Benjamin Miranda Tabak : Citation Profile


Are you Benjamin Miranda Tabak?

Fundação Getúlio Vargas (FGV)

28

H index

88

i10 index

3133

Citations

RESEARCH PRODUCTION:

158

Articles

106

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 142
   Journals where Benjamin Miranda Tabak has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 128 (3.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta111
   Updated: 2024-01-16    RAS profile: 2023-10-07    
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Relations with other researchers


Works with:

Silva, Thiago (27)

Sensoy, Ahmet (3)

Guerra, Solange (3)

Ely, Regis (2)

Scalco, Paulo (2)

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

Is cited by:

Fernandez Bariviera, Aurelio (81)

Wang, Yudong (62)

Ferreira, Paulo (52)

Yoon, Seong-Min (51)

Wang, Yudong (49)

Sensoy, Ahmet (42)

Krištoufek, Ladislav (37)

Nakane, Marcio (35)

Sarmiento, Miguel (33)

Silva, Thiago (32)

Minella, André (31)

Cites to:

Cajueiro, Daniel (167)

Silva, Thiago (116)

Levine, Ross (82)

Guerra, Solange (67)

Berger, Allen (66)

HASAN, IFTEKHAR (55)

Lo, Andrew (41)

Ongena, Steven (36)

Mester, Loretta (36)

Laeven, Luc (34)

Goldfajn, Ilan (33)

Main data


Where Benjamin Miranda Tabak has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications36
Chaos, Solitons & Fractals12
FRACTALS (fractals)7
Journal of Banking & Finance6
Brazilian Review of Finance5
Economic Systems4
Complexity4
Journal of Financial Stability4
Emerging Markets Review3
Applied Economics3
European Journal of Operational Research3
Journal of International Financial Markets, Institutions and Money3
Finance Research Letters3
Applied Economics Letters3
Economic Modelling3
International Review of Financial Analysis3
International Journal of Theoretical and Applied Finance (IJTAF)2
Economics Letters2
The European Physical Journal B: Condensed Matter and Complex Systems2
Research in International Business and Finance2
Journal of Economic Dynamics and Control2
Economia2
Emerging Markets Finance and Trade2
Revista Brasileira de Economia - RBE2
Journal of Economic Behavior & Organization2
Brazilian Review of Econometrics2
Revista CEPAL2
Journal of Behavioral and Experimental Finance2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department89
Papers / arXiv.org3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Benjamin Miranda Tabak (2024 and 2023)


YearTitle of citing document
2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Multimodal Document Analytics for Banking Process Automation. (2023). Lessmann, Stefan ; Gerling, Christopher. In: Papers. RePEc:arx:papers:2307.11845.

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2023Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874.

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2023 CEO facial structure and stock price crash risk. (2023). He, Ling ; Wang, Tian ; Zhong, Tingyong ; Li, Donghui ; Zheng, Zunxin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:873-905.

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2023.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Features and evolution of the ‘Belt and Road’ regional value chain: Complex network analysis. (2023). Zhang, Jinjin ; Li, Yunting ; Pu, Yue. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:7:p:2134-2156.

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2023The Factors that Drives the Cost Management Efficiency of Oil and Gas companies in Emerging Markets: The Case of Eurasian Economic Union. (2023). Zhakipbekov, Dinmukhamed ; Baisheva, Yengilik ; Dosmanbetova, Aliya ; Yespergenova, Lyazzat ; Faizulayev, Alimshan ; Zhumabayeva, Myrzabike. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-36.

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2023Regional Estimates of Residential Electricity Demand in Brazil. (2023). Ehrl, Philipp ; Carrasco-Gutierrez, Carlos Enrique. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-50.

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2023Effects of Deglobalization on Food and Energy Insecurity in the GMS Countries. (2023). Watchalaanun, Tanawat ; Nonthapot, Sakkarin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-43.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023Role of vaccine in fighting the variants of COVID-19. (2023). Shao, Wei ; Yang, Mengdie ; Wu, Xinpei ; Jiang, Wenjing ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000607.

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2023Scientific progress in information theory quantifiers. (2023). , Abrao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923001613.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2023Credit behavior and financial stability in an emerging economy. (2023). Costa, Agata ; de Moraes, Claudio Oliveira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619.

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2023Management and takeover decisions. (2023). Kazakis, Pantelis ; Delis, Manthos D ; Zopounidis, Constantin. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1256-1268.

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2023Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16.

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2023Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators. (2023). Chaudhuri, Kausik ; Kumbhakar, Subal C ; Cave, Joshua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:447-467.

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2023Minimax regret priors for efficiency estimation. (2023). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1279-1285.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066.

