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Exchange rate forecasting and support vector regressions

Gkonkas, Periklēs - In: Economics & finance notes 4 (2015) 1/2, pp. 1-13

Persistent link: https://www.econbiz.de/10011444064

Exchange rate forecasting and support vector regressions

Gkonkas, Periklēs - In: Economics & finance notes 2 (2013) 1/2, pp. 1-13

Persistent link: https://www.econbiz.de/10010426277

Forecasting bank failures and stress testing : a machine learning approach

Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: International journal of forecasting 34 (2018) 3, pp. 440-455

Persistent link: https://www.econbiz.de/10012031002

Forecasting bond yields in the Brazilian fixed income market

Vicente, José; Tabak, Benjamin Miranda - In: International journal of forecasting 24 (2008) 3, pp. 490-497

Persistent link: https://www.econbiz.de/10003764135

Testing for market discipline in the Brazillian banking industry

Romera, Marica P.; Tabak, Benjamin Miranda - In: Banks and bank systems : international research journal 5 (2010) 3, pp. 112-128

Persistent link: https://www.econbiz.de/10008729248

Testing for market discipline in the Brazillian banking industry

Romera, Marica P.; Tabak, Benjamin M. - In: Banks and bank systems : international research journal 5 (2010) 3, pp. 112-128

Persistent link: https://www.econbiz.de/10009912844

Forecasting bond yields in the Brazilian fixed income market

Vicente, José; Tabak, Benjamin M. - In: International journal of forecasting 24 (2008) 3, pp. 490-497

Persistent link: https://www.econbiz.de/10008092996

Forecasting bond yields in the Brazilian fixed income market

Vicente, José; Tabak, Benjamin M. - In: International journal of forecasting 24 (2008) 3, pp. 490-498

Persistent link: https://www.econbiz.de/10008899543

Evolution of bank efficiency in Brazil: A DEA approach

Staub, Roberta B.; da Silva e Souza, Geraldo; Tabak, … - In: European Journal of Operational Research 202 (2010) 1, pp. 204-213

This paper investigates cost, technical and allocative efficiencies for Brazilian banks in the recent period (2000-2007). We use Data Envelopment Analysis (DEA) to compute efficiency scores. Brazilian banks were found to have low levels of economic (cost) efficiency compared to banks in Europe...

Persistent link: https://www.econbiz.de/10008483286

Determinants of bank efficiency: The case of Brazil

Tecles, Patricia Langsch; Tabak, Benjamin M. - In: European Journal of Operational Research 207 (2010) 3, pp. 1587-1598

This paper analyzes the efficiency of the Brazilian banking sector over the post-privatization period of 2000-2007. We employ a Bayesian stochastic frontier approach, which provides exact efficiency estimates and confidence intervals and thus, allows an accurate comparison across institutions...

Persistent link: https://www.econbiz.de/10008865287