30
H index
88
i10 index
3413
Citations
Fundação Getúlio Vargas (FGV) | 30 H index 88 i10 index 3413 Citations RESEARCH PRODUCTION: 163 Articles 106 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin Miranda Tabak. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers Series / Central Bank of Brazil, Research Department | 89 |
Papers / arXiv.org | 3 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document | |
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2025 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2024 | Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874. Full description at Econpapers || Download paper | |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper | |
2025 | A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Fialkowski, Jan ; Borsos, Andr'As ; Diem, Christian ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044. Full description at Econpapers || Download paper | |
2025 | Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377. Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916. Full description at Econpapers || Download paper | |
2024 | A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443. Full description at Econpapers || Download paper | |
2024 | Financial Inclusion and Monetary Policy: A Review of Literature. (2024). Ciobanu, Simona Elena. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:314-324. Full description at Econpapers || Download paper | |
2025 | The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Simoens, Mathieu ; Tamburrini, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20253041. Full description at Econpapers || Download paper | |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
2024 | Complex non-linear relationship between conventional and green bonds: Insights amidst COVID-19 and the RU–UA conflict. (2024). Koji, Milena ; Miti, Petar ; Schlter, Stephan ; Raki, Slobodan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000819. Full description at Econpapers || Download paper | |
2024 | Fractal properties, information theory, and market efficiency. (2024). Garcin, Matthieu ; Brouty, Xavier. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948. Full description at Econpapers || Download paper | |
2024 | Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030. Full description at Econpapers || Download paper | |
2024 | Analysis of complex time series based on EEMD energy entropy plane. (2024). Ma, Zhuang ; Zheng, Xin ; Yang, Zhuojin ; Wang, Shujia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924004181. Full description at Econpapers || Download paper | |
2024 | The labor market channel of systemic risk. (2024). Silva, Thiago ; Alexandre, Michel ; Tabak, Benjamin Miranda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001684. Full description at Econpapers || Download paper | |
2024 | Does stock market liberalization promote entrepreneurship?. (2024). Qiu, Yihan ; Li, Xiao-Lin ; Si, Deng-Kui ; Jiang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:480-495. Full description at Econpapers || Download paper | |
2024 | Debt and financial fragility: Italian non-financial companies after the pandemic. (2024). Scaramozzino, Pasquale ; Pisicoli, Beniamino ; Fattouh, Bassam. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004406. Full description at Econpapers || Download paper | |
2024 | Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130. Full description at Econpapers || Download paper | |
2024 | Risk amplification effect of multilayer financial networks: Feedback mechanism or cyclic structure?. (2024). Fan, Hong ; Pang, Congyuan. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003719. Full description at Econpapers || Download paper | |
2024 | Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x. Full description at Econpapers || Download paper | |
2024 | Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification. (2024). Scozzari, Andrea ; Ricca, Federica. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717. Full description at Econpapers || Download paper | |
2025 | Bank financial sustainability evaluation: Data envelopment analysis with random forest and Shapley additive explanations. (2025). Zhu, Joe ; Charles, Vincent ; Shi, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:614-630. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
2024 | Financing sustainable energy transition with algorithmic energy tokens. (2024). Romagnoli, Silvia ; Zadeh, Omid Razavi. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001282. Full description at Econpapers || Download paper | |
2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper | |
2024 | ESG investment and bank efficiency: Evidence from China. (2024). Yu, Wenmei ; Zhu, Tingting ; Cao, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s014098832400224x. Full description at Econpapers || Download paper | |
2024 | Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067. Full description at Econpapers || Download paper | |
2024 | Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004. Full description at Econpapers || Download paper | |
2024 | Impact of climate risk on financial stability: Cross-country evidence. (2024). Sun, Haibo ; Men, Wenjiao ; He, Shuguang ; Liu, Zhonglu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000280. Full description at Econpapers || Download paper | |
2024 | Coping with the storm: The role of fintech in SME survival. (2024). Sun, Ruohan ; Zhou, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000899. Full description at Econpapers || Download paper | |
2024 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper | |
2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper | |
2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper | |
2024 | Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174. Full description at Econpapers || Download paper | |
2024 | What has inflation targeting done for household consumption?. (2024). McCloud, Nadine. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004319. Full description at Econpapers || Download paper | |
2024 | Competitive dynamics between decentralized and centralized finance lending markets. (2024). Ryu, Doojin ; Son, Jaemin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006318. Full description at Econpapers || Download paper | |
2024 | Bank efficiency and undesirable output: An analysis of non-performing loans in the Brazilian banking sector. (2024). Vasconcelos, Marcos Roberto ; Takahashi, Fabio Lucas. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010231. Full description at Econpapers || Download paper | |
