Benjamin Miranda Tabak : Citation Profile

Are you Benjamin Miranda Tabak?

Fundação Getúlio Vargas (FGV)

30

H index

87

i10 index

3302

Citations

RESEARCH PRODUCTION:

162

Articles

106

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 143
   Journals where Benjamin Miranda Tabak has often published
   Relations with other researchers
   Recent citing documents: 272.    Total self citations: 128 (3.73 %)

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   Permalink: http://citec.repec.org/pta111
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Silva, Thiago (27)

Guerra, Solange (5)

Sensoy, Ahmet (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 (55)

Yoon, Seong-Min (51)

Wang, Yudong (49)

Sensoy, Ahmet (43)

Krištoufek, Ladislav (37)

Silva, Thiago (36)

Nakane, Marcio (35)

Sarmiento, Miguel (33)

Minella, André (31)

Cites to:

Cajueiro, Daniel (167)

Silva, Thiago (116)

Levine, Ross (82)

Guerra, Solange (68)

Berger, Allen (66)

HASAN, IFTEKHAR (55)

Lo, Andrew (39)

Ongena, Steven (36)

Mester, Loretta (36)

Laeven, Luc (34)

Mantegna, Rosario (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)9
Journal of Banking & Finance6
Brazilian Review of Finance5
Journal of Financial Stability4
Applied Economics4
Complexity4
Economic Systems4
International Review of Financial Analysis3
Applied Economics Letters3
European Journal of Operational Research3
Economic Modelling3
Applied Financial Economics3
Emerging Markets Review3
Journal of International Financial Markets, Institutions and Money3
Finance Research Letters3
Research in International Business and Finance2
Economics Letters2
IJERPH2
The European Physical Journal B: Condensed Matter and Complex Systems2
Journal of Behavioral and Experimental Finance2
Journal of Economic Behavior & Organization2
International Journal of Theoretical and Applied Finance (IJTAF)2
Brazilian Review of Econometrics2
Journal of Economic Dynamics and Control2
Revista CEPAL2
Emerging Markets Finance and Trade2
Economia2
Revista Brasileira de Economia - RBE2

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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2024Shifting 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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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Complex 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.

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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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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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2024Tail 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.

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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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2024Fractal 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.

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2024Segmented 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.

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2024Analysis 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.

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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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2023Revisiting financial opening and financial development: A regulation heterogeneity perspective. (2023). Zhang, Yuling ; Zhu, Chaowei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:181-197.

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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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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2023The impact of culture on government interventions in the banking sector. (2023). Nistor, Simona ; Frca, Ioana Georgiana. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003309.

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2024Debt 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.

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2024Does 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.

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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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2024Evolving 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.

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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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2024Portfolio 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.

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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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2024Evaluating 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.

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2024Financing 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.

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2024Wired 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.

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2024ESG 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.

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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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2024Asymmetric 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.

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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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2024Impact 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.

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2024Coping 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.

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2024Assessing 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.

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2024Financial 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.

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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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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2024Bank 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.

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2024Do 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.

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2024Climate 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.

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2024From 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.

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2023Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability. (2023). Santos, Leandro Dos. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000820.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2023Attention based dynamic graph neural network for asset pricing. (2023). Yu, Dantong ; Tao, Xinyuan ; Uddin, Ajim. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000959.

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2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011.

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2023Competition and banking efficiency in the WAEMU: The role of multinationals and institutions. (2023). Couchoro, Mawuli Kodjovi ; Aguey, Segnon ; Nantob, N'Yilimon ; Kuessi, Richard. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:45-62.

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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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2024Trade 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.

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2024Examining 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.

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2024Pay 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.

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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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2024Loan 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.

