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 1 47 0 0 2 140
A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector 0 0 0 208 0 0 23 545
A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives 0 0 0 44 0 0 0 201
AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO 0 0 0 20 0 0 0 180
An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks 0 0 0 410 1 3 8 1,873
Assessing Systemic Risk in the Brazilian Interbank Market 1 1 2 90 1 1 3 127
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 1 39 0 1 4 116
Asymmetric Effects of Monetary Policy in the U.S. and Brazil 0 0 0 66 0 0 2 170
BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL 0 2 5 51 1 6 14 183
Bank Efficiency and Default in Brazil: Causality Tests 0 0 1 113 1 1 3 247
Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? 0 0 1 58 0 1 2 193
Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization 0 0 0 152 0 4 7 369
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability 0 0 0 65 0 0 0 265
CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES 0 0 0 81 0 0 1 210
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 0 2 7 28 1 3 8 52
Causality and Cointegration in Stock Markets: The Case of Latin America 0 1 1 381 0 2 3 820
Characterizing the Brazilian Term Structure of Interest Rates 0 1 2 138 0 1 5 387
Comparação da Eficiência de Custo para BRICs e América Latina 0 0 2 38 0 2 5 107
Complex Networks and Banking Systems Supervision 0 0 1 61 0 0 2 175
Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros 0 0 0 48 0 0 1 177
Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro 0 1 1 92 0 1 4 156
Contagion Risk within Firm-Bank Bivariate Networks 1 1 6 145 4 6 18 292
Contagion in CDS, Banking and Equity Markets 0 0 1 88 0 0 2 191
Contágioentre Índices Bancários: uma análisede correlação e co-assimetria 0 0 0 9 0 0 0 50
Decentralized Market Power in Credit Markets 1 2 15 36 1 3 23 54
Decentralized Portfolio Management 1 1 2 54 2 5 18 389
Delegated Portfolio Management 0 1 1 16 0 1 4 112
Delegated Portfolio Management and Risk Taking Behavior 0 0 0 63 0 0 1 192
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica 0 0 2 36 0 1 4 154
Determinants of Bank Efficiency: the Case of Brazil 0 1 3 234 1 3 9 545
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 3 110 0 0 6 338
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 0 0 1 65 0 0 8 170
Do Interconnections Matter for Bank Efficiency? 0 0 1 29 0 0 2 57
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 1 1 2 46 1 1 2 101
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 0 3 57 0 1 6 82
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 0 70
Eficiência Bancária e Inadimplência: Testes de Causalidade 1 1 1 74 2 3 11 217
Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks 0 0 2 75 1 2 7 122
Evaluation of Default Risk for The Brazilian Banking Sector 0 0 1 129 0 0 2 366
Evolution of Bank Efficiency in Brazil: A DEA Approach 0 0 2 223 0 0 4 546
Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions 0 0 1 87 0 0 2 250
Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos 0 0 1 21 0 0 2 76
Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil 0 1 2 26 0 1 2 71
Extração de Informação de Opções Cambiais no Brasil 0 0 0 21 0 0 0 126
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 1 2 49 1 2 5 152
Financial Networks, Bank Efficiency and Risk-Taking 0 0 2 52 1 4 11 177
Financial Stability and Monetary Policy - The Case of Brazil 0 0 0 150 0 0 3 368
Fiscal Risk and Financial Fragility 0 0 7 49 0 1 10 124
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 0 46 0 0 1 155
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 3 202 1 2 7 596
Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil 0 0 1 57 0 0 1 160
Forecasting Interest Rates: an application for Brazil 0 0 7 210 0 1 18 675
Forecasting the Yield Curve for Brazil 1 3 5 128 2 4 9 307
Forecasting the Yield Curve for the Euro Region 0 0 1 51 0 0 1 132
Growth and Activity Diversification: the impact of financing non-traditional local activities 0 1 9 39 0 2 14 102
Heterogeneous effects of the implementation of macroprudential policies on bank risk 0 1 8 77 0 1 10 147
How much random does European Union walk? A time-varying long memory analysis 0 0 1 46 0 0 1 89
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 1 61 0 0 34 244
Inflation Targeting and Financial Stability: does the quality of institutions matter? 0 2 9 75 2 7 20 124
Insolvency and Contagion in the Brazilian Interbank Market 0 0 0 62 0 0 0 96
Interconnectedness, Firm Resilience and Monetary Policy 0 0 5 62 0 2 8 133
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 0 0 0 220
Is it Worth Tracking Dollar/Real Implied Volatility? 0 0 0 66 0 0 0 303
Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks 0 0 0 309 0 1 2 728
Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach 1 1 4 40 1 1 5 107
