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Benjamin Miranda Tabak

Benjamin Miranda Tabak

D-Index & Metrics

Economics and Finance

D-Index
54
Citations
11116
World Ranking
1140
National Ranking
1

Overview

Benjamin Miranda Tabak is affiliated with Fundação Getulio Vargas in Brazil and has a research focus primarily within the broad field of Economics, Econometrics, and Finance. Their work is distributed across several subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, General Health Professions, and Political Science and International Relations.

The scientist's research topics cover a range of areas related to economic and financial systems. These include:

  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Banking Stability, Regulation, Efficiency
  • Economic and Technological Innovation
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Fiscal Policy and Economic Growth

Benjamin Miranda Tabak has published numerous papers, often collaborating with frequent co-authors such as Fernando Henrique Antunes de Araujo, Leonardo H.S. Fernandes, Thiago Christiano Silva, JOSÉ W. L. SILVA, and Thiago Christiano. This collaborative network is reflected in a consistent output in respected scholarly venues.

Some of the recent papers by this scientist include:

  • "Insights from the (in)efficiency of Chinese sectoral indices during COVID-19," 2021, Physica A Statistical Mechanics and its Applications
  • "COVID-19 and bank branch lending: The moderating effect of digitalization," 2023, Journal of Banking & Finance
  • "EFFECTS OF COVID-19 ON CHINESE SECTORAL INDICES: A MULTIFRACTAL ANALYSIS," 2021, Fractals
  • "Multifractal cross-correlations between green bonds and financial assets," 2022, Finance Research Letters
  • "Analysis of connectivity between the world's banking markets: The COVID-19 global pandemic shock," 2022, The Quarterly Review of Economics and Finance

Their work appears most frequently in the following publication venues:

  • SSRN Electronic Journal
  • Fractals
  • Physica A Statistical Mechanics and its Applications
  • Research Square (Research Square)
  • Preprints.org

Benjamin Miranda Tabak's research contributions reflect a sustained engagement with pressing economic and financial issues, especially regarding market volatility, systemic risk, and the impacts of major global events such as the COVID-19 pandemic on financial systems. Their multidisciplinary approach engages different facets of finance and economics, demonstrating a commitment to quantitative methods and empirical analysis.

Best Publications

  • The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient

    Daniel O Cajueiro;Benjamin M Tabak

  • The relationship between banking market competition and risk-taking: Do size and capitalization matter?

    Benjamin M. Tabak;Benjamin M. Tabak;Dimas M. Fazio;Daniel O. Cajueiro;Daniel O. Cajueiro

  • Evolution of bank efficiency in Brazil: A DEA approach

    Roberta Blass Staub;Geraldo da Silva e Souza;Benjamin Miranda Tabak;Benjamin Miranda Tabak

  • A multifractal approach for stock market inefficiency

    L. Zunino;B.M. Tabak;B.M. Tabak;A. Figliola;D.G. Pérez

  • Forbidden patterns, permutation entropy and stock market inefficiency

    Luciano Zunino;Luciano Zunino;Massimiliano Zanin;Benjamin M. Tabak;Benjamin M. Tabak;Darío G. Pérez

  • The effects of loan portfolio concentration on Brazilian banks return and risk.

    Benjamin M. Tabak;Benjamin M. Tabak;Dimas M. Fazio;Daniel O. Cajueiro;Daniel O. Cajueiro

  • Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility☆

    Benjamin M. Tabak;Daniel O. Cajueiro

  • THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL

    Benjamin M. Tabak

  • Ranking efficiency for emerging markets

    Daniel O. Cajueiro;Benjamin M. Tabak

  • Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency

    Luciano José Zunino;Luciano José Zunino;Luciano José Zunino;Massimiliano Zanin;Benjamin M. Tabak;Benjamin M. Tabak;Darío G. Pérez

  • Determinants of bank efficiency: The case of Brazil

    Patricia Langsch Tecles;Benjamin Miranda Tabak

  • Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions

    Daniel O. Cajueiro;Benjamin M. Tabak

  • Topological properties of stock market networks: The case of Brazil

    Benjamin M. Tabak;Benjamin M. Tabak;Thiago R. Serra;Daniel O. Cajueiro;Daniel O. Cajueiro

  • Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange

    Daniel O. Cajueiro;Periklis Gogas;Benjamin M. Tabak;Benjamin M. Tabak

  • A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

    Francisco Vazquez;Benjamin M. Tabak;Marcos Souto

  • Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore

    Eduardo Jose Araújo Lima;Benjamin Miranda Tabak

  • Testing for predictability in emerging equity markets

    Eui Jung Chang;Eduardo José Araújo Lima;Benjamin Miranda Tabak

  • Ranking efficiency for emerging equity markets II

    Daniel O. Cajueiro;Benjamin M. Tabak

  • The role of banks in the Brazilian interbank market: Does bank type matter?

    Daniel O. Cajueiro;Benjamin M. Tabak;Benjamin M. Tabak

  • The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?

    Benjamin M. Tabak;Benjamin M. Tabak;Dimas M. Fazio;Daniel O. Cajueiro;Daniel O. Cajueiro

  • Stock Returns and Volatility

    Benjamin Miranda Tabak;Solange Maria Guerra

  • Stock returns and volatility: the Brazilian case

    Benjamin M. Tabak;Solange M. Guerra

Frequent Co-Authors

Daniel O. Cajueiro
Daniel O. Cajueiro University of Brasília
Ahmet Sensoy
Ahmet Sensoy Bilkent University
Osvaldo A. Rosso
Osvaldo A. Rosso National Scientific and Technical Research Council
Diego R. Amancio
Diego R. Amancio Universidade de São Paulo
Massimiliano Zanin
Massimiliano Zanin University of the Balearic Islands
Shaen Corbet
Shaen Corbet Dublin City University

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