Benjamin Miranda Tabak : Citation Profile

Fundação Getúlio Vargas (FGV)

31

H index

89

i10 index

3522

Citations

RESEARCH PRODUCTION:

177

Articles

107

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 146
   Journals where Benjamin Miranda Tabak has often published
   Relations with other researchers
   Recent citing documents: 258.    Total self citations: 138 (3.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta111
   Updated: 2025-11-22    RAS profile: 2025-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Silva, Thiago (30)

Guerra, Solange (4)

Quintino, Derick (2)

Alexandre, Michel (2)

Sensoy, Ahmet (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 (57)

Yoon, Seong-Min (51)

Wang, Yudong (49)

Sensoy, Ahmet (43)

Silva, Thiago (39)

Krištoufek, Ladislav (38)

Nakane, Marcio (35)

Sarmiento, Miguel (33)

Minella, André (31)

Cites to:

Cajueiro, Daniel (168)

Silva, Thiago (140)

Levine, Ross (79)

Guerra, Solange (72)

Berger, Allen (68)

HASAN, IFTEKHAR (56)

Lo, Andrew (39)

Ongena, Steven (37)

Mester, Loretta (36)

Laeven, Luc (36)

Fazio, Dimas (34)

Main data

Where Benjamin Miranda Tabak has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications37
Chaos, Solitons & Fractals12
FRACTALS (fractals)10
Journal of Banking & Finance6
IJERPH6
Brazilian Review of Finance5
Economic Systems5
Finance Research Letters4
Complexity4
Journal of Financial Stability4
Applied Economics4
Energy Economics3
Economic Modelling3
Journal of International Financial Markets, Institutions and Money3
International Review of Financial Analysis3
Applied Financial Economics3
European Journal of Operational Research3
Emerging Markets Review3
Journal of Economic Dynamics and Control3
Applied Economics Letters3
Journal of Behavioral and Experimental Finance2
Brazilian Review of Econometrics2
Emerging Markets Finance and Trade2
Revista CEPAL2
Economia2
Research in International Business and Finance2
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Economic Behavior & Organization2
Revista Brasileira de Economia - RBE2
Economics Letters2
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department90
Papers / arXiv.org3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Benjamin Miranda Tabak (2025 and 2024)

YearTitle of citing document
2024THE IMPACT OF BANKING SECTOR DEVELOPMENT ON ECONOMIC GROWTH: THE CASE OF EU COUNTRIES. (2024). Simona, Angela Roman. In: Jean Monnet Chair EU Public Administration Integration and Resilience Studies. RePEc:aic:ejpair:y:2024:v:06:p:23-44.

Full description at Econpapers || Download paper

2024Unravelling the Determinants of Banking Efficiency in Argentina: a two-stage Analysis of the Argentine Banking Sector. (2024). Dip, Juan ; Costa de Arguibel, Facundo ; Stvass, Gerardo. In: Working Papers. RePEc:aoz:wpaper:326.

Full description at Econpapers || Download paper

2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

Full description at Econpapers || Download paper

2024Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2024). Chava, Sudheer ; Hiray, Arnav ; Shah, Agam. In: Papers. RePEc:arx:papers:2307.16874.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A 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

2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

Full description at Econpapers || Download paper

2024Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023). (2024). Liao, Yun. In: Papers. RePEc:arx:papers:2407.14734.

Full description at Econpapers || Download paper

2024Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate. (2024). Parmeter, Christopher ; Mamonov, Mikhail ; Prokhorov, Artem. In: Papers. RePEc:arx:papers:2408.05688.

Full description at Econpapers || Download paper

2024Systemic values-at-risk and their sample-average approximations. (2024). Alali, Wissam ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2408.08511.

Full description at Econpapers || Download paper

2024Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns. (2024). Babazadeh, Reza ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2409.14510.