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2023Bank risk-taking and competition in developing banking markets: Does efficiency level matter? Evidence from Africa. (2023). Muller, Aline ; Borauzima, Luc Matabaro. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000802.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Forecast and structural characteristics of Chinas oil product consumption embedded in bottom-line thinking. (2023). Pan, Yue ; Zhang, Zhe George ; Yang, Ying ; Tian, Lingyue ; Chai, Jian. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s0360544223012835.

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2023Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199.

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2023Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

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2023The impacts of climate policy uncertainty on stock markets: Comparison between China and the US. (2023). lucey, brian ; An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001874.

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2023The false prosperity and promising future: Effects of data resources on bank efficiency. (2023). Qu, Yang ; Cheng, Maoyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300265x.

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2023Loan and financing diversification and bank stability in dual-banking systems. (2023). Šeho, Mirzet ; Ghafoor, Abdul ; Mohsen, Mohammed Sharaf. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005724.

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2023How effective are banking regulations on banking performance and risk? Evidence from selected European countries. (2023). Eki, Ibrahim Halil ; Buyukolu, Burak ; Bouteska, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007802.

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2023Understanding the FTX exchange collapse: A dynamic connectedness approach. (2023). Corbet, Shaen ; Goodell, John W ; Conlon, Thomas ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300017x.

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2023The effect of asymmetric information disappears: Evidence in share repurchases and market efficiency. (2023). Wang, Chih-Wei ; Park, Bokyung ; Lee, Chien-Chiang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004634.

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2023Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762.

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2023Learning financial survival from disasters. (2023). Muradoglu, Gulnur ; Eshraghi, Arman ; Tosun, Onur Kemal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300046x.

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2023Industry Specialization and Small Business Lending. (2023). Pattison, Nathaniel ; Di, Wenhua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000249.

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2023Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614.

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2023Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25.

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2023Is bank resilience affected by unconventional monetary policy in the Euro area?. (2023). mamatzakis, emmanuel ; Avalos, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001656.

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2023Deregulation, bank efficiency and economic cooperation across China–Taiwan Strait. (2023). Liao, Chang-Sheng. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:2:p:430-444.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023A novel decomposition integration model for power coal price forecasting. (2023). Liu, Lang ; Xia, Guilin ; Wu, Siping. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007024.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357.

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2023COVID-19 pandemic impact on banking sector: A cross-country analysis. (2023). Iik, Ozcan ; Wang, Wenhao ; Jiang, Ping ; Shabir, Mohsin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000038.

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2023Do competition and market structure affect sensitivity of bank profitability to the business cycle?. (2023). Kowalska, Iwona ; Olszak, Magorzata. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001695.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018.

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2023A novel method for local anomaly detection of time series based on multi entropy fusion. (2023). Wang, Ningkui ; Li, Xiangbo ; Wei, Daijun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001486.

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2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

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2023Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202.

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2023The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317.

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2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

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2023Does monetary policy really matter for environmental protection? The case of inflation targeting. (2023). Shahbaz, Muhammad ; Clarisse, Suzanne Edwige ; Mbassi, Christophe Martial. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:3:p:427-452.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Evaluation of the operational quality of Chinas grain futures market based on the comprehensive information weighting method. (2023). Li, Sijie ; Guo, Wenjing ; Lin, Shengyao ; Xing, Mengyue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:467-482.

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2023A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018. (2023). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:418-432.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x.

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2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

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2023The impact of regulation on the Brazilian water and sewerage companies’ efficiency. (2023). Bezerra, Luciano Menezes ; Costa, Anne Emilia. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s003801212300037x.

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2023Dynamics of group grievances from a global cohesion perspective. (2023). Sun, Chunxia ; Xu, Xiaodong ; Mohsin, Hafiz Syed. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123001064.

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2023COVID-19 crisis and the efficiency of Indian banks: Have they weathered the storm?. (2023). Kumar, Sunil ; Hassan, Kabir M ; Charles, Vincent ; Gulati, Rachita. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001738.

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2023The use of ICTs and income distribution in Brazil: A machine learning explanation using SHAP values. (2023). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:8:s030859612300109x.

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2023The Nexus of Banks’ Competition, Ownership Structure, and Economic Growth on Credit Risk and Financial Stability. (2023). Nesa, Zinnatun ; Karim, Ziaul ; Sobhani, Farid Ahammad ; Moudud-Ul, Syed ; Halim, Md Abdul. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:8:p:203-:d:1205132.

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2023Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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2023Demystifying the Effect of the News (Shocks) on Crypto Market Volatility. (2023). Rupeika-Apoga, Ramona ; Taneja, Sanjay ; Bhatnagar, Mukul. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:136-:d:1072193.

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2023Bank Profitability Analysis in China: Stochastic Frontier Approach. (2023). Li, Xueyan ; Bufetova, Lidiya Pavlovna ; Perfilev, Aleksandr Aleksandrovich ; Shen, Bingbing. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:243-:d:1124652.

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2023Clustering Analysis of Multilayer Complex Network of Nanjing Metro Based on Traffic Line and Passenger Flow Big Data. (2023). Zhang, Jun ; Yu, Wei ; Li, Ming. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9409-:d:1168980.

