1 3 13 55 2 9 49 92
How much random does European Union walk? A time-varying long memory analysis 0 0 1 44 0 2 7 84
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 1 59 2 3 12 128
Inflation Targeting and Financial Stability: does the quality of institutions matter? 0 0 5 64 0 1 17 86
Insolvency and Contagion in the Brazilian Interbank Market 0 0 2 62 0 0 8 88
Interconnectedness, Firm Resilience and Monetary Policy 0 1 4 52 0 6 32 92
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 1 2 9 212
Is it Worth Tracking Dollar/Real Implied Volatility? 0 0 0 65 0 1 5 285
Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks 1 1 5 306 3 6 14 699
Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach 0 1 1 35 0 3 10 87
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 1 66 1 4 13 204
Long-range dependence in Interest Rates and Monetary Policy 0 0 0 21 0 0 2 45
Mercados Financeiros Globais – Uma Análise da Interconectividade 0 1 1 14 1 3 6 47
Modeling Default Probabilities: the case of Brazil 0 0 0 74 1 3 7 143
Modeling Financial Networks: a feedback approach 0 0 3 49 1 2 12 101
Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers 1 1 25 25 4 7 30 30
Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates 0 4 6 78 0 7 13 206
Monitoring Vulnerability and Impact Diffusion in Financial Networks 0 0 2 71 1 2 19 108
Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach 0 0 4 149 0 0 19 568
Network Structure Analysis of the Brazilian Interbank Market 0 0 1 42 1 2 16 91
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 0 2 1 1 2 44
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 1 18 0 2 5 71
On the Information Content of Oil Future Prices 0 1 1 71 0 2 10 232
Optimal Monetary Rules: The Case of Brazil 0 0 0 52 1 1 14 213
PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL 0 0 0 49 1 1 1 184
Pesquisa de Estabilidade Financeira do Banco Central do Brasil 0 1 1 36 0 4 7 116
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 0 1 8 167 1 8 25 385
SYSTEMIC RISK MEASURES 0 0 0 54 1 3 9 60
Stock Returns and Volatility 0 1 2 75 0 1 6 203
Stress Testing Liquidity Risk: The Case of the Brazilian Banking System 0 2 11 129 0 3 26 226
Structure and Dynamics of the Global Financial Network 1 1 2 74 1 1 9 65
Systemic Risk Measures 0 0 2 81 0 4 17 135
Systemic Risk in Financial Systems: a feedback approach 1 1 6 120 2 8 35 230
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 0 14 1 1 3 39
Teste da Hipótese de Mercados Adaptativos para o Brasil 0 0 0 11 0 0 3 51
Testes de contágio entre sistemas bancários - A crise do subprime 0 2 3 49 0 4 7 155
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 0 100 0 1 4 194
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 1 25 0 2 12 70
The Dark Side of Prudential Measures 0 0 7 37 1 7 139 244
The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil 0 1 8 322 1 8 41 942
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 1 3 6 153 3 17 65 524
The Effects of the Brazilian ADRs Program on Domestic Market Efficiency 0 0 1 26 0 2 5 179
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 1 2 6 104 2 8 43 231
The Finance-Growth Nexus: the role of banks 0 3 9 30 3 8 23 26
The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case 0 1 2 81 2 10 27 388
The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case 0 0 1 138 1 1 8 403
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 1 2 5 191 4 7 31 520
The Stability-Concentration Relationship in the Brazilian Banking System 1 2 5 249 10 19 46 798
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 0 2 149 0 3 15 445
Tracking Brazilian Exchange Rate Volatility 0 0 0 130 1 2 12 521
Why Do Vulnerability Cycles Matter in Financial Networks? 0 0 2 27 1 1 7 52
Total Working Papers 17 65 298 8,705 94 378 1,713 24,151


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 2 9
A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks 0 0 1 18 2 4 18 62
A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks 0 0 0 11 0 1 4 69
A macro stress test model of credit risk for the Brazilian banking sector 1 2 13 123 8 14 50 390
A multifractal approach for stock market inefficiency 0 1 2 19 0 1 7 79
A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates 1 1 2 38 1 1 10 143
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 0 1 4 9 0 3 31 47