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 2 69 0 1 3 211
Long-range dependence in Interest Rates and Monetary Policy 0 0 0 23 0 0 0 50
Mercados Financeiros Globais – Uma Análise da Interconectividade 0 0 1 17 0 0 2 60
Modeling Default Probabilities: the case of Brazil 0 0 0 74 0 0 0 153
Modeling Financial Networks: a feedback approach 0 0 4 55 0 1 7 132
Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers 0 1 10 46 0 1 12 69
Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates 0 2 2 85 0 2 3 223
Monitoring Vulnerability and Impact Diffusion in Financial Networks 0 1 2 73 0 1 5 123
Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach 0 1 4 159 0 1 8 606
Network Structure Analysis of the Brazilian Interbank Market 0 1 1 44 0 1 2 112
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 1 3 0 0 1 50
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 0 3 84
On the Information Content of Oil Future Prices 0 0 0 72 0 0 0 242
Optimal Monetary Rules: The Case of Brazil 0 0 0 54 0 0 2 227
PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL 0 0 0 49 0 0 0 188
Pesquisa de Estabilidade Financeira do Banco Central do Brasil 0 0 1 37 0 0 6 135
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 1 1 4 183 3 3 10 434
SYSTEMIC RISK MEASURES 0 0 2 58 0 0 3 71
Stock Returns and Volatility 0 1 1 77 0 1 1 218
Structure and Dynamics of the Global Financial Network 0 1 2 78 1 4 6 90
Systemic Risk Measures 0 0 0 82 0 0 4 155
Systemic Risk in Financial Systems: a feedback approach 0 3 4 125 2 6 13 274
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 0 15 0 0 1 48
Teste da Hipótese de Mercados Adaptativos para o Brasil 0 0 1 13 0 0 2 64
Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro 0 0 1 136 0 0 2 243
Testes de contágio entre sistemas bancários - A crise do subprime 0 0 1 52 0 0 1 166
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 1 103 0 0 4 208
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 0 26 0 0 1 80
The Dark Side of Prudential Measures 0 1 5 49 0 3 13 315
The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil 0 0 2 335 0 2 14 1,002
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 0 2 160 1 2 6 575
The Effects of the Brazilian ADRs Program on Domestic Market Efficiency 0 0 1 28 0 0 1 187
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 1 3 115 0 1 6 262
The Finance-Growth Nexus: the role of banks 0 1 7 49 0 3 12 103
The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case 0 0 0 81 1 1 3 415
The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case 0 0 4 154 0 1 11 450
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 0 1 3 203 0 2 6 583
The Stability-Concentration Relationship in the Brazilian Banking System 0 0 4 268 1 2 7 863
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 0 0 152 0 1 2 463
Tracking Brazilian Exchange Rate Volatility 0 0 0 132 0 0 0 530
Why Do Vulnerability Cycles Matter in Financial Networks? 0 0 3 33 0 2 8 76
Total Working Papers 9 42 219 9,338 34 123 581 26,943


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 2 14
A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks 0 0 3 27 1 2 7 127
A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks 0 0 1 14 0 0 4 82
A macro stress test model of credit risk for the Brazilian banking sector 0 0 5 160 1 2 19 535
A multifractal approach for stock market inefficiency 0 0 1 25 1 1 6 111
A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates 0 0 0 42 0 1 2 155
ASSESSMENT OF SECTOR BOND, EQUITY INDICES AND GREEN BOND INDEX USING INFORMATION THEORY QUANTIFIERS AND CLUSTERS TECHNIQUES 0 0 1 1 0 0 1 1
ASSESSMENT THE PREDICTABILITY IN THE PRICE DYNAMICS FOR THE TOP 10 CRYPTOCURRENCIES: THE IMPACTS OF RUSSIA–UKRAINE WAR 0 1 1 1 0 1 1 1
ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES 0 0 1 1 0 0 1 1
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 0 0 0 11 0 0 2 65
An International Comparison of Banking Sectors: A DEA Approach 0 0 0 31 0 0 0 82
Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock 0 0 1 3 0 0 6 12
Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission 0 0 0 0 0 1 1 1
Applications of Machine Learning Methods in Complex Economics and Financial Networks 0 0 1 11 0 0 1 29
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 0 0 3 110 0 1 8 331
Aspectos demográficos y convergencia regional de los ingresos en el Brasil: enfoque de datos de panel 0 0 1 1 0 0 2 2
Assessing financial instability: The case of Brazil 0 0 1 51 0 0 1 156
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 0 11 0 0 7 44
Bank lending and systemic risk: A financial-real sector network approach with feedback 0 1 3 39 1 3 11 159
Banking concentration and the price-concentration relationship: the case of Brazil 0 0 0 54 0 0 0 169
Booms in commodities price: Assessing disorder and similarity over economic cycles 0 0 2 2 0 0 2 2
COVID-19 and bank branch lending: The moderating effect of digitalization 1 3 9 9 2 6 21 21
