D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 47 Citations 8,502 286 World Ranking 986 National Ranking 1

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Macroeconomics

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.

His most cited work include:

  • The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (312 citations)
  • Evolution of bank efficiency in Brazil: A DEA approach (222 citations)
  • Evolution of bank efficiency in Brazil: A DEA approach (222 citations)

What are the main themes of his work throughout his whole career to date?

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.

He most often published in these fields:

  • Econometrics (49.23%)
  • Monetary economics (32.00%)
  • Financial economics (18.46%)

What were the highlights of his more recent work (between 2015-2021)?

  • Monetary economics (32.00%)
  • Systemic risk (11.69%)
  • Financial networks (6.46%)

In recent papers he was focusing on the following fields of study:

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.

Between 2015 and 2021, his most popular works were:

  • Network structure analysis of the Brazilian interbank market (38 citations)
  • A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks (37 citations)
  • Financial networks, bank efficiency and risk-taking (33 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Macroeconomics

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.

Best Publications

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)

478 Citations

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)

478 Citations

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)

421 Citations

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)

308 Citations

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)

260 Citations

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)

249 Citations

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

Benjamin M. Tabak.
International Journal of Theoretical and Applied Finance (2006)

245 Citations

Ranking efficiency for emerging markets

Daniel O. Cajueiro;Benjamin M. Tabak.
Chaos Solitons & Fractals (2004)

243 Citations

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)

220 Citations

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)

205 Citations

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