Full description at Econpapers || Download paper

2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

Full description at Econpapers || Download paper

2024Approaching multifractal complexity in decentralized cryptocurrency trading. (2024). Zd, Stanislaw Dro ; Stanisz, Tomasz ; Kwapie, Jaroslaw ; Kr, Marcin ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2411.05951.

Full description at Econpapers || Download paper

2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

Full description at Econpapers || Download paper

2025Long-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

2025Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems. (2025). Duarte, S'Ilvio M ; da Silva, Rone N ; Pires, Marcelo A ; Pinto, Erveton P. In: Papers. RePEc:arx:papers:2504.01974.

Full description at Econpapers || Download paper

2025Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2504.18960.

Full description at Econpapers || Download paper

2025Circular Directional Flow Decomposition of Networks. (2025). MacKay, Robert S ; Homs-Dones, Marc ; Sansom, Bazil ; Zhou, Yijie. In: Papers. RePEc:arx:papers:2506.12546.

Full description at Econpapers || Download paper

2025The Impact of COVID-19 on Commercial Bank Borrowers in Arab Economies. (2025). Alshammari, Turki Rashed. In: Financial Economics Letters. RePEc:bba:j00007:v:4:y:2025:i:1:p:1-14:d:412.

Full description at Econpapers || Download paper

2024COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil. (2024). Silva, Thiago ; de Almeida, Carlos Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:595.

Full description at Econpapers || Download paper

2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024A 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

2024Network Formation and Heterogeneous Risks. (2024). Gottardi, Piero ; Cabrales, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11122.

Full description at Econpapers || Download paper

2024Financial 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

2025The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Tamburrini, Fabio ; Simoens, Mathieu. In: Working Paper Series. RePEc:ecb:ecbwps:20253041.

Full description at Econpapers || Download paper

2024Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India. (2024). Joshith, V P ; Saji, T G ; Binoy, T A ; Sravana, K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-59.

Full description at Econpapers || Download paper

2024On the right track? Energy use, carbon emissions, and intensities of world rail transportation, 1840–2020. (2024). Henriques, Sofia ; Domingos, Tiago ; Sousa, Tania ; Brockway, Paul E ; Heun, Matthew Kuperus ; Tostes, Bernardo. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s030626192400727x.

Full description at Econpapers || Download paper

2024Does credit carbon exposure affect banks profits and risks? Evidence from China. (2024). Liu, Xiaoxing ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009450.

Full description at Econpapers || Download paper

2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, 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

2024Complex 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

2024Fractal properties, information theory, and market efficiency. (2024). Brouty, Xavier ; Garcin, Matthieu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948.

Full description at Econpapers || Download paper

2024Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saâdaoui, Foued ; Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030.

Full description at Econpapers || Download paper

2024Analysis of complex time series based on EEMD energy entropy plane. (2024). Yang, Zhuojin ; Ma, Zhuang ; Zheng, Xin ; Wang, Shujia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924004181.

Full description at Econpapers || Download paper

2024Does 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

2024Nexus between green credit efficiency and strategic, business and management digital transformation–based on 114 commercial banks in China. (2024). Sun, Yongtai ; Li, Fangyuan ; Chen, FU ; Xu, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1242-1257.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States. (2025). Corbet, Shaen ; Akyildirim, Erdinc ; Ercan, Metin ; Coskun, Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002699.

Full description at Econpapers || Download paper

2025Strategic cooperation in fintech field and efficiency of commercial banks. (2025). Ji, Xinru ; Ao, Zhiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000178.

Full description at Econpapers || Download paper

2025Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

Full description at Econpapers || Download paper

2024Risk 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

2025Bank efficiency and liquidity creation in the Euro Area: A Bayesian approach. (2025). Migliardo, Carlo ; Spadaro, Marco ; Forgione, Antonio Fabio. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005858.

Full description at Econpapers || Download paper

2025Are green, climate-change and corporate bonds substitutes or complements? Evidence from a fourier specification. (2025). Binner, Jane M ; Fleissig, Adrian R ; Swofford, James L. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001533.