An International Comparison of Banking Sectors: A DEA Approach 0 0 2 27 0 0 2 76
Applications of Machine Learning Methods in Complex Economics and Financial Networks 1 1 4 4 1 2 11 11
Are implied volatilities more informative? The Brazilian real exchange rate case 1 1 2 35 2 5 11 134
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 0 0 10 96 0 2 19 299
Assessing financial instability: The case of Brazil 0 0 1 49 1 1 4 143
Assessing inefficiency in euro bilateral exchange rates 0 0 0 2 0 0 3 23
Asymmetric effects of monetary policy in the U.S and Brazil 0 1 3 4 0 1 10 13
Bank lending and systemic risk: A financial-real sector network approach with feedback 1 2 11 23 2 12 44 92
Banking concentration and the price-concentration relationship: the case of Brazil 0 0 1 54 0 1 5 159
Behaviour finance and estimation risk in stochastic portfolio optimization 0 0 0 33 0 0 3 133
Can we predict crashes? The case of the Brazilian stock market 0 2 2 20 0 2 4 64
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 0 0 27
Commodity predictability analysis with a permutation information theory approach 0 0 0 16 0 0 4 69
Complex networks and banking systems supervision 0 0 1 20 0 0 10 90
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency 1 2 5 22 1 3 14 93
Contagion in CDS, banking and equity markets 0 1 1 11 0 3 9 56
Decentralized Portfolio Management 0 0 1 10 0 0 8 29
Delegated portfolio management and risk-taking behavior 0 0 1 26 0 0 1 98
Determinants of bank efficiency: The case of Brazil 0 0 4 52 2 4 16 198
Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach 0 0 1 12 2 4 19 68
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 0 22 0 3 11 97
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 0 3 8 100 2 6 21 299
Dynamic efficiency of stock markets and exchange rates 0 2 3 8 0 4 16 80
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 0 0 2 39
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 2 12 1 1 12 69
Estimating a Bayesian stochastic frontier for the Indian banking system 0 0 1 48 1 1 9 150
Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market 0 0 0 12 0 0 3 89
Evaluating systemic risk using bank default probabilities in financial networks 0 0 5 26 0 2 18 104
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 1 1 1 4 1 2 9 55
Evolution of bank efficiency in Brazil: A DEA approach 0 0 7 130 1 5 38 390
Finance, Banking, and Regulation in Emerging Economies: An Overview 0 0 1 1 0 0 2 6
Financial Networks 0 0 1 2 0 0 3 4
Financial Networks 2019 0 0 4 4 2 4 12 12
Financial Stability and Monetary Policy - The case of Brazil 0 0 1 4 0 2 5 31
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 0 7 62
Financial networks, bank efficiency and risk-taking 0 1 2 24 1 6 17 91
Financial stability and bank supervision 0 0 3 29 3 3 16 90
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 1 8 78
Forbidden patterns, permutation entropy and stock market inefficiency 1 1 1 23 1 2 11 124
Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil 0 0 0 0 0 0 2 26
Forecasting bond yields in the Brazilian fixed income market 0 0 1 46 0 0 4 149
Forecasting the yield curve for the Euro region 0 0 0 17 2 6 9 72
Inefficiency in Latin-American market indices 0 0 0 2 0 1 2 21
Inflation targeting and financial stability: Does the quality of institutions matter? 0 1 5 14 4 11 39 98
Inflation targeting: Is IT to blame for banking system instability? 0 0 2 48 0 1 32 171
Insolvency and contagion in the Brazilian interbank market 0 1 1 5 0 2 4 25
Interest rate option pricing and volatility forecasting: An application to Brazil 0 0 0 0 0 0 0 0
Internet access in recessionary periods: The case of Brazil 2 3 4 4 4 7 17 17
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 0 6 16
Is the expression H=1/(3-q) valid for real financial data? 0 0 0 0 1 1 2 16
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM 0 0 0 1 0 1 10 15
Long memory testing for Fed Funds Futures’ contracts 0 0 0 0 1 1 1 1
Long-range dependence and market structure 0 0 0 0 1 2 2 2
Long-range dependence and multifractality in the term structure of LIBOR interest rates 0 0 0 6 0 0 3 32
Long-term forecast of energy commodities price using machine learning 3 6 17 18 5 11 56 63
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules 0 0 0 92 0 0 5 289
Measures of Interbank Market Structure: An Application to Brazil 0 0 0 0 1 1 8 18
