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Economic growth, volatility and their interaction : what's the role of finance?

Silva, Sergio Henrique Rodrigues da; Tabak, Benjamin Miranda - 2018

Persistent link: https://www.econbiz.de/10011946455

Economic growth, volatility and their interaction : what's the role of finance?

Silva, Sergio H. R. da; Tabak, Benjamin Miranda; … - In: Economic systems 41 (2017) 3, pp. 433-444

Persistent link: https://www.econbiz.de/10011794113

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

Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira - In: Energy economics 29 (2007) 1, pp. 28-36

Persistent link: https://www.econbiz.de/10003413296

Investigação da memória de longo prazo na taxa de câmbio no Brasil

Souza, Sergio R. S.; Tabak, Benjamin Miranda; Cajueiro, … - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 2, pp. 193-209

Persistent link: https://www.econbiz.de/10003407357

Long-range dependence in exchange rates: the case of the European Monetary System

Souza, Sergio R. S.; Tabak, Benjamin Miranda; Cajueiro, … - In: International journal of theoretical and applied finance 11 (2008) 2, pp. 199-223

Persistent link: https://www.econbiz.de/10003703073

Are the crude oil markets really becoming more efficient over time? : Some new evidence

Krištoufek, Ladislav - In: Energy economics 82 (2019), pp. 253-263

Persistent link: https://www.econbiz.de/10012173935

Testing for time-varying long-range dependence in volatility for emerging markets

Cajueiro, Daniel O.; Tabak, Benjamin M. - In: Physica A: Statistical Mechanics and its Applications 346 (2005) 3, pp. 577-588

This paper tests whether volatility for equity returns for emerging markets possesses long-range dependence. Furthermore, the assertion of whether long-range dependence is time-varying is checked through a rolling sample approach. The empirical results suggest that there exists long-range...

Persistent link: https://www.econbiz.de/10011060827

Stock returns and volatility : the Brazilian case

Tabak, Benjamin Miranda; Guerra, Solange M. - In: Economia aplicada : EA 11 (2007) 3, pp. 329-346

Persistent link: https://www.econbiz.de/10003744773

Are implied volatilities more informative? : The Brazilian real exchange rate case

Chang, Eui Jung; Tabak, Benjamin Miranda - In: Applied financial economics 17 (2007) 7/9, pp. 569-576

Persistent link: https://www.econbiz.de/10003491198

Stock returns and volatility

Tabak, Benjamin Miranda (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001735572