Benjamin Miranda Tabak : Citation Profile


Are you Benjamin Miranda Tabak?

Fundação Getúlio Vargas (FGV)

24

H index

72

i10 index

2328

Citations

RESEARCH PRODUCTION:

129

Articles

105

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 116
   Journals where Benjamin Miranda Tabak has often published
   Relations with other researchers
   Recent citing documents: 372.    Total self citations: 117 (4.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta111
   Updated: 2022-05-14    RAS profile: 2021-10-04    
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Relations with other researchers


Works with:

Silva, Thiago (36)

Cajueiro, Daniel (10)

Guerra, Solange (9)

Fazio, Dimas (7)

Sensoy, Ahmet (6)

Peñaloza, Rodrigo Andrés (4)

Scalco, Paulo (2)

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 (53)

Wang, Yudong (44)

Yoon, Seong-Min (44)

Sensoy, Ahmet (40)

Ferreira, Paulo (36)

Krištoufek, Ladislav (33)

Sarmiento, Miguel (29)

Shahzad, Syed Jawad Hussain (28)

Minella, André (27)

Silva, Thiago (27)

Cites to:

Cajueiro, Daniel (134)

Silva, Thiago (95)

Levine, Ross (62)

Guerra, Solange (60)

Berger, Allen (44)

HASAN, IFTEKHAR (39)

Fazio, Dimas (33)

Lo, Andrew (32)

Peñaloza, Rodrigo Andrés (32)

Mantegna, Rosario (29)

Dacorogna, Michel (29)

Main data


Where Benjamin Miranda Tabak has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications34
Chaos, Solitons & Fractals12
Brazilian Review of Finance5
Journal of Banking & Finance5
Economic Systems4
Complexity4
Journal of Financial Stability4
Applied Financial Economics3
Applied Economics Letters3
European Journal of Operational Research3
Emerging Markets Review3
Economic Modelling3
International Review of Financial Analysis3
Brazilian Review of Econometrics2
Revista Brasileira de Economia - RBE2
Finance Research Letters2
Applied Economics2
Economia2
The European Physical Journal B: Condensed Matter and Complex Systems2
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Economic Behavior & Organization2
Journal of International Financial Markets, Institutions and Money2
Journal of Behavioral and Experimental Finance2
Journal of Economic Dynamics and Control2

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 (2021 and 2020)


YearTitle of citing document
2020A 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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2020Multiscale 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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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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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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2021Hedging 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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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652.

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2021Modeling and Probababilistic Forecasting of Natural Gas Prices. (2020). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2010.06227.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2020Collective dynamics of stock market efficiency. (2020). , Luiz ; Luiz, ; Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2011.14809.

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2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Reliability of MST identification in correlation-based market networks. (2021). Koldanov, P A ; Kalyagin, V A. In: Papers. RePEc:arx:papers:2103.14593.

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2021Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks. (2021). Niu, Zhibin ; Zhang, Jiawan ; CHENG, DAWEI ; Wu, Junqi. In: Papers. RePEc:arx:papers:2104.11863.

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2022Clustering Coefficients in Weighted Undirected Multilayer Networks. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2105.14325.

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2021A new look at calendar anomalies: Multifractality and day of the week effect. (2021). Vodenska, Irena ; Stosic, Dusan ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2106.06164.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective. (2021). Xiong, Luwei ; Wang, Shaofei ; Shiao, Han-Tai ; Mehta, Dhagash ; Pagliaro, Cynthia . In: Papers. RePEc:arx:papers:2107.05592.

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2022Ordinal Synchronization and Typical States in High-Frequency Digital Markets. (2021). Mansilla, Ricardo ; L'Opez, Mario. In: Papers. RePEc:arx:papers:2110.07047.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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2020A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil. (2020). Trafane Oliveira Santos, Thiago. In: Working Papers Series. RePEc:bcb:wpaper:524.

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2020Labor and finance: the effect of bank relationships. (2020). Oliveira, Raquel ; Norden, Lars ; Behr, Patrick. In: Working Papers Series. RePEc:bcb:wpaper:534.

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2021The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:556.

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2021Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557.

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2021COVID-19 and Local Market Power in Credit Markets. (2021). Silva, Thiago ; Guerra, Solange Maria ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:558.

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2021Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019. (2021). Lara, Jose Luis ; Batiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-06.

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2021Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-26.

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2020Quién es quién en la red de coautoría en Colombia. (2020). León, Carlos ; Bahos-Olivera, Clorith ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1146.