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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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Works by Benjamin Miranda Tabak:

YearTitleTypeCited
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros In: Economia.
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2011O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS.(2011) In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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2010O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series.
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2013Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach In: Economia.
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2006AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO In: Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2007PREDICTABILITY OF ECONOMIC ACTIVITY USING YIELD SPREADS: THE CASE OF BRAZIL In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
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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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2008Characterizing the Brazilian Term Structure of Interest Rates..(2008) In: Working Papers Series.
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2009Characterising the Brazilian term structure of interest rates.(2009) In: International Journal of Monetary Economics and Finance.
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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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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].
[Full Text][Citation analysis]		paper32
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
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2013Systemic Risk Measures.(2013) In: Working Papers Series.
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2016Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications.
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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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2015The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation.(2015) In: Journal of Behavioral and Experimental Finance.
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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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2020Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers In: Papers.
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2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
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2006Econophysics of interest rates and the role of monetary policy In: Papers.
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2006Extração de Informação de Opções Cambiais no Brasil In: Working Papers Series.
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2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil In: Working Papers Series.
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2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
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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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2006Forecasting Interest Rates: an application for Brazil. In: Working Papers Series.
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2006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. In: Working Papers Series.
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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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2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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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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2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System. In: Working Papers Series.
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2008LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM.(2008) In: International Journal of Theoretical and Applied Finance (IJTAF).
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2007A New Proposal for Collection and Generation of Information on Financial Institutions Risk: the case of derivatives. In: Working Papers Series.
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2007Evaluation of Default Risk for The Brazilian Banking Sector In: Working Papers Series.
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2007Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil. In: Working Papers Series.
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2007Forecasting Exchange Rate Density Using Parametric Models: the Case of Brazil.(2007) In: Brazilian Review of Finance.
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2007Forecasting Bonds Yields in the Brazilian Fixed Income Market. In: Working Papers Series.
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2008Forecasting bond yields in the Brazilian fixed income market.(2008) In: International Journal of Forecasting.
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2007The Stability-Concentration Relationship in the Brazilian Banking System. In: Working Papers Series.
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2008The stability-concentration relationship in the Brazilian banking system.(2008) In: Journal of International Financial Markets, Institutions and Money.
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2001Is it Worth Tracking Dollar/Real Implied Volatility? In: Working Papers Series.
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2007Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability. In: Working Papers Series.
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2008Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions. In: Working Papers Series.
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2009Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization. In: Working Papers Series.
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2010Behaviour finance and estimation risk in stochastic portfolio optimization.(2010) In: Applied Financial Economics.
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2009Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks. In: Working Papers Series.
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2009Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros In: Working Papers Series.
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2009Testes de contágio entre sistemas bancários - A crise do subprime In: Working Papers Series.
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2009Forecasting the Yield Curve for Brazil. In: Working Papers Series.
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2009Delegated Portfolio Management and Risk Taking Behavior. In: Working Papers Series.
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2010Delegated portfolio management and risk-taking behavior.(2010) In: The European Journal of Finance.
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2009Evolution of Bank Efficiency in Brazil: A DEA Approach. In: Working Papers Series.
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2010Evolution of bank efficiency in Brazil: A DEA approach.(2010) In: European Journal of Operational Research.
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2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series.
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2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
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2010Determinants of Bank Efficiency: the Case of Brazil. In: Working Papers Series.
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2010Determinants of bank efficiency: The case of Brazil.(2010) In: European Journal of Operational Research.
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2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series.
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2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
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2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
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2013Financial Stability and Monetary Policy - The case of Brazil.(2013) In: Revista Brasileira de Economia - RBE.
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2001Decentralized Portfolio Management. In: Working Papers Series.
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2003Decentralized Portfolio Management.(2003) In: Brazilian Review of Finance.
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2010Eficiência Bancária e Inadimplência: Testes de Causalidade In: Working Papers Series.
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2010A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector. In: Working Papers Series.
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2012A macro stress test model of credit risk for the Brazilian banking sector.(2012) In: Journal of Financial Stability.
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2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
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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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2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
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2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
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2011Forecasting the Yield Curve for the Euro Region In: Working Papers Series.
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2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
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2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
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2014Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2011Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series.
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2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
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2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
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2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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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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2012A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks In: Working Papers Series.
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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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2012The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case. In: Working Papers Series.
