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Information about:
Benjamin Miranda Tabak

Personal Details | Affiliation | Works
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Personal Details

First Name: Benjamin
Middle Name: Miranda
Last Name: Tabak
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RePEc Short-ID: pta111

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. José Luiz Barros Fernandes & Juan Ignacio Peña & Benjamin Miranda Tabak, 2009. "Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization," Working Papers Series 184, Central Bank of Brazil, Research Department. [Downloadable!]

  2. Patricia L. Tecles & Benjamin M. Tabak & Roberta B. Staub, 2009. "Concentração e Inadimplência nas Carteiras de Empréstimos dos Bancos Brasileiros," Working Papers Series 191, Central Bank of Brazil, Research Department. [Downloadable!]

  3. Marcos Souto & Benjamin M. Tabak & Francisco Vazquez, 2009. "Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks," Working Papers Series 189, Central Bank of Brazil, Research Department. [Downloadable!]

  4. Benjamin M. Tabak & Manuela M. de Souza, 2009. "Testes de contágio entre sistemas bancários - A crise do subprime," Working Papers Series 194, Central Bank of Brazil, Research Department. [Downloadable!]

  5. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department. [Downloadable!]

  6. Daniel O. Cajueiro & Benjamin M. Tabak, 2007. "The role of banks in the Brazilian Interbank Market: Does bank type matter?," Working Papers Series 130, Central Bank of Brazil, Research Department. [Downloadable!]

  7. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007. "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series 151, Central Bank of Brazil, Research Department. [Downloadable!]

  8. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  9. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series 131, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  10. Benjamin Miranda Tabak & Solange Maria Guerra & Eduardo José Araújo Lima & Eui Jung Chang, 2007. "The Stability-Concentration Relationship in the Brazilian Banking System," Working Papers Series 145, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  11. Osmani Teixeira de Carvalho Guillén & Benjamin M. Tabak?, 2007. "Characterizing The Brazilian Term Structure Of Interest Rates," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 108, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    Other versions:
    Published as:

  12. Gilneu F. A. Vivan & Benjamin M. Tabak, 2007. "A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives," Working Papers Series 133, Central Bank of Brazil, Research Department. [Downloadable!]

  13. Marcelo Y. Takami & Benjamin M. Tabak, 2007. "Evaluation of Default Risk for The Brazilian Banking Sector," Working Papers Series 135, Central Bank of Brazil, Research Department. [Downloadable!]

  14. Mateus A. Feitosa & Benjamin M. Tabak, 2007. "Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]

  15. Marcos M. Abe & Eui J. Chang & Benjamin M. Tabak, 2007. "Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil," Working Papers Series 138, Central Bank of Brazil, Research Department. [Downloadable!]

  16. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "Econophysics of interest rates and the role of monetary policy," Quantitative Finance Papers physics/0607246, arXiv.org. [Downloadable!]

  17. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "Long-range dependence in Interest Rates and Monetary Policy," Quantitative Finance Papers physics/0607245, arXiv.org. [Downloadable!]

  18. Theodore M. Barnhill & Marcos R. Souto & Benjamin M. Tabak, 2006. "An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks," Working Papers Series 117, Central Bank of Brazil, Research Department. [Downloadable!]

  19. Eui Jung Chang & Benjamin Miranda Tabak, 2006. "Extração de Informação de Opções Cambiais no Brasil," Working Papers Series 104, Central Bank of Brazil, Research Department. [Downloadable!]

  20. Benjamin M. Tabak, 2006. "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series 124, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  21. Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak & Daniel O. Cajueiro, 2006. "Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil," Working Papers Series 113, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  22. Eduardo J. A. Lima & Felipe Luduvice & Benjamin M. Tabak, 2006. "Forecasting Interest Rates: an application for Brazil," Working Papers Series 120, Central Bank of Brazil, Research Department. [Downloadable!]

  23. José L. B. Fernandes & Juan Ignacio Peña & Benjamin M. Tabak, 2006. "Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach," Working Papers Series 115, Central Bank of Brazil, Research Department. [Downloadable!]

