Benjamin Miranda Tabak : Citation Profile


Are you Benjamin Miranda Tabak?

Fundação Getúlio Vargas (FGV)

21

H index

46

i10 index

1520

Citations

RESEARCH PRODUCTION:

99

Articles

99

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 89
   Journals where Benjamin Miranda Tabak has often published
   Relations with other researchers
   Recent citing documents: 314.    Total self citations: 90 (5.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta111
   Updated: 2019-06-08    RAS profile: 2018-07-30    
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Relations with other researchers


Works with:

Silva, Thiago (22)

Peñaloza, Rodrigo Andrés (20)

Guerra, Solange (15)

Cajueiro, Daniel (15)

Fazio, Dimas (11)

Sensoy, Ahmet (6)

Gogas, Periklis (4)

Şensoy, Ahmet (4)

Papadimitriou, Theophilos (2)

pragidis, ioannis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin Miranda Tabak.

Is cited by:

Fernandez Bariviera, Aurelio (45)

Wang, Yudong (44)

Krištoufek, Ladislav (30)

Yoon, Seong-Min (28)

Minella, André (27)

Shahzad, Syed Jawad Hussain (24)

Nakane, Marcio (23)

Araujo, Aloisio (20)

Goldfajn, Ilan (18)

Vošvrda, Miloslav (17)

Silva, Thiago (17)

Cites to:

Cajueiro, Daniel (82)

Silva, Thiago (55)

Berger, Allen (51)

Guerra, Solange (45)

Levine, Ross (43)

Mester, Loretta (31)

Mantegna, Rosario (29)

Dacorogna, Michel (26)

Lo, Andrew (24)

HASAN, IFTEKHAR (22)

Rodrigues Figueiredo, Francisco (22)

Main data


Where Benjamin Miranda Tabak has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications31
Brazilian Review of Finance5
Journal of Banking & Finance5
Journal of Financial Stability3
International Review of Financial Analysis3
Applied Financial Economics3
Applied Economics Letters3
Economic Systems3
European Journal of Operational Research3
Revista Brasileira de Economia - RBE2
Journal of International Financial Markets, Institutions and Money2
Economia2
Finance Research Letters2
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Economic Dynamics and Control2
Emerging Markets Review2
Brazilian Review of Econometrics2
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department86
Papers / arXiv.org2

Recent works citing Benjamin Miranda Tabak (2018 and 2017)


YearTitle of citing document
2017Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82.

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2017Panel causality analysis between exchange rates and stock indexes for fragile five. (2017). yilanci, Veli ; Aikgoz, Ersin ; Pekkaya, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:33-44.

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2018Risk and competitiveness in the Italian banking sector. (2018). Zazzaro, Alberto ; Marchionne, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:147.

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2018Measuring the Technical Efficiency of Oceania Continent Airports: Does Workload Unit Matters?. (2018). Nathan, Shelena Soosay ; Pin, Teh Chun ; Weng, Makkah ; Jin, Ho Xiao ; Feng, Fan Sui ; Yao, Yew ; Kumaran, Vikniswarivija. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:1120-1124.

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2018Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns. (2018). Gu, Gao-Feng ; Jiang, Zhi-Qiang ; Xiong, Xiong ; Zhang, Wei ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1404.1051.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers. (2017). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano . In: Papers. RePEc:arx:papers:1704.04442.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2018). Barbi, A Q ; Prataviera, G A. In: Papers. RePEc:arx:papers:1711.06185.

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2017Asymmetric return rates and wealth distribution influenced by the introduction of technical analysis into a behavioral agent based model. (2017). Stefan, F M ; A. P. F. Atman, . In: Papers. RePEc:arx:papers:1711.08282.

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2018Identifying systemically important companies in the entire liability network of a small open economy. (2018). Poledna, Sebastian ; Thurner, Stefan ; Hinteregger, Abraham. In: Papers. RePEc:arx:papers:1801.10487.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2019Emergence of Turbulent Epochs in Oil Prices. (2018). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1808.09382.

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2019Chaos and Order in the Bitcoin Market. (2018). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1809.08403.

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2018Portfolio Theory, Information Theory and Tsallis Statistics. (2018). , Marco ; Floquet, Sergio. In: Papers. RePEc:arx:papers:1811.07237.