Full description at Econpapers || Download paper

2024Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

Full description at Econpapers || Download paper

2024Sources of financing: Which ones are more effective in innovation–growth linkage?. (2024). Cincera, Michele ; Cerulli, Giovanni ; Santos, Anabela M. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362523001164.

Full description at Econpapers || Download paper

2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

Full description at Econpapers || Download paper

2024Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification. (2024). Ricca, Federica ; Scozzari, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717.

Full description at Econpapers || Download paper

2025Bank 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

2024Local official turnover and bank risk-taking: Evidence from China. (2024). Yuan, Rongli ; Zhang, Siyu ; Luo, Danglun ; Chen, LI ; Li, Yukun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001031.

Full description at Econpapers || Download paper

2024Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level. (2024). Andrieș, Alin Marius ; Belbe, Tefana ; Moldovan, Darie ; Mare, Codrua ; Otto, Philipp. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001043.

Full description at Econpapers || Download paper

2025Local credit in Brazil: The role of digital connectivity and education. (2025). Norden, Lars ; Ribeiro, Thiago. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000147.

Full description at Econpapers || Download paper

2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165.

Full description at Econpapers || Download paper

2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

Full description at Econpapers || Download paper

2025Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

Full description at Econpapers || Download paper

2025Impact and transmission mechanism of China’s climate policy uncertainty on bank risk-taking. (2025). Huang, Sijia ; Wang, Ying ; Liang, Yinuo ; Fu, Rao ; Chen, Guorong. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000374.

Full description at Econpapers || Download paper

2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933.

Full description at Econpapers || Download paper

2025Does monetary policy fuel energy consumption across the world? Focus on inflation targeting. (2025). Zogo, Thrse Elomo ; Samba, Cyrille Michel ; Mbassi, Christophe Martial. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002415.

Full description at Econpapers || Download paper

2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

Full description at Econpapers || Download paper

2024Interval price predictions for coal using a new multi-scale ensemble model. (2024). Liu, Junjie ; Wu, Siping. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s036054422403456x.

Full description at Econpapers || Download paper

2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

Full description at Econpapers || Download paper

2024Impact of climate risk on financial stability: Cross-country evidence. (2024). Liu, Zhonglu ; Men, Wenjiao ; He, Shuguang ; Sun, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000280.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers. (2024). Hamori, Shigeyuki ; He, Xie. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002916.

Full description at Econpapers || Download paper

2024Testing 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

2024Multiscale 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

2024What 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

2024Competitive 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

2025Cross-border transmission effect of Chinas monetary policy on the exchange rate of Asia-Pacific economies. (2025). Chen, Pei-Fen ; Min-Syu, Lin ; Chingnun, Lee ; Pei-Fen, Chen ; Mei-Ping, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007671.

Full description at Econpapers || Download paper

2025Effects of inflation and macroprudential policies on bank risk: Evidence from emerging economies. (2025). Peng, Gangdong ; Qin, Xueming ; Zhao, Mengxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007737.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

Full description at Econpapers || Download paper

2024Climate transition risk and bank risk-taking: The role of digital transformation. (2024). Liu, Zhonglu ; Sun, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000588.

Full description at Econpapers || Download paper

2024Does big data infrastructure development facilitate bank fintech innovation? Evidence from China. (2024). Wang, Zhihao ; Liao, Kezhi ; Zhang, Jingxue ; Ma, Chengcheng. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005701.

Full description at Econpapers || Download paper

2024The 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

2025Does digital transformation improve the cost efficiency of commercial banks? Evidence from China. (2025). Li, Ying ; Chen, Qian ; Wu, Junyi ; Shen, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016489.

Full description at Econpapers || Download paper

2025Multifractality and sample size influence on Bitcoin volatility patterns. (2025). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017124.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

Full description at Econpapers || Download paper

2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

Full description at Econpapers || Download paper

2025Does digital transformation enhance bank soundness? Evidence from Chinese commercial banks. (2025). Wei, Tao ; Wang, Aiping ; Hu, Haifeng. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000038.