  24. Marcelo Yoshio Takami & Benjamin Miranda Tabak, 2006. "Avaliação Do Risco Sistêmico Do Setor Bancário Brasileiro," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 96, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]

  25. Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004. "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings 487, Econometric Society. [Downloadable!]

  26. Charles Lima de Almeida & Marco Aurélio Peres & Geraldo da Silva e Souza & Benjamin Miranda Tabak, 2003. "Optimal Monetary Rules: The Case of Brazil," Working Papers Series 63, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  27. Benjamin Miranda Tabak, 2003. "Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates," Working Papers Series 70, Central Bank of Brazil, Research Department. [Downloadable!]

  28. Benjamin Miranda Tabak, 2003. "On the Information Content of Oil Future Prices," Working Papers Series 65, Central Bank of Brazil, Research Department. [Downloadable!]

  29. Benjamin Miranda Tabak & Solange Maria Guerra, 2002. "Stock Returns and Volatility," Working Papers Series 54, Central Bank of Brazil, Research Department. [Downloadable!]

  30. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "The Effects of the Brazilian ADRs Program on Domestic Market Efficiency," Working Papers Series 43, Central Bank of Brazil, Research Department. [Downloadable!]

  31. Benjamin Miranda Tabak, 2002. "The Random Walk Hypothesis and the Behavior of Foreign Capital Portfolio Flows: the Brazilian Stock Market Case," Working Papers Series 58, Central Bank of Brazil, Research Department. [Downloadable!]
    Published as:

  32. Paulo Coutinho & Benjamin Miranda Tabak, 2002. "Delegated Portfolio Management," Working Papers Series 60, Central Bank of Brazil, Research Department. [Downloadable!]

  33. Benjamin Miranda Tabak & Eduardo José Araújo Lima, 2002. "Causality and Cointegration in Stock Markets: The Case of Latin America," Working Papers Series 56, Central Bank of Brazil, Research Department. [Downloadable!]

  34. Sandro Canesso de Andrade & Benjamin Miranda Tabak, 2001. "Is it Worth Tracking Dollar/Real Implied Volatility?," Working Papers Series 15, Central Bank of Brazil, Research Department. [Downloadable!]

  35. Benjamin Miranda Tabak & Sandro Canesso de Andrade, 2001. "Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates," Working Papers Series 30, Central Bank of Brazil, Research Department. [Downloadable!]

  36. Paulo Coutinho & Benjamin Miranda Tabak, 2001. "Decentralized Portfolio Management," Working Papers Series 22, Central Bank of Brazil, Research Department. [Downloadable!]

Articles

  1. Tabak, Benjamin M. & Lima, Eduardo J.A., 2009. "Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules," European Journal of Operational Research, Elsevier, vol. 194(3), pages 814-820, May. [Downloadable!] (restricted)

  2. Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M., 2009. "Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 50-57, March. [Downloadable!] (restricted)

  3. Osmani Teixeira De Carvalho Guillen & Benjamin M. Tabak, 2009. "Characterising the Brazilian term structure of interest rates," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 103-114, January. [Downloadable!] (restricted)
    Other versions:

  4. Vicente, José & Tabak, Benjamin M., 2008. "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, vol. 24(3), pages 490-497. [Downloadable!] (restricted)
    Other versions:

  5. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223. [Downloadable!] (restricted)
    Other versions:

  6. Chang, E.J. & Guerra, S.M. & Lima, E.J.A. & Tabak, B.M., 2008. "The stability-concentration relationship in the Brazilian banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 388-397, October. [Downloadable!] (restricted)
    Other versions:

  7. Eui Jung Chang & Benjamin Miranda Tabak, 2007. "Are implied volatilities more informative? The Brazilian real exchange rate case," Applied Financial Economics, Taylor and Francis Journals, vol. 17(7), pages 569-576. [Downloadable!] (restricted)

  8. Ricardo Faria & Raul Matsuhita & Jorge Nogueira & Benjamin Tabak, 2007. "Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(4), pages 451-462, December. [Downloadable!] (restricted)

  9. Tabak, Benjamin M. & Cajueiro, Daniel O., 2007. "Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility," Energy Economics, Elsevier, vol. 29(1), pages 28-36, January. [Downloadable!] (restricted)