2024 | Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Li, Sijing ; Deng, Yuanyue. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248. Full description at Econpapers || Download paper | |
2024 | Climate transition risk and bank risk-taking: The role of digital transformation. (2024). Sun, Haibo ; Li, Jun ; Liu, Zhonglu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000588. Full description at Econpapers || Download paper | |
2024 | The unintended interaction effect of monetary and macroprudential policies: Evidence from China’s bank-level data. (2024). Hou, Shuting ; Zheng, Bowen. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008274. Full description at Econpapers || Download paper | |
2024 | From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955. Full description at Econpapers || Download paper | |
2024 | Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899. Full description at Econpapers || Download paper | |
2024 | Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762. Full description at Econpapers || Download paper | |
2024 | Examining the impact of liquidity creation on bank stability in the Asia Pacific region: Do ESG disclosures play a moderating role?. (2024). Kashiramka, Smita ; Gupta, Juhi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000210. Full description at Econpapers || Download paper | |
2024 | Pay for prudence. (2024). Morris, Arthur ; Gopalan, Yadav ; Donovan, John ; Arif, Salman. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000435. Full description at Econpapers || Download paper | |
2024 | Loan officer specialization and credit defaults. (2024). Ingermann, Peter-Hendrik ; Goedde-Menke, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426623002728. Full description at Econpapers || Download paper | |
2024 | Bank cost efficiency and credit market structure under a volatile exchange rate. (2024). Prokhorov, Artem B ; Parmeter, Christopher F ; Mamonov, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001997. Full description at Econpapers || Download paper | |
2024 | Financial intermediation services and competition analyses: Review and paths forward for improvement. (2024). , Arnoud ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:57:y:2024:i:c:s1042957324000019. Full description at Econpapers || Download paper | |
2024 | Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609. Full description at Econpapers || Download paper | |
2024 | Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049. Full description at Econpapers || Download paper | |
2024 | Concessions for basic sanitation services in Southern Brazil: A generalized synthetic control analysis. (2024). Halmenschlager, Vinicius ; Fernandez, Rodrigo Nobre ; da Silva, Gibran ; Solino, Larissa Carvalho. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178724000201. Full description at Econpapers || Download paper | |
2024 | Expectations for the MPC chair and interest rate persistence. (2024). Saito, Yuta. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:128:y:2024:i:c:p:25-30. Full description at Econpapers || Download paper | |
2024 | Non-deposit liability and bank risk-taking: International evidence. (2024). Li, Mengxuan ; Wang, Ting ; Hou, Shuting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000635. Full description at Econpapers || Download paper | |
2024 | Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. (2024). Miti, Petar ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009524. Full description at Econpapers || Download paper | |
2024 | Generalized weighted permutation entropy analysis of satellite hot-pixel time series in Brazilian biomes. (2024). Stosic, Borko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000566. Full description at Econpapers || Download paper | |
2024 | Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979. Full description at Econpapers || Download paper | |
2024 | A permutation entropy analysis of Bitcoin volatility. (2024). Olivier, Carel Petrus ; Seitshiro, Modisane ; Obanya, Praise Otito ; Verster, Tanja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001171. Full description at Econpapers || Download paper | |
2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper | |
2024 | Multifractal analysis of Chinese literary and web novels. (2024). Zhou, Xiaozhu ; Zhuo, Xuru ; Liu, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002589. Full description at Econpapers || Download paper | |
2024 | Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003595. Full description at Econpapers || Download paper | |
2024 | Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862. Full description at Econpapers || Download paper | |
2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper | |
2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, S R ; Rai, Anish ; Mukhia, Kundan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046. Full description at Econpapers || Download paper | |
2024 | Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach. (2024). Perez-Rodriguez, Jorge V ; Cortes-Garcia, Salvador J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:164-175. Full description at Econpapers || Download paper | |
2024 | Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36. Full description at Econpapers || Download paper | |
2024 | Stability and economic performances in the banking industry: The case of China. (2024). Walheer, Barnabe ; Tan, Yong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:326-345. Full description at Econpapers || Download paper | |
2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper | |
2024 | An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030. Full description at Econpapers || Download paper | |
2024 | The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844. Full description at Econpapers || Download paper | |
2024 | Diversification and bank stability: Role of political instability and climate risk. (2024). Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin ; Mehroush, Iqra ; Iik, Ozcan ; Wang, Wenhao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:63-92. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | O Comportamento CÃclico do Capital dos Bancos Brasileiros In: Economia. [Full Text][Citation analysis] | article | 0 |
2011 | O COMPORTAMENTOCÃCLICO DO CAPITAL DOS BANCOS BRASILEIROS.(2011) In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach In: Economia. [Full Text][Citation analysis] | article | 4 |
2006 | AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÃRIO BRASILEIRO In: Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
2007 | PREDICTABILITY 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]. [Full Text][Citation analysis] | paper | 6 |