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2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

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2020Commercial and banking credit network in Uruguay. (2020). Lluberas, Rodrigo ; Baron, Andrea ; Ponce, Jorge ; Landaberry, Maria Victoria. In: Documentos de trabajo. RePEc:bku:doctra:2020006.

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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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2020A new approach to measuring universal banking. (2020). Shabani, Mimoza ; D'Avino, Carmela. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:353-379.

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2021The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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2020Investigating space‐time patterns of regional industrial resilience through a micro‐level approach: An application to the Italian wine industry. (2020). Vidoli, Francesco ; Canello, Jacopo. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:653-676.

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2022A computable general equilibrium model as a banking sector regulatory tool in South Africa. (2022). Tsomocos, Dimitrios P ; Seymore, Reyno ; Esselmensah, Kojo A ; de Freitas, Allan. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:1:p:93-120.

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2021Inflation targeting adoption and institutional quality: Evidence from developing countries. (2021). villieu, patrick ; Minea, Alexandru ; Tapsoba, Rene. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:7:p:2107-2127.

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2020The link between bank competition and risk in the United Kingdom: two views for policymaking. (2020). Straughan, Michael ; Francis, William B ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0885.

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2021Does market competition affect all banks equally? Empirical evidence on Montenegro. (2021). Vujanovi, Nina ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:87-107.

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2020Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187.

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2020Does Bank Competition Enhance or Hinder Financial Stability? Evidence from Indian Banking. (2020). Bardhan, Samaresh ; Rakshit, Bijoy. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:75-102.

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2020CAPITAL MARKET CORRELATIONS STRUCTURE DURING THE COVID-19 CRISIS. (2020). Roxana, Ioan. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2020:v:6:p:67-79.

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2021The Impact of Fintech Startups on Financial Institutions Performance and Default Risk. (2021). Haddad, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9050.

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2020Market Concentration and Income Diversification: Do They Always Promote the Financial Stability of Banking Industry?. (2020). Delgado-Fuentealba, Carlos Leandro ; Veloso-Ramos, Carmen Lissette ; Sepulveda-Yelpo, Sandra Maria ; Muoz, Jorge Andrs. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019644.

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2020EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:25-43.

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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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2020Financial Stability and Bank Capital: The Case of Islamic Banks. (2020). kammoun, aida ; Daoud, Yomna . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-40.

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2021Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach. (2021). Tahir, Rabia ; Memon, Bilal Ahmed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-40.

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2020A novel hybrid model for forecasting crude oil price based on time series decomposition. (2020). Abdollahi, Hooman. In: Applied Energy. RePEc:eee:appene:v:267:y:2020:i:c:s030626192030547x.

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2022A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. (2022). Yu, Hesheng ; The, Jesse ; Cao, Hua ; Zhang, Kefei. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101312x.

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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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2020Switching costs in Islamic banking: The impact on market power and financial stability. (2020). Safiullah, MD ; Kabir, Md Nurul ; Miah, Mohammad Dulal. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303361.

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2021Stability efficiency in Islamic banks: Does board governance matter?. (2021). Safiullah, MD. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303713.

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2020Does the “ice-breaking” of South and North Korea affect the South Korean financial market?. (2020). Wang, Jian ; Shao, Wei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305211.

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2020Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301831.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

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2020Permutation transition entropy: Measuring the dynamical complexity of financial time series. (2020). Shang, Pengjian ; Zhang, NA ; Ji, Mengfan ; Zhao, Xiaojun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303611.

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2020An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis. (2020). Stosic, Tatijana ; Bejan, Lucian ; Antunes, Fernando Henrique. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304781.

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2021Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series. (2021). Shang, Pengjian ; Wang, Zhuo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308651.

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2021Complexity entropy-analysis of monthly rainfall time series in northeastern Brazil. (2021). Stosic, Tatijana ; Rosso, Osvaldo A ; Cezar, Romulo Simes ; Alves, Antonio Samuel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310146.

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2021The identification of fractional order systems by multiscale multivariate analysis. (2021). Zhou, Qin ; Shang, Pengjian ; Zhang, Boyi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000886.

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2021The closed-form option pricing formulas under the sub-fractional Poisson volatility models. (2021). Yang, Zijian ; Wang, Xiaotian ; Cao, Piyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003660.

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2021Effect of oxytocin injection on fetal heart rate based on multifractal analysis. (2021). Kim, Jun Seok ; Wang, Jian ; Hong, Soon-Cheol ; Nam, Seunghyon ; Shao, Wei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003994.

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2021Analysis of time series using a new entropy plane based on past entropy. (2021). Shang, Pengjian ; Qin, Guyue. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921008316.

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2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309.