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2015The impact of market power at bank level in risk-taking: The Brazilian case.(2015) In: International Review of Financial Analysis.
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2012Contagion in CDS, Banking and Equity Markets. In: Working Papers Series.
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2016Contagion in CDS, banking and equity markets.(2016) In: Economic Systems.
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2012Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series.
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2001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. In: Working Papers Series.
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2003Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates.(2003) In: Brazilian Review of Finance.
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2012Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro. In: Working Papers Series.
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2012Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro In: Working Papers Series.
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2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
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2013Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications.
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2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
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2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
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2015Insolvency and contagion in the Brazilian interbank market.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2013Contagion Risk within Firm-Bank Bivariate Networks In: Working Papers Series.
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2013Teste da Hipótese de Mercados Adaptativos para o Brasil In: Working Papers Series.
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2013Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series.
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2013Mercados Financeiros Globais – Uma Análise da Interconectividade In: Working Papers Series.
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2013Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System In: Working Papers Series.
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2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil In: Working Papers Series.
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2018Asymmetric effects of monetary policy in the U.S and Brazil.(2018) In: The Journal of Economic Asymmetries.
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2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil.(2013) In: DUTH Research Papers in Economics.
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2013How much random does European Union walk? A time-varying long memory analysis In: Working Papers Series.
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2013Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series.
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2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
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2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
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2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
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2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks.(2018) In: Physica A: Statistical Mechanics and its Applications.
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2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific In: Working Papers Series.
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2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2014Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? In: Working Papers Series.
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2014Do Interconnections Matter for Bank Efficiency? In: Working Papers Series.
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2015Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series.
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2016Network structure analysis of the Brazilian interbank market.(2016) In: Emerging Markets Review.
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2015Monitoring Vulnerability and Impact Diffusion in Financial Networks In: Working Papers Series.
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2017Monitoring vulnerability and impact diffusion in financial networks.(2017) In: Journal of Economic Dynamics and Control.
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2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach In: Working Papers Series.
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2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
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2016Evaluating systemic risk using bank default probabilities in financial networks.(2016) In: Journal of Economic Dynamics and Control.
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2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
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2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
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2002The Effects of the Brazilian ADRs Program on Domestic Market Efficiency. In: Working Papers Series.
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2016Modeling Financial Networks: a feedback approach In: Working Papers Series.
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2016Structure and Dynamics of the Global Financial Network In: Working Papers Series.
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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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2017Why do vulnerability cycles matter in financial networks?.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series.
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2017Systemic risk in financial systems: A feedback approach.(2017) In: Journal of Economic Behavior & Organization.
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2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
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2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
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2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
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2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
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2018Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series.
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2019Fiscal Risk and Financial Fragility In: Working Papers Series.
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2020Fiscal risk and financial fragility.(2020) In: Emerging Markets Review.
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2019Growth and Activity Diversification: the impact of financing non-traditional local activities In: Working Papers Series.
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2019The Finance-Growth Nexus: the role of banks In: Working Papers Series.
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2021The finance-growth nexus: The role of banks.(2021) In: Economic Systems.
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2002Stock Returns and Volatility In: Working Papers Series.
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2002Causality and Cointegration in Stock Markets: The Case of Latin America. In: Working Papers Series.
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2002The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case. In: Working Papers Series.
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2003The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case.(2003) In: Applied Financial Economics.
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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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2004Tracking Brazilian Exchange Rate Volatility In: Econometric Society 2004 Far Eastern Meetings.
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2020Overconfidence and the 2D:4D ratio In: Journal of Behavioral and Experimental Finance.
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2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
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2007Testing for inefficiency in emerging markets exchange rates In: Chaos, Solitons & Fractals.
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2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
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2008Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals.
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2008Testing for long-range dependence in world stock markets In: Chaos, Solitons & Fractals.
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2008Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals.
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2008Interest rate option pricing and volatility forecasting: An application to Brazil In: Chaos, Solitons & Fractals.
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2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
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2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
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2009Multifractal structure in Latin-American market indices In: Chaos, Solitons & Fractals.
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2023How 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.
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2021Prudential measures and their adverse effects on bank competition: The case of Brazil In: Economic Modelling.
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2023The effect of interconnectivity on stock returns during the Global Financial Crisis In: The North American Journal of Economics and Finance.
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2023Limits to Myopic loss aversion and learning In: Economics Letters.
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2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
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2009Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules In: European Journal of Operational Research.
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2004Testing for predictability in emerging equity markets In: Emerging Markets Review.
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