Full description at Econpapers || Download paper

2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

Full description at Econpapers || Download paper

2025Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

Full description at Econpapers || Download paper

2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

Full description at Econpapers || Download paper

2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

Full description at Econpapers || Download paper

2024Financial resilience, growth and risk sharing in the EU. (2024). cavallaro, eleonora ; Villani, Ilaria. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000738.

Full description at Econpapers || Download paper

2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

Full description at Econpapers || Download paper

2025Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277.

Full description at Econpapers || Download paper

2024Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. 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

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.

Full description at Econpapers || Download paper

2024Pay for prudence. (2024). Gopalan, Yadav ; Arif, Salman ; Donovan, John ; Morris, Arthur. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000435.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Bank 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

2024The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil. (2024). Do, Matheus ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000274.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Benjamin Miranda Tabak:

YearTitleTypeCited
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros In: Economia.
[Full Text][Citation analysis]		article0
2011O COMPORTAMENTOCÍCLICO 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
2010O 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
2013Determinants of the level of indebtedness for Brazilian firms: A quantile regression approach In: Economia.
[Full Text][Citation analysis]		article5
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].
[Full Text][Citation analysis]		paper6
2007CHARACTERIZING 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]		paper6
2008Characterizing 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
2009Characterising 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
2011Contágioentre Índices 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]		paper0
2011BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper32
2014SYSTEMIC RISK MEASURES In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper11
2013Systemic Risk Measures.(2013) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2016Systemic risk measures.(2016) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2016THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper1
2015The 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
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].
[Full Text][Citation analysis]		paper0
2020Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers In: Papers.
[Full Text][Citation analysis]		paper1
2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
[Full Text][Citation analysis]		paper0
2006Econophysics of interest rates and the role of monetary policy In: Papers.
[Full Text][Citation analysis]		paper3
2006Extração de Informação de Opções Cambiais no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper5
2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper10
2006Investigação 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
2006Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach. In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2006An Analysis of Off-Site Supervision of Banks Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks. In: Working Papers Series.
[Full Text][Citation analysis]		paper4
2006Forecasting Interest Rates: an application for Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper11
2006The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper34
2006THE 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: 34		article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper55
2008The 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
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System. In: Working Papers Series.
[Full Text][Citation analysis]		paper25
2008LONG-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
2007A New Proposal for Collection and Generation of Information on Financial Institutions Risk: the case of derivatives. In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2007Evaluation of Default Risk for The Brazilian Banking Sector In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2007Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper4
2007Forecasting 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
2007Forecasting Bonds Yields in the Brazilian Fixed Income Market. In: Working Papers Series.
[Full Text][Citation analysis]		paper24
2008Forecasting 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: 24		article
2007The Stability-Concentration Relationship in the Brazilian Banking System. In: Working Papers Series.
[Full Text][Citation analysis]		paper22
2008The 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
2001Is it Worth Tracking Dollar/Real Implied Volatility? In: Working Papers Series.
[Full Text][Citation analysis]		paper15
2007Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability. In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2008Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions. In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2009Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization. In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2010Behaviour 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
2009Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks. In: Working Papers Series.
[Full Text][Citation analysis]		paper14
