This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Benjamin Miranda Tabak

Personal Details | Affiliation | Works
This is information that was supplied by Benjamin Tabak in registering through RePEc. If you are Benjamin Miranda Tabak , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Benjamin
Middle Name: Miranda
Last Name: Tabak
Suffix:

RePEc Short-ID: pta111

Email:
Homepage:
Postal Address:
Phone:

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, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. 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!]

  4. 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!]

  5. 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!]

  6. 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!]

  7. 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!]

  8. 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!]

  9. 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!]

  10. 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!]

  11. 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:

  12. 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!]

  13. 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!]

  14. 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!]

  15. 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!]

  16. 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!]

  17. 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!]

  18. 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!]

  19. 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!]

  20. 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:

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

  22. 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:

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

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

  25. 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!]

  26. 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!]

  27. 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!]

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

  29. 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!]

Articles

  1. 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)

  2. 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)

  3. 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)

  4. 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)

  5. 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), August. [Downloadable!]
    Other versions:

  6. 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)

  7. 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)

  8. 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)

  9. 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)

  10. 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)

  11. 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:

  12. 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:

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2007-06-02 2007-06-02 2007-06-02 2007-12-01
  2. NEP-CBA: Central Banking (1) 2007-07-27
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-06-02
  4. NEP-CMP: Computational Economics (1) 2007-06-02
  5. NEP-COM: Industrial Competition (1) 2007-12-01
  6. NEP-ECM: Econometrics (1) 2007-12-01
  7. NEP-ETS: Econometric Time Series (1) 2007-12-01
  8. NEP-EXP: Experimental Economics (1) 2007-06-02
  9. NEP-FIN: Finance (1) 2004-10-30
  10. NEP-FMK: Financial Markets (2) 2007-12-01 2007-12-15
  11. NEP-FOR: Forecasting (3) 2007-06-02 2007-07-27 2007-12-01
  12. NEP-IFN: International Finance (3) 2004-10-30 2007-06-02 2007-07-27
  13. NEP-MAC: Macroeconomics (2) 2007-06-02 2007-12-15
  14. NEP-MON: Monetary Economics (4) 2007-06-02 2007-06-02 2007-06-02 2007-12-15
  15. NEP-REG: Regulation (1) 2007-12-01
  16. NEP-RMG: Risk Management (5) 2007-06-02 2007-06-02 2007-06-02 2007-06-02 2007-12-01 Author is listed
  17. NEP-UPT: Utility Models & Prospect Theory (1) 2007-06-02
Did you know? All RePEc services are meant to be be free forever, as they are all run by volunteers.

This page was last updated on 2008-5-17.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.