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Modeling default probabilities : the case of Brazil
Tabak, Benjamin Miranda; Luduvice, André Victor Doherty; … - In: Journal of international financial markets, … 21 (2011) 4, pp. 513-534
Persistent link: https://www.econbiz.de/10009309054
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Financial stability and monetary policy : the case of Brazil
Tabak, Benjamin Miranda; Laiz, Marcela T.; Cajueiro, … - In: Revista brasileira de economia : RBE ; revista da … 67 (2013) 4, pp. 431-441
Persistent link: https://www.econbiz.de/10011443964
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The adequacy of deterministic and parametric frontiers to analyze the eciency of Indian commercial banks
Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira; … - 2014
Persistent link: https://www.econbiz.de/10010408451
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O comportamento cíclico do capital dos bancos brasileiros
Ferreira, R. A.; Noronha, A. C.; Tabak, Benjamin Miranda; … - 2010
Persistent link: https://www.econbiz.de/10008749734
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Forecasting the yield curve for the Euro region
Tabak, Benjamin Miranda; Sollaci, A. B.; Gomes, G. M.; … - In: Economics letters 117 (2012) 2, pp. 513-516
Persistent link: https://www.econbiz.de/10009675115
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Fluctuation dynamics in US interest rates and the role of monetary policy
Cajueiro, Daniel Oliveira; Tabak, Benjamin Miranda - In: Finance research letters 7 (2010) 3, pp. 163-169
Persistent link: https://www.econbiz.de/10009272758
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The long-range dependence phenomena in asset returns : the Chinese case
Cajueiro, Daniel Oliveira; Tabak, Benjamin Miranda - In: Applied economics letters 13 (2006) 2, pp. 131-133
Persistent link: https://www.econbiz.de/10003293805
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Do capital buffers matter? : a study on the profitability and funding costs determinants of the Brazilian banking system
Tabak, Benjamin Miranda; Li, Denise Leyi; Vasconcelos, … - 2013
Persistent link: https://www.econbiz.de/10010342759
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The efficiency of Chinese local banks : a comparison of DEA and SFA
Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira; … - 2014
Persistent link: https://www.econbiz.de/10010344366
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Long-Range Dependence in Exchange Rates : The Case of the European Monetary System
Souza, Sergio - 2009
In this work we measure the evolution of the long-range dependence phenomenon of returns and volatilities of nominal British exchange rates (British pound against US dollar) futures contracts negotiated on the Chicago Mercantile Exchange from 1986 to 2004. The measurement employs the R/S classic...
Persistent link: https://www.econbiz.de/10013153466