2009Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2009Testes de contágio entre sistemas bancários - A crise do subprime In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2009Forecasting the Yield Curve for Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2009Delegated Portfolio Management and Risk Taking Behavior. In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2010Delegated 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
2009Evolution of Bank Efficiency in Brazil: A DEA Approach. In: Working Papers Series.
[Full Text][Citation analysis]		paper100
2010Evolution 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: 100		article
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series.
[Full Text][Citation analysis]		paper14
2010Fluctuation 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
2010Determinants of Bank Efficiency: the Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper62
2010Determinants 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: 62		article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series.
[Full Text][Citation analysis]		paper66
2011The 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: 66		article
2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper25
2013Financial 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: 25		article
2001Decentralized Portfolio Management. In: Working Papers Series.
[Full Text][Citation analysis]		paper15
2003Decentralized Portfolio Management.(2003) In: Brazilian Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2010Eficiência Bancária e Inadimplência: Testes de Causalidade In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2010A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector. In: Working Papers Series.
[Full Text][Citation analysis]		paper45
2012A 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: 45		article
2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
[Full Text][Citation analysis]		paper5
2013Financial 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
2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2011Modeling 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
2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2011Forecasting the Yield Curve for the Euro Region In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper48
2014Directed 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: 48		article
2011Comparação da Eficiência de Custo para BRICs e América Latina In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
[Full Text][Citation analysis]		paper15
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper191
2012The 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: 191		article
2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2012A Geographically Weighted Approach in Measuring Efficiency in Panel Data: the Case of US Saving Banks In: Working Papers Series.
[Full Text][Citation analysis]		paper21
2013A 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
2012The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case. In: Working Papers Series.
[Full Text][Citation analysis]		paper29
2015The 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: 29		article
2012Contagion in CDS, Banking and Equity Markets. In: Working Papers Series.
[Full Text][Citation analysis]		paper27
2016Contagion in CDS, banking and equity markets.(2016) In: Economic Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2012Pesquisa de Estabilidade Financeira do Banco Central do Brasil. In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates. In: Working Papers Series.
[Full Text][Citation analysis]		paper23
2003Testing 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
2012Conectividade e Risco Sistêmico no Sistema de Pagamentos Brasileiro. In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2012Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
[Full Text][Citation analysis]		paper16
2013Complex 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: 16		article
2013Assessing Systemic Risk in the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper19
2013Insolvency and Contagion in the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper12
2015Insolvency 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
2013Contagion Risk within Firm-Bank Bivariate Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2013Teste da Hipótese de Mercados Adaptativos para o Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Existência de equilíbrio num jogo com bancarrota e agentes heterogêneos In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Mercados Financeiros Globais – Uma Análise da Interconectividade In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Do 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]		paper0
2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper9
2018Asymmetric 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
2013Asymmetric 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
2013How much random does European Union walk? A time-varying long memory analysis In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Exposição Cambial e Assunção de Risco dos Bancos Atuantes no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2018Adequacy 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
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific In: Working Papers Series.
[Full Text][Citation analysis]		paper31
2014Dynamic 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: 31		article
2014Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation? In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2014Do Interconnections Matter for Bank Efficiency? In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Network Structure Analysis of the Brazilian Interbank Market In: Working Papers Series.
[Full Text][Citation analysis]		paper44
2016Network 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
2015Monitoring Vulnerability and Impact Diffusion in Financial Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper17
2017Monitoring 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: 17		article
