Follow
Benjamin Miranda Tabak
Benjamin Miranda Tabak
FUNDAÇÃO GETÚLIO VARGAS, SCHOOL OF PUBLIC POLICY AND GOVERNMENT
Verified email at fgv.br - Homepage
Title
Cited by
Cited by
Year
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
DO Cajueiro, BM Tabak
Physica A: statistical mechanics and its applications 336 (3-4), 521-537, 2004
5232004
Evolution of bank efficiency in Brazil: A DEA approach
RB Staub, GS e Souza, BM Tabak
European journal of operational research 202 (1), 204-213, 2010
4762010
The relationship between banking market competition and risk-taking: Do size and capitalization matter?
BM Tabak, DM Fazio, DO Cajueiro
Journal of Banking & Finance 36 (12), 3366-3381, 2012
4222012
A multifractal approach for stock market inefficiency
L Zunino, BM Tabak, A Figliola, DG Pérez, M Garavaglia, OA Rosso
Physica A: Statistical Mechanics and its Applications 387 (26), 6558-6566, 2008
2992008
Forbidden patterns, permutation entropy and stock market inefficiency
L Zunino, M Zanin, BM Tabak, DG Pérez, OA Rosso
Physica A: Statistical Mechanics and its Applications 388 (14), 2854-2864, 2009
2552009
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
BM Tabak, DO Cajueiro
Energy Economics 29 (1), 28-36, 2007
2432007
Ranking efficiency for emerging markets
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 22 (2), 349-352, 2004
2382004
The dynamic relationship between stock prices and exchange rates: Evidence for Brazil
BM Tabak
International Journal of Theoretical and Applied Finance 9 (08), 1377-1396, 2006
2292006
The effects of loan portfolio concentration on Brazilian banks’ return and risk
BM Tabak, DM Fazio, DO Cajueiro
Journal of Banking & Finance 35 (11), 3065-3076, 2011
2112011
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency
L Zunino, M Zanin, BM Tabak, DG Pérez, OA Rosso
Physica A: Statistical Mechanics and its Applications 389 (9), 1891-1901, 2010
2042010
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 342 (3-4), 656-664, 2004
1982004
Determinants of bank efficiency: The case of Brazil
PL Tecles, BM Tabak
European Journal of Operational Research 207 (3), 1587-1598, 2010
1942010
Topological properties of stock market networks: The case of Brazil
BM Tabak, TR Serra, DO Cajueiro
Physica A: Statistical Mechanics and its Applications 389 (16), 3240-3249, 2010
1892010
Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore
EJ Araújo Lima, BM Tabak
Applied Economics Letters 11 (4), 255-258, 2004
1742004
A macro stress test model of credit risk for the Brazilian banking sector
F Vazquez, BM Tabak, M Souto
Journal of Financial Stability 8 (2), 69-83, 2012
1702012
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
DO Cajueiro, P Gogas, BM Tabak
International Review of Financial Analysis 18 (1-2), 50-57, 2009
1692009
Testing for predictability in emerging equity markets
EJ Chang, EJA Lima, BM Tabak
Emerging Markets Review 5 (3), 295-316, 2004
1592004
The role of banks in the Brazilian interbank market: does bank type matter?
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 387 (27), 6825-6836, 2008
1432008
Ranking efficiency for emerging equity markets II
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 23 (2), 671-675, 2005
1302005
Testing for time-varying long-range dependence in volatility for emerging markets
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 346 (3-4), 577-588, 2005
1292005
The system can't perform the operation now. Try again later.
Articles 1–20