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2021The drivers of systemic risk in financial networks: a data-driven machine learning analysis. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009425.

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2022U.S. Politics from a multifractal perspective. (2022). Schadner, Wolfgang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010316.

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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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2021Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013.

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2021Institutional development and firm risk from a dynamic perspective: Does ownership structure matter?. (2021). Phan, Thu ; Doan, Anh-Tuan ; Le, Anh-Tuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:342-357.

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2021Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China. (2021). Xiao, Lijuan ; Deng, Hui ; Xiong, Lingyun. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100170x.

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2021Does high external debt predict lower economic growth? Role of sovereign spreads and institutional quality. (2021). Zheng, Wenping ; Xue, YI ; Wang, Ruohan. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001802.

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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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2021Economic policy uncertainty and financial stability–Is there a relation?. (2021). Affandi, Yoga ; Sharma, Susan Sunila ; Iyke, Bernard Njindan ; Bach, Dinh Hoang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1018-1029.

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2021Do investor relations matter in the tourism industry? Evidence from public opinions in China. (2021). Huang, Zhixiong ; Yang, Wei ; Xu, Mingli. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:923-933.

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2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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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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2020Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214.

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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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2021Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China. (2021). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302400.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2021Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Kim, Dae Hwan ; Suh, Sangwon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480.

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2020Bank lending: The bank ownership focus in the pre- and post-global financial crisis periods. (2020). Cronje, Tom ; Rambu, Apriani Dorkas. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s093936251830534x.

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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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2020A spatial stochastic frontier model with endogenous frontier and environmental variables. (2020). Tran, Kien ; Tsionas, Mike G ; Kutlu, Levent. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:1:p:389-399.

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2020Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Andreeva, Galina ; Crook, Jonathan ; Wang, Zheqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738.

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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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article1
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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paper5
2008Characterizing the Brazilian Term Structure of Interest Rates.(2008) In: Working Papers Series.
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This paper has another version. Agregated cites: 5
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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paper9
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
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paper9
2013Systemic Risk Measures.(2013) In: Working Papers Series.
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This paper has another version. Agregated cites: 9
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 Supply-Chain Networks with Firm-to-Firm Wire Transfers In: Papers.
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paper0
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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This paper has another version. Agregated cites: 10
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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paper10
2006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil In: Working Papers Series.
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paper24
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: 24
article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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paper34
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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This paper has another version. Agregated cites: 34
article
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System In: Working Papers Series.
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paper12
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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This paper has another version. Agregated cites: 12
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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paper0
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.
[Full Text][Citation analysis]
paper3
2007Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil.(2007) In: Brazilian Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2007Forecasting Bonds Yields in the Brazilian Fixed Income Market In: Working Papers Series.
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paper18
2008Forecasting bond yields in the Brazilian fixed income market.(2008) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 18
article
2007The Stability-Concentration Relationship in the Brazilian Banking System In: Working Papers Series.
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paper20
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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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paper77
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: 77
article
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy In: Working Papers Series.
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paper13
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: 13
article
2010Determinants of Bank Efficiency: the case of Brazil In: Working Papers Series.
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paper33
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: 33
article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk In: Working Papers Series.
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paper36
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: 36
article
2010Financial Stability and Monetary Policy - The case of Brazil In: Working Papers Series.
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paper12
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: 12
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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paper31
2012A macro stress test model of credit risk for the Brazilian banking sector.(2012) In: Journal of Financial Stability.
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This paper has another version. Agregated cites: 31
article
2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
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paper4
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
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This paper has another version. Agregated cites: 4
article
2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
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paper6
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 6
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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paper23
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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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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paper8
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
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paper129
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: 129
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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paper17
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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This paper has another version. Agregated cites: 17
article
2012The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case In: Working Papers Series.
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paper13
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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paper17
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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paper2
2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
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paper15
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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paper16
2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
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paper9
2015Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications.
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article
2013Contagion Risk within Firm-Bank Bivariate Networks In: Working Papers Series.
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paper10
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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paper1
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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paper0
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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paper21
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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paper0
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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paper31
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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paper13
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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paper1
2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
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paper20
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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paper22
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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paper0
2016Modeling Financial Networks: a feedback approach In: Working Papers Series.
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paper0
2016Structure and Dynamics of the Global Financial Network In: Working Papers Series.
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paper13
2016Structure and dynamics of the global financial network.(2016) In: Chaos, Solitons & Fractals.
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2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
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paper2
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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paper18
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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paper1
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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2020Fiscal risk and financial fragility.(2020) In: Emerging Markets Review.
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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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2021The finance-growth nexus: The role of banks.(2021) In: Economic Systems.
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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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