2015Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2016Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper29
2016Evaluating 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: 29		article
2016Financial Networks, Bank Efficiency and Risk-Taking In: Working Papers Series.
[Full Text][Citation analysis]		paper31
2016Financial networks, bank efficiency and risk-taking.(2016) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2002The Effects of the Brazilian ADRs Program on Domestic Market Efficiency. In: Working Papers Series.
[Full Text][Citation analysis]		paper19
2016Modeling Financial Networks: a feedback approach In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2016Structure and Dynamics of the Global Financial Network In: Working Papers Series.
[Full Text][Citation analysis]		paper17
2016Structure and dynamics of the global financial network.(2016) In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016Why Do Vulnerability Cycles Matter in Financial Networks? In: Working Papers Series.
[Full Text][Citation analysis]		paper3
2017Why 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: 3		article
2017Systemic Risk in Financial Systems: a feedback approach In: Working Papers Series.
[Full Text][Citation analysis]		paper30
2017Systemic 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
2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper32
2018Inflation 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: 32		article
2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
[Full Text][Citation analysis]		paper5
2017Economic 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: 5		article
2018Interconnectedness, Firm Resilience and Monetary Policy In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2019Fiscal Risk and Financial Fragility In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Fiscal risk and financial fragility.(2020) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2019Growth and Activity Diversification: the impact of financing non-traditional local activities In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2019The Finance-Growth Nexus: the role of banks In: Working Papers Series.
[Full Text][Citation analysis]		paper8
2021The finance-growth nexus: The role of banks.(2021) In: Economic Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2002Stock Returns and Volatility In: Working Papers Series.
[Full Text][Citation analysis]		paper27
2002Causality and Cointegration in Stock Markets: The Case of Latin America. In: Working Papers Series.
[Full Text][Citation analysis]		paper19
2002The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case. In: Working Papers Series.
[Full Text][Citation analysis]		paper30
2003The 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
2002Delegated Portfolio Management. In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2024COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2003Optimal Monetary Rules: The Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper21
2003Optimal monetary rules: the case of Brazil.(2003) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2003On the Information Content of Oil Future Prices. In: Working Papers Series.
[Full Text][Citation analysis]		paper16
2003Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates. In: Working Papers Series.
[Full Text][Citation analysis]		paper14
2007Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market In: Economic Notes.
[Full Text][Citation analysis]		article0
2014Testing the Adaptive Markets Hypothesis for Brazil In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2004Tracking Brazilian Exchange Rate Volatility In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper1
2023Aspectos demográficos y convergencia regional de los ingresos en el Brasil: enfoque de datos de panel In: Revista CEPAL.
[Full Text][Citation analysis]		article0
2023Demographic aspects and regional income convergence in Brazil: a panel data approach In: Revista CEPAL.
[Full Text][Citation analysis]		article0
2020Overconfidence and the 2D:4D ratio In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article3
2005Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article10
2007Testing for inefficiency in emerging markets exchange rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article17
2008Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2008Testing for long-range dependence in world stock markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article31
2008Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article26
2008Interest rate option pricing and volatility forecasting: An application to Brazil In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article28
2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article27
2009Multifractal structure in Latin-American market indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article36
2024The labor market channel of systemic risk In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article0
2021Prudential measures and their adverse effects on bank competition: The case of Brazil In: Economic Modelling.
[Full Text][Citation analysis]		article1
2021The transmission mechanisms of macroprudential policies on bank risk In: Economic Modelling.
[Full Text][Citation analysis]		article21
2023The effect of interconnectivity on stock returns during the Global Financial Crisis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2023Limits to Myopic loss aversion and learning In: Economics Letters.
[Full Text][Citation analysis]		article0
2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
[Full Text][Citation analysis]		article42
2024Economic performance of exporting sectors: Evidence for manufacturing in Brazil In: Economic Systems.
[Full Text][Citation analysis]		article0
2009Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules In: European Journal of Operational Research.
[Full Text][Citation analysis]		article17
2004Testing for predictability in emerging equity markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article37