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 0 5 17
Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies 0 0 2 2 1 3 9 9
Modeling default probabilities: The case of Brazil 0 0 1 46 0 2 10 172
Modeling stochastic frontier based on vine copulas 0 0 1 9 0 0 7 39
Monetary Expansion and the Banking Lending Channel 0 0 0 0 0 1 4 4
Monitoring vulnerability and impact diffusion in financial networks 1 1 1 17 1 2 12 50
Multifractal structure in Latin-American market indices 0 0 0 0 1 1 1 1
Multifractality and herding behavior in the Japanese stock market 0 0 0 0 0 1 1 1
Network structure analysis of the Brazilian interbank market 0 0 0 16 0 0 7 67
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 1 8 0 3 10 46
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 1 18 1 2 7 153
Optimal monetary rules: the case of Brazil 0 0 0 22 1 1 7 156
Overconfidence and the 2D:4D ratio 0 0 0 0 3 8 11 11
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market 0 0 0 2 0 0 0 18
Possible causes of long-range dependence in the Brazilian stock market 0 1 2 5 1 2 4 33
Quantifying price fluctuations in the Brazilian stock market 0 0 1 8 0 0 3 34
Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries 0 0 0 19 0 1 4 100
Systemic risk in financial systems: A feedback approach 1 1 3 16 1 3 22 71
Systemic risk measures 0 1 3 33 2 6 16 92
Systemically important banks and financial stability: The case of Latin America 1 1 8 67 2 9 28 177
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL 0 0 0 6 0 1 17 35
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 0 0 1 1 0 1 10 11
Testing for inefficiency in emerging markets exchange rates 0 0 0 0 0 0 0 0
Testing for long range dependence in banking equity indices 0 0 0 0 1 1 1 1
Testing for long-range dependence in the Brazilian term structure of interest rates 0 0 0 0 0 0 0 0
Testing for long-range dependence in world stock markets 0 0 0 0 1 1 1 1
Testing for predictability in emerging equity markets 0 0 1 183 0 1 8 714
Testing for predictability in equity returns for European transition markets 0 0 0 50 0 1 5 179
Testing for rational bubbles in banking indices 0 0 0 1 0 0 3 30
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 1 1 1 1
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 1 4 0 0 3 24
Testing for unit root bilinearity in the Brazilian stock market 0 0 0 0 0 0 2 23
Testing the Adaptive Markets Hypothesis for Brazil 0 0 1 8 2 2 9 56
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 1 4 0 1 8 29
Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis 0 1 3 14 0 1 6 69
Tests of Random Walk: A Comparison of Bootstrap Approaches 0 0 0 73 0 0 1 176
Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore 0 2 2 236 0 2 5 602
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 0 1 7 1 1 8 26
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 0 0 6 31 0 1 17 132
The effects of capital buffers on profitability: An empirical study 1 3 9 50 4 9 68 247
The effects of loan portfolio concentration on Brazilian banks' return and risk 2 4 17 137 2 8 53 461
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 0 1 4 39
The impact of market power at bank level in risk-taking: The Brazilian case 0 1 5 19 0 4 18 82
The long-range dependence behavior of the term structure of interest rates in Japan 0 0 0 0 0 0 1 13
The long-range dependence phenomena in asset returns: the Chinese case 0 0 0 55 0 0 1 158
The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case 0 0 1 61 1 1 4 237
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 2 6 29 157 8 17 85 597
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 6 1 1 4 37
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 1 15 0 0 4 53
The stability-concentration relationship in the Brazilian banking system 1 1 5 110 1 3 15 314
Time-varying long term memory in the European Union stock markets 1 2 4 18 1 5 17 53
Time-varying long-range dependence in US interest rates 0 0 0 0 0 0 0 0
Topological properties of commodities networks 0 0 1 5 0 1 6 29
Topological properties of stock market networks: The case of Brazil 0 0 3 12 3 3 10 74
Why do vulnerability cycles matter in financial networks? 0 0 0 10 0 0 5 33
Total Journal Articles 23 59 258 3,043 95 264 1,309 11,362


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 2 21 0 0 5 45
Total Chapters 0 0 2 21 0 0 5 45


Statistics updated 2020-11-03