The following pages link to Benjamin Miranda Tabak (Q508313):
Displaying 24 items.
- Structure and dynamics of the global financial network (Q508314) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623) (← links)
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (Q958567) (← links)
- (Q977529) (redirect page) (← links)
- Topological properties of commodities networks (Q977531) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- (Q1037438) (redirect page) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Evolution of bank efficiency in Brazil: a DEA approach (Q1038399) (← links)
- Systemic risk measures (Q1618913) (← links)
- Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
- Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
- Ranking efficiency for emerging markets (Q1766633) (← links)
- Ranking efficiency for emerging equity markets. II (Q1771654) (← links)
- Forecasting the yield curve for the euro region (Q1925964) (← links)
- Modeling vine-production function: an approach based on vine copula (Q2162548) (← links)
- Testing for long-range dependence in world stock markets (Q2425502) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- Testing for long range dependence in banking equity indices (Q2484774) (← links)
- The rescaled variance statistic and the determination of the Hurst exponent (Q2575901) (← links)
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL (Q3401857) (← links)
- THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL (Q5386320) (← links)
- Limits to myopic loss aversion and learning (Q6093726) (← links)