2007 | CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 6 |
2008 | Characterizing the Brazilian Term Structure of Interest Rates..(2008) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2009 | Characterising the Brazilian term structure of interest rates.(2009) In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2011 | Contágioentre Ãndices Bancários: uma análisede correlação e co-assimetria In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
2011 | BANK 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]. [Full Text][Citation analysis] | paper | 32 |
2014 | SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 11 |
2013 | Systemic Risk Measures.(2013) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2016 | Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2016 | THE 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]. [Full Text][Citation analysis] | paper | 1 |
2015 | The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation.(2015) In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | CONCESSÃO 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]. [Full Text][Citation analysis] | paper | 0 |
2020 | Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers In: Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Long-range dependence in Interest Rates and Monetary Policy In: Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Econophysics of interest rates and the role of monetary policy In: Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Extração de Informação de Opções Cambiais no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
2006 | Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 10 |
2006 | Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2006 | Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2006 | An Analysis of Off-Site Supervision of Banks Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks. In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2006 | Forecasting Interest Rates: an application for Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 11 |
2006 | The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 33 |
2006 | THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL.(2006) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2007 | The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series. [Full Text][Citation analysis] | paper | 55 |
2008 | The role of banks in the Brazilian interbank market: Does bank type matter?.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2007 | Long-Range Dependence in Exchange Rates: the case of the European Monetary System. In: Working Papers Series. [Full Text][Citation analysis] | paper | 25 |
2008 | LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM.(2008) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2007 | A New Proposal for Collection and Generation of Information on Financial Institutions Risk: the case of derivatives. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Evaluation of Default Risk for The Brazilian Banking Sector In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2007 | Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2007 | Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil.(2007) In: Brazilian Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2007 | Forecasting Bonds Yields in the Brazilian Fixed Income Market. In: Working Papers Series. [Full Text][Citation analysis] | paper | 23 |
2008 | Forecasting bond yields in the Brazilian fixed income market.(2008) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2007 | The Stability-Concentration Relationship in the Brazilian Banking System. In: Working Papers Series. [Full Text][Citation analysis] | paper | 22 |
2008 | The stability-concentration relationship in the Brazilian banking system.(2008) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2001 | Is it Worth Tracking Dollar/Real Implied Volatility? In: Working Papers Series. [Full Text][Citation analysis] | paper | 15 |
2007 | Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability. In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2008 | Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions. In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2009 | Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization. In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2010 | Behaviour finance and estimation risk in stochastic portfolio optimization.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2009 | Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks. In: Working Papers Series. [Full Text][Citation analysis] | paper | 14 |
2009 | Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Testes de contágio entre sistemas bancários - A crise do subprime In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Forecasting the Yield Curve for Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Delegated Portfolio Management and Risk Taking Behavior. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Delegated portfolio management and risk-taking behavior.(2010) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2009 | Evolution of Bank Efficiency in Brazil: A DEA Approach. In: Working Papers Series. [Full Text][Citation analysis] | paper | 98 |
2010 | Evolution of bank efficiency in Brazil: A DEA approach.(2010) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2010 | Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series. [Full Text][Citation analysis] | paper | 14 |
2010 | Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2010 | Determinants of Bank Efficiency: the Case of Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 59 |
2010 | Determinants of bank efficiency: The case of Brazil.(2010) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2010 | The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series. [Full Text][Citation analysis] | paper | 61 |
2011 | The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2010 | Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 22 |
2013 | Financial Stability and Monetary Policy - The case of Brazil.(2013) In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2001 | Decentralized Portfolio Management. In: Working Papers Series. [Full Text][Citation analysis] | paper | 15 |
2003 | Decentralized Portfolio Management.(2003) In: Brazilian Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2010 | Eficiência Bancária e Inadimplência: Testes de Causalidade In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2010 | A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector. In: Working Papers Series. [Full Text][Citation analysis] | paper | 41 |
