Benjamin Miranda Tabak

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Person:508313

Available identifiers

zbMath Open tabak.benjamin-mirandaMaRDI QIDQ508313

List of research outcomes





PublicationDate of PublicationType
Limits to myopic loss aversion and learning2023-09-12Paper
Modeling vine-production function: an approach based on vine copula2022-08-08Paper
Systemic risk measures2018-11-13Paper
Evaluating systemic risk using bank default probabilities in financial networks2018-08-10Paper
Monitoring vulnerability and impact diffusion in financial networks2018-08-09Paper
Structure and dynamics of the global financial network2017-02-10Paper
Forecasting the yield curve for the euro region2012-12-27Paper
Testing for long-range dependence in the Brazilian term structure of interest rates2010-11-04Paper
Inefficiency in Latin-American market indices2010-06-25Paper
Topological properties of commodities networks2010-06-22Paper
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL2010-02-01Paper
Evolution of bank efficiency in Brazil: a DEA approach2009-11-17Paper
Tests of random walk: A comparison of bootstrap approaches2009-11-16Paper
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules2008-12-05Paper
Interest rate option pricing and volatility forecasting: an application to Brazil2008-11-06Paper
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL2008-05-14Paper
Testing for long-range dependence in world stock markets2008-05-05Paper
Time-varying long-range dependence in US interest rates2008-01-30Paper
The rescaled variance statistic and the determination of the Hurst exponent2005-12-07Paper
Testing for long range dependence in banking equity indices2005-08-01Paper
Ranking efficiency for emerging equity markets. II2005-04-18Paper
Ranking efficiency for emerging markets2005-03-08Paper

Research outcomes over time

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