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2019Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market. (2019). , Higor ; Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:1901.04967.

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2019Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253.

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2019Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

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2019Rough volatility of Bitcoin. (2019). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1904.12346.

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2019Monetary Policy and the Stock Price - Exchange Rate Nexus: New Insights from Influential African Economies. (2019). Alimi, Ahmed S ; Olaniran, Oladotun D. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:66-79.

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2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

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2018Do Board Characteristics Impact the Market Performance of Indian Banks?. (2018). Shukla, Ankur ; Dasgupta, Shilpee A ; Sivasankaran, N. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1365-1383.

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2018Dynamic Interbank Network Analysis Using Latent Space Models. (2018). Linardi, Fernando ; Lazier, Iuri ; van der Leij, Marco ; Diks, Cees. In: Working Papers Series. RePEc:bcb:wpaper:487.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2018Market Concentration, Risk-taking, and Efficiency of Commercial Banks in Pakistan: An Application of the Two-Stage Double Bootstrap DEA. (2018). Khan, Ikramullah ; Ali, Sadaqat. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:65-96.

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2018Credit risk and bank competition in Sub-Saharan Africa. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: Working papers. RePEc:bfr:banfra:664.

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2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

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2018Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754.

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2018ON THE SOURCES OF HETEROGENEITY IN BANKING EFFICIENCY LITERATURE. (2018). Bonanno, Graziella ; Aiello, Francesco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:1:p:194-225.

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2018Bank competition and stability in the United Kingdom. (2018). Straughan, Michael ; de Ramon, S J A ; Francis, William ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0748.

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2017The interplay between quantitative easing and risk: the case of the Japanese banking. (2017). mamatzakis, emmanuel ; Vu, Anh N. In: Working Papers. RePEc:bog:wpaper:226.

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2017Bank Restructuring, Competition, and Lending Supply: Evidence from the Spanish Banking Sector. (2017). Giannoccolo, Pierpaolo ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1113.

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2017Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan. (2017). Ghulam, Abbas ; Laxmi, Koju ; Roni, Bhowmik ; Shouyang, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:1:p:1-20:n:1.

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2018A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18.

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2018How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Sattarhoff, Cristina ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7102.

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2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

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2017Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009.

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2018CREDIT RISK AND BANK COMPETITION IN SUB-SAHARAN AFRICA. (2018). NOAH, Alphonse ; Jacolin, Luc ; Brei, Michael. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-27.

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2017Competition and Stability of Sub-Saharan African Commercial Banks; a GMM Analysis. (2017). Akande, Joseph Olorunfemi ; Kwenda, Farai. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:122-138.

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2017Implications of loan portfolio concentration in Cambodia. (2017). LEON, Florian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00298.

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2017Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking. (2017). Lapteacru, Ion. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00471.

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2018Risk and competitiveness in the Italian banking sector. (2018). Zazzaro, Alberto ; Marchionne, Francesco. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00552.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2018Income smoothing among European systemic and non-systemic banks. (2018). Peterson, Ozili K ; Arun, Thankom G. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:539-558.

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2019Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks. (2019). Shamsuddin, Abul ; Safiullah, MD. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:105-140.

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2017Asset quality, non-interest income, and bank profitability: Evidence from Indian banks. (2017). Ahamed, Mostak M. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:1-14.

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2017Market power and risk of Central and Eastern European banks: Does more powerful mean safer?. (2017). Lapteacru, Ion. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:46-59.

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2017Expected default based score for identifying systemically important banks. (2017). Yao, Yanzhen ; Wei, LU ; Zhu, Xiaoqian ; Li, Jianping. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:589-600.

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2017Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach. (2018). Chen, Zhongfei ; Tsionas, Mike G ; Wanke, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:254-263.

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2017Convergence in bank performance: Evidence from Latin American banking. (2017). Carvallo, Oscar ; Kasman, Adnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:127-142.

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2017The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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2017Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction. (2017). Yao, Can-Zhong ; Lin, Qing-Wen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:584-596.

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2017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2017Bank concentration and sectoral growth: Evidence from Chinese provinces. (2017). Diallo, Boubacar ; Zhang, QI. In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:77-80.

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2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

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2018Forecasting the yield curve using a dynamic natural cubic spline model. (2018). Feng, Pan ; Qian, Junhui. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:73-76.