2012 | A macro stress test model of credit risk for the Brazilian banking sector.(2012) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2010 | Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
2013 | Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2011 | Modeling Default Probabilities: the case of Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
2011 | Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2011 | Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
2011 | Forecasting the Yield Curve for the Euro Region In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2012 | Forecasting the yield curve for the Euro region.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 47 |
2014 | Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2011 | Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2011 | Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series. [Full Text][Citation analysis] | paper | 15 |
2011 | The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series. [Full Text][Citation analysis] | paper | 184 |
2012 | The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 184 | article | |
2012 | Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2012 | A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks In: Working Papers Series. [Full Text][Citation analysis] | paper | 21 |
2013 | A geographically weighted approach to measuring efficiency in panel data: The case of US saving banks.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2012 | The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case. In: Working Papers Series. [Full Text][Citation analysis] | paper | 27 |
2015 | The impact of market power at bank level in risk-taking: The Brazilian case.(2015) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2012 | Contagion in CDS, Banking and Equity Markets. In: Working Papers Series. [Full Text][Citation analysis] | paper | 27 |
2016 | Contagion in CDS, banking and equity markets.(2016) In: Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2012 | Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. In: Working Papers Series. [Full Text][Citation analysis] | paper | 23 |
2003 | Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates.(2003) In: Brazilian Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2012 | Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro. In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2013 | Complex Networks and Banking Systems Supervision In: Working Papers Series. [Full Text][Citation analysis] | paper | 15 |
2013 | Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 18 |
2013 | Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2013 | Contagion Risk within Firm-Bank Bivariate Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2013 | Teste da Hipótese de Mercados Adaptativos para o Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Mercados Financeiros Globais – Uma Análise da Interconectividade In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Asymmetric Effects of Monetary Policy in the U.S. and Brazil In: Working Papers Series. [Full Text][Citation analysis] | paper | 9 |
2018 | Asymmetric effects of monetary policy in the U.S and Brazil.(2018) In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2013 | Asymmetric Effects of Monetary Policy in the U.S. and Brazil.(2013) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2013 | How much random does European Union walk? A time-varying long memory analysis In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2014 | Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2014 | The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2018 | Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2014 | Dynamic spanning trees in stock market networks: The case of Asia-Pacific In: Working Papers Series. [Full Text][Citation analysis] | paper | 30 |
2014 | Dynamic spanning trees in stock market networks: The case of Asia-Pacific.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2014 | Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Do Interconnections Matter for Bank Efficiency? In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series. [Full Text][Citation analysis] | paper | 44 |
2016 | Network structure analysis of the Brazilian interbank market.(2016) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2015 | Monitoring Vulnerability and Impact Diffusion in Financial Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 18 |
2017 | Monitoring vulnerability and impact diffusion in financial networks.(2017) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2015 | Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series. [Full Text][Citation analysis] | paper | 30 |
2016 | Evaluating systemic risk using bank default probabilities in financial networks.(2016) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2016 | Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series. [Full Text][Citation analysis] | paper | 30 |
2016 | Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2002 | The Effects of the Brazilian ADRs Program on Domestic Market Efficiency. In: Working Papers Series. [Full Text][Citation analysis] | paper | 19 |
2016 | Modeling Financial Networks: a feedback approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Structure and Dynamics of the Global Financial Network In: Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
2016 | Structure and dynamics of the global financial network.(2016) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2016 | Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2017 | Why do vulnerability cycles matter in financial networks?.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series. [Full Text][Citation analysis] | paper | 30 |
2017 | Systemic risk in financial systems: A feedback approach.(2017) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2018 | Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series. [Full Text][Citation analysis] | paper | 29 |
2018 | Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2018 | Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2017 | Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2018 | Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Fiscal Risk and Financial Fragility In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Fiscal risk and financial fragility.(2020) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Growth and Activity Diversification: the impact of financing non-traditional local activities In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2019 | The Finance-Growth Nexus: the role of banks In: Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