2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning In: Energy Economics.
[Full Text][Citation analysis]		article2
2025Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices In: Energy Economics.
[Full Text][Citation analysis]		article0
2007Are 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]		article156
2019Long-term forecast of energy commodities price using machine learning In: Energy.
[Full Text][Citation analysis]		article37
2009Does 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]		article94
2016Dynamic efficiency of stock markets and exchange rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2016Financial stability and bank supervision In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2023Multifractal cross-correlations between green bonds and financial assets In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2025The nexus between carbon, energy and agrifood—A contemporaneous and lagged spillover analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2017Not all emerging markets are the same: A classification approach with correlation based networks In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2018Bank lending and systemic risk: A financial-real sector network approach with feedback In: Journal of Financial Stability.
[Full Text][Citation analysis]		article45
2022The 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]		article2
2023COVID-19 and bank branch lending: The moderating effect of digitalization In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2020Micro-level transmission of monetary policy shocks: The trading book channel In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article8
2004A 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]		article8
2022Booms in commodities price: Assessing disorder and similarity over economic cycles In: Resources Policy.
[Full Text][Citation analysis]		article2
2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article8
2004The 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]		article182
2004Evidence 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]		article90
2005Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article26
2005Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article60
2005The 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]		article29
2005Periodic 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]		article5
2006Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2006Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2007Is the expression H=1/(3-q) valid for real financial data? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article66
2007Characterizing bid–ask prices in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2007Testing for unit root bilinearity in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2008A multifractal approach for stock market inefficiency In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article157
2009Forbidden patterns, permutation entropy and stock market inefficiency In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article49
2009Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2009The expectation hypothesis of interest rates and network theory: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article17
2009Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2010Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article65
2010Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article73
2011Commodity predictability analysis with a permutation information theory approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article38
2015Time-varying long term memory in the European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article24
2017A 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]		article28
2017Modeling stochastic frontier based on vine copulas In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2020Internet access in recessionary periods: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2021Citation 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]		article4
2021Insights from the (in)efficiency of Chinese sectoral indices during COVID-19 In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2022The 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]		article0
2022Interplay multifractal dynamics among metal commodities and US-EPU In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2025Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2010Estimating a Bayesian stochastic frontier for the Indian banking system In: International Journal of Production Economics.
[Full Text][Citation analysis]		article13
2022Analysis 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]		article2
2025Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article1
2007Assessing financial instability: The case of Brazil In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2023Trade 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]		article14
2022Sanitation and water services: Who is the most efficient provider public or private? Evidences for Brazil In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article5
2010Ambiguity Aversion and Illusion of Control in an Emerging Market: Are Individuals Subject to Behavioral Biases? In: Chapters.
[Full Text][Citation analysis]		chapter0
2023Analysis of the Effectiveness of Public Health Measures on COVID-19 Transmission In: IJERPH.
[Full Text][Citation analysis]		article0
2023The Intersection of Health Literacy and Public Health: A Machine Learning-Enhanced Bibliometric Investigation In: IJERPH.
[Full Text][Citation analysis]		article0
2024The Influence of Behavioral Sciences on Adherence to Physical Activity and Weight Loss in Overweight and Obese Patients: A Systematic Review of Randomized Controlled Trials In: IJERPH.
[Full Text][Citation analysis]		article0
2024Public Telemedicine Policy in Brazilian Unified Health System: An Impact Analysis In: IJERPH.
[Full Text][Citation analysis]		article0
