Benjamin Miranda Tabak : Citation Profile


Are you Benjamin Miranda Tabak?

Fundação Getúlio Vargas (FGV)

21

H index

53

i10 index

1754

Citations

RESEARCH PRODUCTION:

106

Articles

105

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 92
   Journals where Benjamin Miranda Tabak has often published
   Relations with other researchers
   Recent citing documents: 227.    Total self citations: 100 (5.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta111
   Updated: 2020-08-01    RAS profile: 2020-06-03    
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Relations with other researchers


Works with:

Silva, Thiago (31)

Peñaloza, Rodrigo Andrés (12)

Guerra, Solange (12)

Fazio, Dimas (8)

Cajueiro, Daniel (8)

Sensoy, Ahmet (5)

Ely, Regis (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:

Wang, Yudong (57)

Fernandez Bariviera, Aurelio (48)

Wang, Yudong (44)

Yoon, Seong-Min (31)

Krištoufek, Ladislav (31)

Minella, André (27)

Ferreira, Paulo (25)

Shahzad, Syed Jawad Hussain (24)

Nakane, Marcio (23)

Araujo, Aloisio (20)

Sarmiento, Miguel (20)

Cites to:

Cajueiro, Daniel (94)

Silva, Thiago (78)

Guerra, Solange (59)

Levine, Ross (56)

Berger, Allen (44)

HASAN, IFTEKHAR (35)

Peñaloza, Rodrigo Andrés (32)

Mantegna, Rosario (29)

Mester, Loretta (26)

Fazio, Dimas (26)

Dacorogna, Michel (26)

Main data


Where Benjamin Miranda Tabak has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications32
Journal of Banking & Finance5
Brazilian Review of Finance5
Journal of Financial Stability4
Applied Financial Economics3
Complexity3
European Journal of Operational Research3
Economic Systems3
Applied Economics Letters3
International Review of Financial Analysis3
Finance Research Letters2
The European Physical Journal B: Condensed Matter and Complex Systems2
Revista Brasileira de Economia - RBE2
International Journal of Theoretical and Applied Finance (IJTAF)2
Economia2
Brazilian Review of Econometrics2
Journal of Economic Dynamics and Control2
Emerging Markets Review2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department89
Papers / arXiv.org3

Recent works citing Benjamin Miranda Tabak (2020 and 2019)


YearTitle of citing document
2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085.

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

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

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

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

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2019Portfolio Theory, Information Theory and Tsallis Statistics. (2018). , Lourival ; 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). 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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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2019Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees. (2019). Wanat, Stanislaw ; Denkowska, Anna. In: Papers. RePEc:arx:papers:1908.01142.

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2019Order patterns, their variation and change points in financial time series and Brownian motion. (2019). Bandt, Christoph. In: Papers. RePEc:arx:papers:1910.09978.

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2019A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector. (2019). Wanat, Stanisław ; Denkowska, Anna. In: Papers. RePEc:arx:papers:1912.05641.

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2020Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560.

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2020Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536.

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2020Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model. (2020). Sengupta, Indranil ; Shoshi, Humayra. In: Papers. RePEc:arx:papers:2004.14862.

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2020Improving MF-DFA model with applications in precious metals market. (2020). Sun, Mengye ; Wang, Zhongjun ; Elsawah, A M. In: Papers. RePEc:arx:papers:2006.15214.

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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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2019Impact of US-China Trade War on the Network Topology Structure of Chinese Stock Market. (2019). Memon, Bilal Ahmed ; Lu, Yanyu ; Yao, Hongxing. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:235-250.

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2019Interconnected Banks and Systemically Important Exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; d'Errico, Marco ; battiston, stefano ; Derrico, Marco ; Roncoroni, Alan . In: Staff Working Papers. RePEc:bca:bocawp:19-44.

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2019The Effects of Inflation Targeting for Financial Development. (2019). Dunbar, Geoffrey ; Li, Amy. In: Staff Analytical Notes. RePEc:bca:bocsan:19-21.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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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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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:796.

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2020Retail‐bank efficiency: Nonstandard goals and environmental determinants. (2020). Burgstaller, Johann. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:2:p:269-301.

