Benjamin Miranda Tabak

Available identifiers

zbMath Open tabak.benjamin-mirandaMaRDI QIDQ508313

List of research outcomes

Publication	Date of Publication	Type
Limits to myopic loss aversion and learning	2023-09-12	Paper
Modeling vine-production function: an approach based on vine copula	2022-08-08	Paper
Systemic risk measures	2018-11-13	Paper
Evaluating systemic risk using bank default probabilities in financial networks	2018-08-10	Paper
Monitoring vulnerability and impact diffusion in financial networks	2018-08-09	Paper
Structure and dynamics of the global financial network	2017-02-10	Paper
Forecasting the yield curve for the euro region	2012-12-27	Paper
Testing for long-range dependence in the Brazilian term structure of interest rates	2010-11-04	Paper
Inefficiency in Latin-American market indices	2010-06-25	Paper
Topological properties of commodities networks	2010-06-22	Paper
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL	2010-02-01	Paper
Evolution of bank efficiency in Brazil: a DEA approach	2009-11-17	Paper
Tests of random walk: A comparison of bootstrap approaches	2009-11-16	Paper
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules	2008-12-05	Paper
Interest rate option pricing and volatility forecasting: an application to Brazil	2008-11-06	Paper
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL	2008-05-14	Paper
Testing for long-range dependence in world stock markets	2008-05-05	Paper
Time-varying long-range dependence in US interest rates	2008-01-30	Paper
The rescaled variance statistic and the determination of the Hurst exponent	2005-12-07	Paper
Testing for long range dependence in banking equity indices	2005-08-01	Paper
Ranking efficiency for emerging equity markets. II	2005-04-18	Paper
Ranking efficiency for emerging markets	2005-03-08	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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