2024Assessing the Impact of Behavioral Sciences Interventions on Chronic Disease Prevention and Management: A Systematic Review of Randomized Controlled Trials In: IJERPH.
[Full Text][Citation analysis]		article0
2025Environmental Health Literacy of Brazilian Indigenous People In: IJERPH.
[Full Text][Citation analysis]		article0
2020Applications of Machine Learning Methods in Complex Economics and Financial Networks In: Complexity.
[Full Text][Citation analysis]		article0
2019Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies In: Complexity.
[Full Text][Citation analysis]		article1
2018Financial Networks In: Complexity.
[Full Text][Citation analysis]		article17
2019Financial Networks 2019 In: Complexity.
[Full Text][Citation analysis]		article0
2021How and When Factors of Agricultural Contribution Influence Urbanization: A Historical Analysis of Tibet In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article0
2009Banking concentration and the price-concentration relationship: the case of Brazil In: International Journal of Accounting and Finance.
[Full Text][Citation analysis]		article4
2007Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article0
2009Tests of Random Walk: A Comparison of Bootstrap Approaches In: Computational Economics.
[Full Text][Citation analysis]		article2
2023The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article1
2021Financing choice and local economic growth: evidence from Brazil In: Journal of Economic Growth.
[Full Text][Citation analysis]		article4
2015Finance, Banking, and Regulation in Emerging Economies: An Overview In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2022Financial Literacy and the Perceived Value of Stress Testing: An Experiment Using Students in Brazil In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2016Monetary Expansion and the Banking Lending Channel In: PLOS ONE.
[Full Text][Citation analysis]		article0
2022Decentralized Market Power in Credit Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Heterogeneous effects of the implementation of macroprudential policies on bank risk In: MPRA Paper.
[Full Text][Citation analysis]		paper2
Financial networks and bank liquidity In: Journal of Network Theory in Finance.
[Full Text][Citation analysis]		article0
2008A 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]		article1
2008Measures of Interbank Market Structure: An Application to Brazil In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article17
2022Indirect and direct effects of the subprime crisis on the real sector: labor market migration In: Empirical Economics.
[Full Text][Citation analysis]		article2
2007Inefficiency in Latin-American market indices In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article20
2010Topological properties of commodities networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article24
2025Comparison of the asymmetric multifractal behavior of green and U.S. bonds against benchmark financial assets In: Financial Innovation.
[Full Text][Citation analysis]		article0
2004Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore In: Applied Economics Letters.
[Full Text][Citation analysis]		article40
2006The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters.
[Full Text][Citation analysis]		article15
2007Are implied volatilities more informative? The Brazilian real exchange rate case In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2009Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis In: Applied Economics.
[Full Text][Citation analysis]		article7
2021High-frequency return and volatility spillovers among cryptocurrencies In: Applied Economics.
[Full Text][Citation analysis]		article22
2022Financial innovation and moral hazard: the case of time deposits with special guarantee In: Applied Economics.
[Full Text][Citation analysis]		article0
2024Real 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]		article0
2005An International Comparison of Banking Sectors: A DEA Approach In: Global Economic Review.
[Full Text][Citation analysis]		article3
2023Tourism and the economy: evidence from Brazil In: Current Issues in Tourism.
[Full Text][Citation analysis]		article2
2019The Dark Side of Prudential Measures In: Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG.
[Full Text][Citation analysis]		paper0
2022Hedging commodities in times of distress: The case of COVID‐19 In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2021EFFECTS OF COVID-19 ON CHINESE SECTORAL INDICES: A MULTIFRACTAL ANALYSIS In: FRACTALS (fractals).
[Full Text][Citation analysis]		article2
2022EVALUATING THE EFFICIENCY OF BRAZILIAN STOCK MARKET INDICES: THE CASE OF COVID-19 In: FRACTALS (fractals).
[Full Text][Citation analysis]		article2
2022EXAMINING THE FRACTAL MARKET HYPOTHESIS CONSIDERING DAILY AND HIGH FREQUENCY FOR CRYPTOCURRENCY ASSETS In: FRACTALS (fractals).
[Full Text][Citation analysis]		article4
2022MULTIFRACTAL CROSS-CORRELATIONS RISK AMONG WTI AND FINANCIAL ASSETS In: FRACTALS (fractals).
[Full Text][Citation analysis]		article0
2023ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES In: FRACTALS (fractals).
[Full Text][Citation analysis]		article4
2023ASSESSMENT OF SECTOR BOND, EQUITY INDICES AND GREEN BOND INDEX USING INFORMATION THEORY QUANTIFIERS AND CLUSTERS TECHNIQUES In: FRACTALS (fractals).
[Full Text][Citation analysis]		article1
2023ASSESSMENT THE PREDICTABILITY IN THE PRICE DYNAMICS FOR THE TOP 10 CRYPTOCURRENCIES: THE IMPACTS OF RUSSIA€“UKRAINE WAR In: FRACTALS (fractals).
[Full Text][Citation analysis]		article1
2023OUTLINING GUIDELINES FOR THE APPLICATION OF THE MF-DCCA IN FINANCIAL TIME SERIES: NON-STATIONARY VERSUS STATIONARY In: FRACTALS (fractals).
[Full Text][Citation analysis]		article0
2023THE SYNERGIC INTERPLAY BETWEEN ENTROPY, PREDICTABILITY, AND INFORMATIONAL EFFICIENCY OF THE SHANGHAI SECTORAL INDEX In: FRACTALS (fractals).
[Full Text][Citation analysis]		article0
2024SPILLOVER EFFECTS OF COVID-19 ON USA EDUCATION GROUP STOCKS In: FRACTALS (fractals).
[Full Text][Citation analysis]		article0
2009TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team