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2019Exploring short‐ and long‐run links from bank competition to risk. (2019). Karim, Dilruba ; Davis, Philip E. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:462-488.

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2019Non-performing loans in the euro area: does market power matter?. (2019). Louri, Helen ; Karadima, Maria. In: Working Papers. RePEc:bog:wpaper:271.

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2019Another Look at “Bank Competition and Financial Stability: Much Ado about Nothing?”. (2019). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:19/08.

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2019Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data. (2019). Tamayo, Cesar ; Gomez-Gonzalez, Jose ; Valencia, Oscar M. In: Documentos de Trabajo CIEF. RePEc:col:000122:017404.

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2019Heterogeneity in Decentralized Asset Markets. (2019). Lester, Benjamin ; Weill, Pierre-Olivier ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14014.

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2020Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274.

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2019Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings. (2019). Young, Michael Nayat ; Chang, Kuo-Hwa. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:changyoung.

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2019Some borrowers are more equal than others: bank funding shocks and credit reallocation. (2019). Schepens, Glenn ; Ongena, Steven ; Mulier, Klaas ; Dewachter, Hans ; De Jonghe, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20192230.

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2019Interconnected banks and systemically important exposures. (2019). Halaj, Grzegorz ; Kok, Christoffer ; Haaj, Grzegorz ; D'Errico, Marco ; Battiston, Stefano ; Roncoroni, Alan . In: Working Paper Series. RePEc:ecb:ecbwps:20192331.

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2019Comparative Study of Ambiguity Resolution between the Efficiency of Conventional and Islamic Banks in a Stable Financial Context. (2019). Bouri, Abdelfettah ; el Ammari, Anis ; Haddad, Achraf. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-16.

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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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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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2019Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

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2019The cost of being safer in banking: Market power loss. (2019). Vo, Hong ; Le, Minh ; Cai, Khoa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:116-130.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019Distance and beyond: What drives financial flows to emerging economies?. (2019). Cutrini, Eleonora ; cavallaro, eleonora. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:533-550.

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2019(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Campmas, Alexandra ; Brana, Sophie . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593.

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2019Re-exploring the nexus between monetary policy and banks risk-taking. (2019). Ngambou, Melchisedek Joslem. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:294-307.

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2020Democracy, regulation and competition in emerging banking systems. (2020). Kouretas, Georgios ; Triantopoulos, Christos ; Agoraki, Maria-Eleni K. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:190-202.

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2020Home-country environment and firms’ outward foreign direct investment decision: Evidence from Chinese firms. (2020). Kong, Qunxi ; Zhou, Shimin ; Sui, Xiuping ; Wang, Yang ; Guo, Rui. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:390-399.

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2020More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105.

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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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2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; deMendona, Helder Ferreira ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:121-132.

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2019Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2019Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473.

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2020The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries. (2020). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830247x.

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2020Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis. (2020). Jun, Wen ; Musa, Umar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300619.

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2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656.

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2020Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747.

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2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2019Structural changes, competition and bank stability in Malaysia’s dual banking system. (2019). Ibrahim, Mansor ; Abojeib, Moutaz ; Salim, Kinan ; Yeap, Lau Wee. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129.

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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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2020The effect of monetary policy on bank competition using the Boone index. (2020). Glass, Anthony J ; Weyman-Jones, Thomas ; Kenjegalieva, Karligash. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1070-1087.

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2020Technical, allocative and overall efficiency: Estimation and inference. (2020). Simar, Leopold ; Wilson, Paul W. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1164-1176.

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2020On a High-Dimensional Model Representation method based on Copulas. (2020). Andrikopoulos, Athanasios ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:967-979.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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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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2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

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2019Market power and risk-taking of banks: Some semiparametric evidence from emerging economies. (2019). Jeon, Bang ; Chen, Minghua ; Guo, Mengmeng ; Wu, JI. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119303905.

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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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2019Long run analysis of crude oil portfolios. (2019). Cerqueti, Roy ; Fanelli, Viviana ; Rotundo, Giulia. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:183-205.

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2019Are the crude oil markets really becoming more efficient over time? Some new evidence. (2019). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:253-263.