2021 | The finance-growth nexus: The role of banks.(2021) In: Economic Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2002 | Stock Returns and Volatility In: Working Papers Series. [Full Text][Citation analysis] | paper | 27 |
2002 | Causality and Cointegration in Stock Markets: The Case of Latin America. In: Working Papers Series. [Full Text][Citation analysis] | paper | 19 |
2002 | The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case. In: Working Papers Series. [Full Text][Citation analysis] | paper | 30 |
2003 | The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case.(2003) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2002 | Delegated Portfolio Management. In: Working Papers Series. [Full Text][Citation analysis] | paper | 13 |
2003 | Optimal Monetary Rules: The Case of Brazil. In: Working Papers Series. [Full Text][Citation analysis] | paper | 21 |
2003 | Optimal monetary rules: the case of Brazil.(2003) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2003 | On the Information Content of Oil Future Prices. In: Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
2003 | Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates. In: Working Papers Series. [Full Text][Citation analysis] | paper | 14 |
2007 | Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market In: Economic Notes. [Full Text][Citation analysis] | article | 0 |
2014 | Testing the Adaptive Markets Hypothesis for Brazil In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
2017 | The effects of capital buffers on profitability: An empirical study In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2004 | Tracking Brazilian Exchange Rate Volatility In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 1 |
2023 | Aspectos demográficos y convergencia regional de los ingresos en el Brasil: enfoque de datos de panel In: Revista CEPAL. [Full Text][Citation analysis] | article | 0 |
2023 | Demographic aspects and regional income convergence in Brazil: a panel data approach In: Revista CEPAL. [Full Text][Citation analysis] | article | 0 |
2020 | Overconfidence and the 2D:4D ratio In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 3 |
2005 | Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
2007 | Long-range dependence and market structure In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 10 |
2007 | Testing for inefficiency in emerging markets exchange rates In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2007 | Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 17 |
2008 | Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 3 |
2008 | Testing for long-range dependence in world stock markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 31 |
2008 | Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 26 |
2008 | Interest rate option pricing and volatility forecasting: An application to Brazil In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2009 | Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 28 |
2009 | Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 27 |
2009 | Multifractal structure in Latin-American market indices In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 36 |
2023 | How politics can influence the allocation of social program benefits: A case study of the Brazilian poverty reduction program Bolsa Família In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 0 |
2021 | Prudential measures and their adverse effects on bank competition: The case of Brazil In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2021 | The transmission mechanisms of macroprudential policies on bank risk In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2023 | Limits to Myopic loss aversion and learning In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2006 | Testing for predictability in equity returns for European transition markets In: Economic Systems. [Full Text][Citation analysis] | article | 42 |
2009 | Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
2004 | Testing for predictability in emerging equity markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 37 |
2007 | Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 154 |
2019 | Long-term forecast of energy commodities price using machine learning In: Energy. [Full Text][Citation analysis] | article | 31 |
2009 | Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 91 |
2016 | Dynamic efficiency of stock markets and exchange rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2016 | Financial stability and bank supervision In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2023 | Multifractal cross-correlations between green bonds and financial assets In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2017 | Not all emerging markets are the same: A classification approach with correlation based networks In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 7 |
2018 | Bank lending and systemic risk: A financial-real sector network approach with feedback In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 41 |
2022 | The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2023 | COVID-19 and bank branch lending: The moderating effect of digitalization In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2013 | Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
2015 | Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
2020 | Micro-level transmission of monetary policy shocks: The trading book channel In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2004 | A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 7 |
2022 | Booms in commodities price: Assessing disorder and similarity over economic cycles In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2005 | The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
2004 | The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 181 |
2004 | Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 88 |
2005 | Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 26 |
2005 | Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 60 |
2005 | The long-range dependence behavior of the term structure of interest rates in Japan In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 29 |
2005 | Periodic market closures and the long-range dependence phenomena in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2006 | Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2006 | Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2007 | Is the expression H=1/(3-q) valid for real financial data? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2007 | Long-range dependence and multifractality in the term structure of LIBOR interest rates In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 65 |