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2018Should banks diversify or focus? Know thyself: The role of abilities. (2018). HASAN, IFTEKHAR ; Zhou, Mingming ; Kullu, Melih A ; Francis, Bill B. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:106-118.

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2018Central bank disclosure as a macroprudential tool for financial stability. (2018). de Mendonça, Helder ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:625-636.

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2018Decision-making, financial risk aversion, and behavioral biases: The role of testosterone and stress. (2018). Shank, Corey ; Nofsinger, John R ; Patterson, Fernando M. In: Economics & Human Biology. RePEc:eee:ehbiol:v:29:y:2018:i:c:p:1-16.

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2018A multidimensional approach to measuring bank branch efficiency. (2018). Quaranta, Anna Grazia ; Visani, Franco ; Raffoni, Anna . In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:746-760.

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2018A novel model of costly technical efficiency. (2018). Tsionas, Mike G ; Izzeldin, Marwan. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:2:p:653-664.

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2017The influence of risk-taking on bank efficiency: Evidence from Colombia. (2017). Galan, Jorge ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:52-73.

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2017Sophistication and price impact of foreign investors in the Brazilian stock market. (2017). Gonalves, Walter ; Eid, William . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:102-139.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

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2019Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks. (2019). Hanifa, Abu ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:310-325.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2018Does investor attention to energy stocks exhibit power law?. (2018). Ranjan, Ravi Prakash ; Bhattachharyya, Malay. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:573-582.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2018Playing yo-yo with bank competition: New evidence from 1890 to 2014. (2018). Vercelli, Francesco ; Marinelli, Giuseppe ; De Bonis, Riccardo. In: Explorations in Economic History. RePEc:eee:exehis:v:67:y:2018:i:c:p:134-151.

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2017The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks. (2017). Nurul, MD ; Worthington, Andrew C. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:111-128.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2017Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:277-283.

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2017Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:100-105.

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2018Network topology and systemic risk: Evidence from the Euro Stoxx market. (2018). Li, Wenwei ; Paterlini, Sandra ; Hommel, Ulrich. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:105-112.

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2018Interconnectedness, G-SIBs and network dynamics of global banking. (2018). Bongini, Paola ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:185-192.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2019Credit expansion in a monetary policy game: Implications of the valuation haircut framework. (2019). Tsintzos, Panagiotis ; Spyromitros, Eleftherios. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:125-129.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:45-61.

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2017Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296.

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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Giudici, Paolo ; Hashem, Shatha Qamhieh ; Abedifar, Pejman. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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2018Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018Bank capital buffers around the world: Cyclical patterns and the effect of market power. (2018). Valencia, Oscar Carvallo ; Bolaos, Alberto Ortiz. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:119-131.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2018Contagion through common borrowers. (2018). Biswas, Swarnava S ; Gomez, Fabiana. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:125-132.

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2019Central banks’ preferences and banking sector vulnerability. (2019). Lucotte, Yannick ; Pradines-Jobet, F ; Levieuge, G. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:110-131.

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More than 100 citations found, this list is not complete...

Works by Benjamin Miranda Tabak:


YearTitleTypeCited
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros In: Economia.
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2011O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS.(2011) In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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2010O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series.
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2013Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach In: Economia.
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article0
2006AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO In: Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting].
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paper0
2007PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
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paper4
2007CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
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paper4
2008Characterizing the Brazilian Term Structure of Interest Rates.(2008) In: Working Papers Series.
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paper
2009Characterising the Brazilian term structure of interest rates.(2009) In: International Journal of Monetary Economics and Finance.
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article
2011Contágioentre Índices Bancários: uma análisede correlação e co-assimetria In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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paper0
2011BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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paper6
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
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2013Systemic Risk Measures.(2013) In: Working Papers Series.
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paper
2016Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications.
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article
2016THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
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paper1
2015The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation.(2015) In: Journal of Behavioral and Experimental Finance.
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article
2018CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting].
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2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
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paper0
2006Econophysics of interest rates and the role of monetary policy In: Papers.
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paper2
2006Extração de Informação de Opções Cambiais no Brasil In: Working Papers Series.
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2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil In: Working Papers Series.
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2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
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This paper has another version. Agregated cites: 9
article
2006Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach In: Working Papers Series.
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2006An Analysis of Off-Site Supervision of Banks Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks In: Working Papers Series.
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paper4
2006Forecasting Interest Rates: an application for Brazil In: Working Papers Series.
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paper8
2006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil In: Working Papers Series.
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paper16
2006THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL.(2006) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 16
article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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paper28
2008The role of banks in the Brazilian interbank market: Does bank type matter?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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article
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System In: Working Papers Series.
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2008LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM.(2008) In: International Journal of Theoretical and Applied Finance (IJTAF).
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article
2007A New Proposal for Collection and Generation of Information on Financial Institutions Risk: the case of derivatives In: Working Papers Series.
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2007Evaluation of Default Risk for The Brazilian Banking Sector In: Working Papers Series.
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paper0
2007Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil In: Working Papers Series.
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paper3
2007Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil.(2007) In: Brazilian Review of Finance.
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article
2007Forecasting Bonds Yields in the Brazilian Fixed Income Market In: Working Papers Series.
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paper14
2008Forecasting bond yields in the Brazilian fixed income market.(2008) In: International Journal of Forecasting.
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article
2007The Stability-Concentration Relationship in the Brazilian Banking System In: Working Papers Series.
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paper12
2008The stability-concentration relationship in the Brazilian banking system.(2008) In: Journal of International Financial Markets, Institutions and Money.
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article
2001Is it Worth Tracking Dollar/Real Implied Volatility? In: Working Papers Series.
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paper15
2007Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability In: Working Papers Series.
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paper1
2008Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions In: Working Papers Series.
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paper1
2009Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization In: Working Papers Series.
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paper1
2010Behaviour finance and estimation risk in stochastic portfolio optimization.(2010) In: Applied Financial Economics.
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article
2009Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks In: Working Papers Series.
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paper7
2009Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros In: Working Papers Series.
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paper0
2009Testes de contágio entre sistemas bancários - A crise do subprime In: Working Papers Series.
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paper0
2009Forecasting the Yield Curve for Brazil In: Working Papers Series.
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paper2
2009Delegated Portfolio Management and Risk Taking Behavior In: Working Papers Series.
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paper0
2010Delegated portfolio management and risk-taking behavior.(2010) In: The European Journal of Finance.
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article
2009Evolution of Bank Efficiency in Brazil: A DEA Approach In: Working Papers Series.
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paper52
2010Evolution of bank efficiency in Brazil: A DEA approach.(2010) In: European Journal of Operational Research.
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article
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy In: Working Papers Series.
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paper10
2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
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This paper has another version. Agregated cites: 10
article
2010Determinants of Bank Efficiency: the case of Brazil In: Working Papers Series.
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paper26
2010Determinants of bank efficiency: The case of Brazil.(2010) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 26
article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk In: Working Papers Series.
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paper28
2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 28
article
2010Financial Stability and Monetary Policy - The case of Brazil In: Working Papers Series.
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paper7
2013Financial Stability and Monetary Policy - The case of Brazil.(2013) In: Revista Brasileira de Economia - RBE.
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article
2001Decentralized Portfolio Management In: Working Papers Series.
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paper15
2003Decentralized Portfolio Management.(2003) In: Brazilian Review of Finance.
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This paper has another version. Agregated cites: 15
article
2010Eficiência Bancária e Inadimplência: testes de Causalidade In: Working Papers Series.
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paper0
2010A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector In: Working Papers Series.
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paper21
2012A macro stress test model of credit risk for the Brazilian banking sector.(2012) In: Journal of Financial Stability.
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article
2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
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paper2
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
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2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
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paper4
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
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2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
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2011Forecasting the Yield Curve for the Euro Region In: Working Papers Series.
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paper1
2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
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2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
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paper11
2014Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2011Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series.
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paper3
2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
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paper5
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
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paper72
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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article
2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica In: Working Papers Series.
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paper0
2012A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks In: Working Papers Series.
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paper8
2013A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks.(2013) In: Journal of Banking & Finance.