  10. Benjamin M. Tabak, 2007. "Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(3), pages 231-246, November. [Downloadable!] (restricted)

  11. Tabak, Benjamin M. & Staub, Roberta B., 2007. "Assessing financial instability: The case of Brazil," Research in International Business and Finance, Elsevier, vol. 21(2), pages 188-202, June. [Downloadable!] (restricted)

  12. Benjamin M. Tabak, 2006. "The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1377-1396. [Downloadable!] (restricted)
    Other versions:

  13. Sergio R.S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2006. "Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 60(2), pages 193-209, November. [Downloadable!]
    Other versions:

  14. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for predictability in equity returns for European transition markets," Economic Systems, Elsevier, vol. 30(1), pages 56-78, March. [Downloadable!] (restricted)

  15. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "The long-range dependence phenomena in asset returns: the Chinese case," Applied Economics Letters, Taylor and Francis Journals, vol. 13(2), pages 131-133, February. [Downloadable!] (restricted)

  16. Eduardo Jose Araújo Lima & Benjamin Miranda Tabak, 2004. "Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore," Applied Economics Letters, Taylor and Francis Journals, vol. 11(4), pages 255-258, March. [Downloadable!] (restricted)

  17. Chang, Eui Jung & Lima, Eduardo Jose Araujo & Tabak, Benjamin Miranda, 2004. "Testing for predictability in emerging equity markets," Emerging Markets Review, Elsevier, vol. 5(3), pages 295-316, September. [Downloadable!] (restricted)

  18. Tabak, Benjamin Miranda, 2004. "A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 283-287, April. [Downloadable!] (restricted)

  19. Benjamin Miranda Tabak, 2003. "The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case," Applied Financial Economics, Taylor and Francis Journals, vol. 13(5), pages 369-378, January. [Downloadable!] (restricted)
    Other versions:

  20. Charles Lima De Almeida & Marco AuréLIO Peres & Geraldo Da Silva E Souza & Benjamin Miranda Tabak, 2003. "Optimal monetary rules: the case of Brazil," Applied Economics Letters, Taylor and Francis Journals, vol. 10(5), pages 299-302, April. [Downloadable!] (restricted)
    Other versions:

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2007-06-02 2007-06-02 2007-06-02 2007-12-01 2009-09-05 2009-09-19 Author is listed
  2. NEP-CBA: Central Banking (2) 2007-07-27 2008-03-25
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2007-06-02 2009-09-05
  4. NEP-CFN: Corporate Finance (2) 2009-09-05 2009-09-05
  5. NEP-CMP: Computational Economics (1) 2007-06-02
  6. NEP-COM: Industrial Competition (1) 2007-12-01
  7. NEP-ECM: Econometrics (1) 2007-12-01
  8. NEP-ETS: Econometric Time Series (1) 2007-12-01
  9. NEP-EXP: Experimental Economics (1) 2007-06-02
  10. NEP-FIN: Finance (1) 2004-10-30
  11. NEP-FMK: Financial Markets (3) 2007-12-01 2007-12-15 2009-09-05
  12. NEP-FOR: Forecasting (3) 2007-06-02 2007-07-27 2007-12-01
  13. NEP-IFN: International Finance (4) 2004-10-30 2007-06-02 2007-07-27 2008-09-13
  14. NEP-LAM: Central & South America (1) 2009-09-05
  15. NEP-MAC: Macroeconomics (4) 2007-06-02 2007-12-15 2008-03-25 2009-09-05
  16. NEP-MON: Monetary Economics (5) 2007-06-02 2007-06-02 2007-06-02 2007-12-15 2008-03-25 Author is listed
  17. NEP-ORE: Operations Research (1) 2008-09-13
  18. NEP-REG: Regulation (1) 2007-12-01
  19. NEP-RMG: Risk Management (7) 2007-06-02 2007-06-02 2007-06-02 2007-06-02 2007-12-01 2009-09-05 2009-09-19 Author is listed
  20. NEP-UPT: Utility Models & Prospect Theory (2) 2007-06-02 2009-09-05
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This page was last updated on 2009-11-5.

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