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2023An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans. (2023). Delcea, Camelia ; Nica, Ionu ; Chiri, Nora ; Ionescu, Tefan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:12037-:d:1211596.

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2023An Assessment Tool to Identify the Financial Literacy Level of Financial Education Programs Participants’ Executed by Ecuadorian Financial Institutions. (2023). Valcke, Martin ; Everaert, Patricia ; Peralta-Rizzo, Kevin ; Rodriguez, Vanessa ; Mendez-Prado, Silvia Mariela. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:996-:d:1026029.

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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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2023Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y.

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2023Identifying Systemically Important Banks Based on an Improved DebtRank Model. (2023). Li, Shouwei ; Wang, HU. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10309-8.

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2023Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5.

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2023World City Networks and Multinational Firms: An Analysis of Economic Ties Over a Decade. (2023). Rozenblat, Celine ; Zaidi, Faraz ; Saleem, Mohammed Adil. In: Networks and Spatial Economics. RePEc:kap:netspa:v:23:y:2023:i:3:d:10.1007_s11067-023-09587-y.

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2023Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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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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article2
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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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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paper6
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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paper6
2008Characterizing the Brazilian Term Structure of Interest Rates..(2008) In: Working Papers Series.
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paper
2009Characterising the Brazilian term structure of interest rates.(2009) In: International Journal of Monetary Economics and Finance.
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article
2011Contágioentre Índices Bancários: uma análisede correlação e co-assimetria In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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paper0
2011BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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paper32
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
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paper11
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 Supply-Chain Networks with Firm-to-Firm Wire Transfers In: Papers.
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paper1
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 nother version. Agregated cites: 10
article
2006Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach. In: Working Papers Series.
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2006An Analysis of Off-Site Supervision of Banks Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks. In: Working Papers Series.
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paper4
2006Forecasting Interest Rates: an application for Brazil. In: Working Papers Series.
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paper10
2006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. In: Working Papers Series.
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paper31
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 nother version. Agregated cites: 31
article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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paper55
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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paper25
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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paper0
2007Evaluation of Default Risk for The Brazilian Banking Sector In: Working Papers Series.
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paper1
2007Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil. In: Working Papers Series.
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paper4
2007Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil.(2007) In: Brazilian Review of Finance.
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This paper has nother version. Agregated cites: 4
article
2007Forecasting Bonds Yields in the Brazilian Fixed Income Market. In: Working Papers Series.
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paper23
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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paper21
2008The stability-concentration relationship in the Brazilian banking system.(2008) In: Journal of International Financial Markets, Institutions and Money.
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article
2001Is it Worth Tracking Dollar/Real Implied Volatility? In: Working Papers Series.
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paper15
2007Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability. In: Working Papers Series.
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paper1
2008Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions. In: Working Papers Series.
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paper1
2009Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization. In: Working Papers Series.
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paper1
2009Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks. In: Working Papers Series.
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paper14
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 nother version. Agregated cites: 0
article
2009Evolution of Bank Efficiency in Brazil: A DEA Approach. In: Working Papers Series.
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paper90
2010Evolution of bank efficiency in Brazil: A DEA approach.(2010) In: European Journal of Operational Research.
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This paper has nother version. Agregated cites: 90
article
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series.
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paper14
2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 14
article
2010Determinants of Bank Efficiency: the Case of Brazil. In: Working Papers Series.
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paper49
2010Determinants of bank efficiency: The case of Brazil.(2010) In: European Journal of Operational Research.
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This paper has nother version. Agregated cites: 49
article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series.
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paper49
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 nother version. Agregated cites: 49
article
2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
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paper22
2013Financial Stability and Monetary Policy - The case of Brazil.(2013) In: Revista Brasileira de Economia - RBE.
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This paper has nother version. Agregated cites: 22
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 nother 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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paper41
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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paper4
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
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2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
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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 nother 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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paper6
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 nother 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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paper44
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 nother version. Agregated cites: 44
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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paper15
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
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paper161
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 nother version. Agregated cites: 161
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2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão 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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paper19
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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paper23
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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This paper has nother version. Agregated cites: 23
article
2012Contagion in CDS, Banking and Equity Markets. In: Working Papers Series.
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paper24
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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paper22
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
2012Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro In: Working Papers Series.
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paper2
2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
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paper14
2013Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications.
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2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
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paper18
2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
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paper11
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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paper12
2013Teste da Hipótese de Mercados Adaptativos para o Brasil In: Working Papers Series.
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paper1
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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paper1
2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
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paper1
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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paper28
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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paper0
2015Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series.
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paper43
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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paper14
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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paper26
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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paper1
2016Structure and Dynamics of the Global Financial Network In: Working Papers Series.
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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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paper24
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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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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paper3
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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paper27
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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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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