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2019Option prices and implied volatility in the crude oil market. (2019). Lorentzen, Sindre ; Soini, Vesa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:515-539.

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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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2020Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension. (2020). Inacio, C. M. C., ; David, S A ; Machado, J. A. T., ; Quintino, D D. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319304098.

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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2019Do banking groups shape the network structure? Evidence from Turkish interbank market. (2019). Ozyildirim, Suheyla ; Sumer, Tuba Pelin. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919303114.

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2020Credit risk and the business cycle: What do we know?. (2020). Magkonis, Georgios ; Zekente, Kalliopi-Maria ; Chortareas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918307579.

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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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2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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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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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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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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2019Measuring contagion risk in international banking. (2019). Giudici, Paolo ; Avdjiev, Stefan ; Spelta, A. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:36-51.

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2019Does financial inclusion mitigate credit boom-bust cycles?. (2019). Winkler, Adalbert ; Lopez, Tania. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:116-129.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; Dealmeida, Carlos Eduardo ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308919306564.

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2019A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

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2019Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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2019Drivers of solvency risk – Are microfinance institutions different?. (2019). Winkler, Adalbert ; Schulte, Markus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:403-426.

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2019Does efficiency help banks survive and thrive during financial crises?. (2019). Tsionas, Mike ; Berger, Allen N ; Assaf, George A ; Roman, Raluca A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:445-470.

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2020Generalists and specialists in the credit market. (2020). Fricke, Daniel ; Roukny, Tarik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300876.

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2020Does competition enhance the double-bottom-line performance of microfinance institutions?. (2020). Randoy, Trond ; Hasan, Mostafa Monzur ; Galbreath, Jeremy ; Hossain, Shahadat. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300327.

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2020Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets. (2020). Zink, David ; Hutchison, Michael ; Chertman, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305601.

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2019What drives European Union stock market co-movements?. (2019). Pochea, Maria Miruna ; NIOI, Mihai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:57-69.

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2020How do monetary transmission channels influence inflation in the short and long run? Evidence from the QQE regime in Japan. (2020). Lau, Wee Yeap ; Yip, Tien-Ming. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300049.

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2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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2019The importance of principal components in studying mineral prices using vector autoregressive models: Evidence from the Brazilian economy. (2019). Souza, Francisca Mendona ; de Souza, Claudia Aline ; da Silva, Wesley Vieira ; da Veiga, Claudimar Pereira. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:9-21.

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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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paper
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
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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paper8
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
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paper5
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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paper0
2020Modeling Economic Networks with Firm-to-Firm Wire Transfers In: Papers.
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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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paper5
2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil In: Working Papers Series.
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paper10
2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
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article
2006Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach In: Working Papers Series.
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paper0
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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paper20
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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article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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paper29
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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paper8
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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paper17
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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paper13
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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paper2
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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This paper has another version. Agregated cites: 0
article
2009Evolution of Bank Efficiency in Brazil: A DEA Approach In: Working Papers Series.
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paper61
2010Evolution of bank efficiency in Brazil: A DEA approach.(2010) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 61
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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paper29
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: 29
article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk In: Working Papers Series.
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paper29
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: 29
article
2010Financial Stability and Monetary Policy - The case of Brazil In: Working Papers Series.
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paper9
2013Financial Stability and Monetary Policy - The case of Brazil.(2013) In: Revista Brasileira de Economia - RBE.
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This paper has another version. Agregated cites: 9
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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paper24
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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article
2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
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paper5
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
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article
2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
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paper5
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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This paper has another version. Agregated cites: 1
article
2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
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paper15
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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This paper has another version. Agregated cites: 15
article
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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paper97
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 97
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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paper13
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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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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paper18
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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paper13
2013Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications.
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article
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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2018Asymmetric effects of monetary policy in the U.S and Brazil.(2018) In: The Journal of Economic Asymmetries.
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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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2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks.(2018) In: Physica A: Statistical Mechanics and its Applications.
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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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paper13
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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paper6
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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paper6
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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2019Fiscal Risk and Financial Fragility In: Working Papers Series.
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2019Growth and Activity Diversification: the impact of financing non-traditional local activities In: Working Papers Series.
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2019The Finance-Growth Nexus: the role of banks 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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