2007 | Characterizing bid–ask prices in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2007 | Testing for unit root bilinearity in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2008 | A multifractal approach for stock market inefficiency In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 154 |
2009 | Forbidden patterns, permutation entropy and stock market inefficiency In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 49 |
2009 | Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2009 | The expectation hypothesis of interest rates and network theory: The case of Brazil In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 17 |
2009 | Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2010 | Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 65 |
2010 | Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 71 |
2011 | Commodity predictability analysis with a permutation information theory approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 36 |
2015 | Time-varying long term memory in the European Union stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 23 |
2017 | A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
2017 | Modeling stochastic frontier based on vine copulas In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2020 | Internet access in recessionary periods: The case of Brazil In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2021 | Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2021 | Insights from the (in)efficiency of Chinese sectoral indices during COVID-19 In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2022 | The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2022 | Interplay multifractal dynamics among metal commodities and US-EPU In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2010 | Estimating a Bayesian stochastic frontier for the Indian banking system In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 13 |
2022 | Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2007 | Assessing financial instability: The case of Brazil In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2023 | Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 13 |
2022 | Sanitation and water services: Who is the most efficient provider public or private? Evidences for Brazil In: Socio-Economic Planning Sciences. [Full Text][Citation analysis] | article | 3 |
2010 | Ambiguity Aversion and Illusion of Control in an Emerging Market: Are Individuals Subject to Behavioral Biases? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
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2020 | Applications of Machine Learning Methods in Complex Economics and Financial Networks In: Complexity. [Full Text][Citation analysis] | article | 0 |
2019 | Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies In: Complexity. [Full Text][Citation analysis] | article | 1 |
2018 | Financial Networks In: Complexity. [Full Text][Citation analysis] | article | 17 |
2019 | Financial Networks 2019 In: Complexity. [Full Text][Citation analysis] | article | 0 |
2021 | How and When Factors of Agricultural Contribution Influence Urbanization: A Historical Analysis of Tibet In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 0 |
2009 | Banking concentration and the price-concentration relationship: the case of Brazil In: International Journal of Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
2007 | Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 0 |
2009 | Tests of Random Walk: A Comparison of Bootstrap Approaches In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2023 | The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Financing choice and local economic growth: evidence from Brazil In: Journal of Economic Growth. [Full Text][Citation analysis] | article | 5 |
2015 | Finance, Banking, and Regulation in Emerging Economies: An Overview In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2022 | Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2016 | Monetary Expansion and the Banking Lending Channel In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2022 | Decentralized Market Power in Credit Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Heterogeneous effects of the implementation of macroprudential policies on bank risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2008 | A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 1 |
2008 | Measures of Interbank Market Structure: An Application to Brazil In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 17 |
2022 | Indirect and direct effects of the subprime crisis on the real sector: labor market migration In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2007 | Inefficiency in Latin-American market indices In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 19 |
2010 | Topological properties of commodities networks In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 22 |
2004 | Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore In: Applied Economics Letters. [Full Text][Citation analysis] | article | 39 |
2006 | The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters. [Full Text][Citation analysis] | article | 15 |
2007 | Are implied volatilities more informative? The Brazilian real exchange rate case In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2009 | Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2021 | High-frequency return and volatility spillovers among cryptocurrencies In: Applied Economics. [Full Text][Citation analysis] | article | 21 |
2022 | Financial innovation and moral hazard: the case of time deposits with special guarantee In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2024 | Real effects of direct cash transfers shocks: evidence from one of the largest social welfare programs in the world In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2005 | An International Comparison of Banking Sectors: A DEA Approach In: Global Economic Review. [Full Text][Citation analysis] | article | 3 |
2023 | Tourism and the economy: evidence from Brazil In: Current Issues in Tourism. [Full Text][Citation analysis] | article | 1 |
2019 | The Dark Side of Prudential Measures In: Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG. [Full Text][Citation analysis] | paper | 0 |
2022 | Hedging commodities in times of distress: The case of COVID‐19 In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
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2009 | TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 6 |
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