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article
2012The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case In: Working Papers Series.
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paper3
2015The impact of market power at bank level in risk-taking: The Brazilian case.(2015) In: International Review of Financial Analysis.
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article
2012Contagion in CDS, Banking and Equity Markets. In: Working Papers Series.
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2016Contagion in CDS, banking and equity markets.(2016) In: Economic Systems.
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article
2012Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series.
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paper0
2001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates In: Working Papers Series.
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paper17
2003Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates.(2003) In: Brazilian Review of Finance.
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article
2012Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro. In: Working Papers Series.
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paper0
2012Stress Testing Liquidity Risk: The Case of the Brazilian Banking System. In: Working Papers Series.
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paper1
2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
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2013Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications.
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2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
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2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
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2015Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2013Contagion Risk within Firm-Bank Bivariate Networks In: Working Papers Series.
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2013Teste da Hipótese de Mercados Adaptativos para o Brasil In: Working Papers Series.
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2013Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series.
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2013Mercados Financeiros Globais – Uma Análise da Interconectividade In: Working Papers Series.
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2013Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System In: Working Papers Series.
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2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil In: Working Papers Series.
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2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil.(2013) In: DUTH Research Papers in Economics.
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2013How much random does European Union walk? A time-varying long memory analysis In: Working Papers Series.
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2013Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series.
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2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
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2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
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2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
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2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific In: Working Papers Series.
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2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2014Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? In: Working Papers Series.
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2014Do Interconnections Matter for Bank Efficiency? In: Working Papers Series.
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2015Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series.
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2016Network structure analysis of the Brazilian interbank market.(2016) In: Emerging Markets Review.
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2015Monitoring Vulnerability and Impact Diffusion in Financial Networks In: Working Papers Series.
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2017Monitoring vulnerability and impact diffusion in financial networks.(2017) In: Journal of Economic Dynamics and Control.
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2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach In: Working Papers Series.
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2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
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2016Evaluating systemic risk using bank default probabilities in financial networks.(2016) In: Journal of Economic Dynamics and Control.
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2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
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2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
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2002The Effects of the Brazilian ADRs Program on Domestic Market Efficiency In: Working Papers Series.
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2016Modeling Financial Networks: a feedback approach In: Working Papers Series.
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2016Structure and Dynamics of the Global Financial Network In: Working Papers Series.
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2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
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paper1
2017Why do vulnerability cycles matter in financial networks?.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series.
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2017Systemic risk in financial systems: A feedback approach.(2017) In: Journal of Economic Behavior & Organization.
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2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
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2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
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2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
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2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
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2018Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series.
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2002Stock Returns and Volatility In: Working Papers Series.
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2002Causality and Cointegration in Stock Markets: The Case of Latin America In: Working Papers Series.
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2002The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case In: Working Papers Series.
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2003The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case.(2003) In: Applied Financial Economics.
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2002Delegated Portfolio Management In: Working Papers Series.
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2003Optimal Monetary Rules: The Case of Brazil In: Working Papers Series.
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2003Optimal monetary rules: the case of Brazil.(2003) In: Applied Economics Letters.
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2003On the Information Content of Oil Future Prices In: Working Papers Series.
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2003Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates In: Working Papers Series.
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2007Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market In: Economic Notes.
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2014Testing the Adaptive Markets Hypothesis for Brazil In: Brazilian Review of Finance.
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2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
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2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
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2004Tracking Brazilian Exchange Rate Volatility In: Econometric Society 2004 Far Eastern Meetings.
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2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
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2009Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules In: European Journal of Operational Research.
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2004Testing for predictability in emerging equity markets In: Emerging Markets Review.
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2007Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility In: Energy Economics.
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2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
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2016Dynamic efficiency of stock markets and exchange rates In: International Review of Financial Analysis.
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2016Financial stability and bank supervision In: Finance Research Letters.
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2017Not all emerging markets are the same: A classification approach with correlation based networks In: Journal of Financial Stability.
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2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
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2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
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2004A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates In: Journal of Policy Modeling.
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2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
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2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient In: Physica A: Statistical Mechanics and its Applications.
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2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions In: Physica A: Statistical Mechanics and its Applications.
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2005Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2005Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications.
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2005The long-range dependence behavior of the term structure of interest rates in Japan In: Physica A: Statistical Mechanics and its Applications.
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2009Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2011Commodity predictability analysis with a permutation information theory approach In: Physica A: Statistical Mechanics and its Applications.
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2015Time-varying long term memory in the European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
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2007Assessing financial instability: The case of Brazil In: Research in International Business and Finance.
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2007Inefficiency in Latin-American market indices In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2006The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters.
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