Can we predict crashes? The case of the Brazilian stock market 0 0 1 26 0 1 4 82
Characterising the Brazilian term structure of interest rates 0 0 0 53 0 0 0 138
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 0 0 29
Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach 0 1 4 10 0 2 5 26
Commodity predictability analysis with a permutation information theory approach 0 0 0 17 0 0 0 74
Complex networks and banking systems supervision 0 0 0 20 0 0 1 101
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency 0 0 1 27 0 1 3 112
Contagion in CDS, banking and equity markets 0 0 0 14 0 0 3 76
Decentralized Portfolio Management 0 0 0 14 0 1 2 47
Delegated portfolio management and risk-taking behavior 0 0 0 26 0 0 0 98
Demographic aspects and regional income convergence in Brazil: a panel data approach 0 1 1 1 0 1 1 1
Determinants of bank efficiency: The case of Brazil 0 0 1 63 1 2 13 249
Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach 0 0 0 14 0 1 3 78
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 1 28 0 0 2 114
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 0 1 2 111 3 5 7 369
Dynamic efficiency of stock markets and exchange rates 0 0 1 18 1 1 4 109
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 0 9 1 1 4 48
EFFECTS OF COVID-19 ON CHINESE SECTORAL INDICES: A MULTIFRACTAL ANALYSIS 0 0 0 0 0 0 0 3
EVALUATING THE EFFICIENCY OF BRAZILIAN STOCK MARKET INDICES: THE CASE OF COVID-19 0 0 0 0 0 0 0 0
EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS 0 0 10 12 1 5 46 49
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 1 16 2 2 5 85
Estimating a Bayesian stochastic frontier for the Indian banking system 0 0 2 50 0 0 4 173
Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market 0 1 1 13 0 1 1 94
Evaluating systemic risk using bank default probabilities in financial networks 0 0 0 28 0 0 0 157
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 0 0 6 0 0 0 68
Evolution of bank efficiency in Brazil: A DEA approach 1 2 5 151 2 5 14 489
Finance, Banking, and Regulation in Emerging Economies: An Overview 0 0 1 2 1 1 3 12
Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil 0 0 1 1 0 0 6 8
Financial Networks 0 0 0 2 0 0 0 25
Financial Networks 2019 0 0 0 5 0 0 0 22
Financial Stability and Monetary Policy - The case of Brazil 0 0 0 4 0 1 1 37
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 0 1 66
Financial innovation and moral hazard: the case of time deposits with special guarantee 1 1 4 11 2 2 6 37
Financial networks, bank efficiency and risk-taking 0 0 1 29 0 0 2 125
Financial stability and bank supervision 1 3 5 42 1 5 12 137
Financing choice and local economic growth: evidence from Brazil 1 1 5 46 2 4 19 128
Fiscal risk and financial fragility 0 1 2 4 0 2 5 35
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 0 0 82
Forbidden patterns, permutation entropy and stock market inefficiency 0 0 2 33 0 0 9 162
Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil 0 0 0 0 0 1 2 34
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 1 103
Hedging commodities in times of distress: The case of COVID‐19 0 0 2 3 0 1 4 7
High-frequency return and volatility spillovers among cryptocurrencies 0 0 3 6 0 0 3 19
How and When Factors of Agricultural Contribution Influence Urbanization: A Historical Analysis of Tibet 0 0 0 0 0 0 0 1
Indirect and direct effects of the subprime crisis on the real sector: labor market migration 0 0 0 1 0 0 2 7
Inefficiency in Latin-American market indices 0 0 1 3 0 0 1 23
Inflation targeting and financial stability: Does the quality of institutions matter? 0 0 1 21 1 2 6 146
Inflation targeting: Is IT to blame for banking system instability? 0 0 0 59 2 5 14 256
Insights from the (in)efficiency of Chinese sectoral indices during COVID-19 0 0 1 4 0 0 1 10
Insolvency and contagion in the Brazilian interbank market 0 0 0 5 0 0 0 30
Interest rate option pricing and volatility forecasting: An application to Brazil 0 1 1 1 0 2 2 9
Internet access in recessionary periods: The case of Brazil 0 0 0 14 0 0 3 51
Interplay multifractal dynamics among metal commodities and US-EPU 0 0 0 0 0 0 1 1
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 1 1 2 0 1 1 25
Limits to Myopic loss aversion and learning 0 0 0 0 0 1 2 2
Long memory testing for Fed Funds Futures’ contracts 0 0 0 1 0 0 0 5
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 0 39
Long-term forecast of energy commodities price using machine learning 0 2 13 66 1 6 29 206
MULTIFRACTAL CROSS-CORRELATIONS RISK AMONG WTI AND FINANCIAL ASSETS 0 0 1 1 0 1 3 3
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules 0 0 0 95 0 0 0 298
Measures of Interbank Market Structure: An Application to Brazil 0 0 2 2 0 0 4 28
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 0 1 21
Micro-level transmission of monetary policy shocks: The trading book channel 0 0 0 6 0 0 0 26
Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies 0 0 1 7 2 3 7 42
Modeling default probabilities: The case of Brazil 1 2 2 50 1 3 4 190
Modeling stochastic frontier based on vine copulas 0 1 1 11 0 2 4 51
Monetary Expansion and the Banking Lending Channel 0 0 0 0 0 0 0 10
Monitoring vulnerability and impact diffusion in financial networks 0 0 1 19 0 0 1 63
Multifractal cross-correlations between green bonds and financial assets 1 1 4 4 2 2 10 10
Multifractal structure in Latin-American market indices 0 0 0 1 0 0 0 6
Multifractality and herding behavior in the Japanese stock market 1 1 1 3 1 1 1 13
Network structure analysis of the Brazilian interbank market 0 0 0 16 0 0 4 81
Not all emerging markets are the same: A classification approach with correlation based networks 0 0 0 9 0 0 1 62
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 0 0 166
Optimal monetary rules: the case of Brazil 0 0 0 22 0 0 0 159
Overconfidence and the 2D:4D ratio 0 0 1 4 0 0 4 53
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 38
Prudential measures and their adverse effects on bank competition: The case of Brazil 0 1 4 9 0 2 10 49
Quantifying price fluctuations in the Brazilian stock market 0 0 0 9 0 0 0 38
Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries 0 0 0 19 0 1 1 103
Sanitation and water services: Who is the most efficient provider public or private? Evidences for Brazil 0 0 0 1 0 0 2 6
Structure and dynamics of the global financial network 0 0 1 3 0 0 3 9
Systemic risk in financial systems: A feedback approach 0 0 2 22 0 1 4 95
Systemic risk measures 0 0 1 37 0 0 3 108
Systemically important banks and financial stability: The case of Latin America 0 0 4 83 0 0 9 219
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL 0 0 1 10 0 1 4 50
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 0 0 0 2 0 0 0 15
Testing for inefficiency in emerging markets exchange rates 0 0 0 0 0 0 1 5
Testing for long range dependence in banking equity indices 0 0 0 0 0 0 0 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 0 1 0 0 0 7
Testing for predictability in emerging equity markets 0 0 1 192 0 2 6 740
Testing for predictability in equity returns for European transition markets 0 0 1 52 0 0 1 185
Testing for rational bubbles in banking indices 0 0 0 1 0 0 0 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 0 6 0 0 0 28
Testing for unit root bilinearity in the Brazilian stock market 0 0 1 1 0 0 1 26
Testing the Adaptive Markets Hypothesis for Brazil 0 0 1 10 0 1 3 73
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates 0 0 0 6 0 0 0 42
Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis 0 0 0 15 0 0 0 75
Tests of Random Walk: A Comparison of Bootstrap Approaches 0 0 0 73 0 1 2 182
Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore 0 0 2 241 0 0 4 625
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 0 0 9 0 0 0 47
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 0 0 1 40 1 1 4 170
The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions 0 1 3 3 2 3 11 11
The effect of interconnectivity on stock returns during the Global Financial Crisis 0 1 2 2 0 3 6 6
The effects of capital buffers on profitability: An empirical study 2 4 8 75 4 10 18 322
The effects of loan portfolio concentration on Brazilian banks' return and risk 1 2 11 178 1 2 25 582
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 0 0 0 42
The finance-growth nexus: The role of banks 1 4 7 11 2 5 10 35
The impact of market power at bank level in risk-taking: The Brazilian case 0 0 2 30 0 0 10 115
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 1 1 166
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 1 3 11 206 2 8 29 753
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 7 0 1 2 41
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 0 17 0 0 0 68
The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil 0 0 0 1 1 1 1 3
The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic 0 0 0 0 0 0 1 1
The stability-concentration relationship in the Brazilian banking system 1 1 2 118 3 5 7 337
The transmission mechanisms of macroprudential policies on bank risk 0 0 7 24 1 2 13 81
Time-varying long term memory in the European Union stock markets 0 0 1 25 1 4 7 77
Time-varying long-range dependence in US interest rates 0 0 0 1 0 0 1 6
Topological properties of commodities networks 0 0 0 5 0 0 0 30
Topological properties of stock market networks: The case of Brazil 0 0 0 14 0 0 2 87
Tourism and the economy: evidence from Brazil 0 0 8 8 1 1 15 15
Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine 0 3 10 10 1 9 27 27
Why do vulnerability cycles matter in financial networks? 0 1 1 11 0 1 2 40
Total Journal Articles 14 47 216 3,726 53 159 654 14,180
3 registered items for which data could not be found


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? 1 2 4 33 2 3 10 85
Total Chapters 1 2 4 33 2 3 10 85


Statistics updated 2024-02-04