Benjamin Miranda Tabak mostly deals with Econometrics, Inefficiency, Emerging markets, Stock market and Volatility. His Econometrics research is multidisciplinary, incorporating elements of Actuarial science, Libor, Fixed income and Fractal. His Inefficiency study integrates concerns from other disciplines, such as Stock market index, Monetary economics and Time series.
His research in Emerging markets intersects with topics in Latin Americans, Yield curve, Interest rate and Topology. His Stock market study combines topics in areas such as Variety and Econophysics. His Volatility study incorporates themes from Rescaled range, Autocorrelation and Multifractal system, Multifractal detrended fluctuation analysis.
Benjamin Miranda Tabak mainly investigates Econometrics, Monetary economics, Financial economics, Emerging markets and Actuarial science. The concepts of his Econometrics study are interwoven with issues in Inefficiency, Yield curve and Stock market. His Stock market course of study focuses on Stock exchange and Stock market bubble.
In his research on the topic of Monetary economics, Diversification is strongly related with Financial crisis. Benjamin Miranda Tabak combines subjects such as Latin Americans and Equity with his study of Emerging markets. The Actuarial science study which covers Systemic risk that intersects with Financial system and Interbank lending market.
Monetary economics, Systemic risk, Financial networks, Econometrics and Financial crisis are his primary areas of study. His work in the fields of Monetary economics, such as Monetary policy, Currency, Money supply and Inflation targeting, overlaps with other areas such as Function. His Systemic risk research includes themes of Financial market, Interbank lending market and Actuarial science.
His Financial networks research is multidisciplinary, relying on both Financial economics and Data science. Benjamin Miranda Tabak studies Econometrics, namely Vine copula. The various areas that he examines in his Financial crisis study include Financial stability and Financial system.
His primary areas of investigation include Systemic risk, Monetary economics, Financial stability, Financial crisis and Financial networks. Benjamin Miranda Tabak has included themes like Financial market, Finance, Actuarial science, Financial risk management and Interbank lending market in his Systemic risk study. His work in the fields of Inflation targeting, Monetary policy, Classical dichotomy and Money supply overlaps with other areas such as Function.
Benjamin Miranda Tabak works mostly in the field of Financial crisis, limiting it down to concerns involving Emerging markets and, occasionally, Sample. Benjamin Miranda Tabak has researched Financial networks in several fields, including Bond, Financial economics, Segmentation and Network theory. His Financial system research integrates issues from Stock market index and Inefficiency.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
Evolution of bank efficiency in Brazil: A DEA approach
Roberta Blass Staub;Geraldo da Silva e Souza;Benjamin Miranda Tabak;Benjamin Miranda Tabak.
European Journal of Operational Research (2010)
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
Daniel O Cajueiro;Benjamin M Tabak.
Physica A-statistical Mechanics and Its Applications (2004)
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.
Journal of Banking and Finance (2012)
A multifractal approach for stock market inefficiency
L. Zunino;B.M. Tabak;B.M. Tabak;A. Figliola;D.G. Pérez.
Physica A-statistical Mechanics and Its Applications (2008)
Forbidden patterns, permutation entropy and stock market inefficiency
Luciano Zunino;Luciano Zunino;Massimiliano Zanin;Benjamin M. Tabak;Benjamin M. Tabak;Darío G. Pérez.
Physica A-statistical Mechanics and Its Applications (2009)
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.
Energy Economics (2007)
THE DYNAMIC RELATIONSHIP BETWEEN STOCK PRICES AND EXCHANGE RATES: EVIDENCE FOR BRAZIL
Benjamin M. Tabak.
International Journal of Theoretical and Applied Finance (2006)
Ranking efficiency for emerging markets
Daniel O. Cajueiro;Benjamin M. Tabak.
Chaos Solitons & Fractals (2004)
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.
Journal of Banking and Finance (2011)
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.
Physica A-statistical Mechanics and Its Applications (2010)
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