Benjamin M. Tabak - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003 | 2002

Title Other author(s)

Systemic Risk in Financial Systems: a feedback approach

Central Bank of Brazil Working Papers [View] (Paper: 461, 15.08.2017)

JEL: C63, G01, G21, G28

Why Do Vulnerability Cycles Matter in Financial Networks?

Central Bank of Brazil Working Papers [View] (Paper: 442, 06.07.2016)

JEL: C63, G01, G21, G28

Structure and Dynamics of the Global Financial Network

Central Bank of Brazil Working Papers [View] (Paper: 439, 03.06.2016)

JEL: C63, G01, G21, G28

Modeling Financial Networks: a feedback approach

Central Bank of Brazil Working Papers [View] (Paper: 438, 26.05.2016)

JEL: C63, G01, G21, G28

Financial Networks, Bank Efficiency and Risk-Taking

Central Bank of Brazil Working Papers [View] (Paper: 428, 27.04.2016)

JEL: C63, G1, G21, G28

Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach

Central Bank of Brazil Working Papers [View] (Paper: 401, 16.09.2015)

JEL: D85, G21, G28, G38

Monitoring Vulnerability and Impact Diffusion in Financial Networks

Central Bank of Brazil Working Papers [View] (Paper: 392, 13.07.2015)

JEL: C63, G01, G21, G28

Network Structure Analysis of the Brazilian Interbank Market

Central Bank of Brazil Working Papers [View] (Paper: 391, 13.06.2015)

JEL: C63, D85, G01, G21, G28

Do Interconnections Matter for Bank Efficiency?

Central Bank of Brazil Working Papers [View] (Paper: 374, 13.12.2014)

JEL: G21, G28

Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?

Central Bank of Brazil Working Papers [View] (Paper: 365, 13.10.2014)

JEL: C33, C58, G11, G12, G15

The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks

Central Bank of Brazil Working Papers [View] (Paper: 350, 13.03.2014)

JEL: G21, G28

Dynamic spanning trees in stock market networks: The case of Asia-Pacific

Central Bank of Brazil Working Papers [View] (Paper: 351, 13.03.2014)

JEL: G21, G28

Inflation Targeting and Banking System Soundness: A Comprehensive Analysis

Central Bank of Brazil Working Papers [View] (Paper: 347, 10.02.2014)

JEL: D40, G21, G28

The Efficiency of Chinese Local Banks: A comparison of DEA and SFA

Central Bank of Brazil Working Papers [View] (Paper: 346, 13.01.2014)

JEL: G21, G28

Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.

Central Bank of Brazil Working Papers [View] (Paper: 302, 14.12.2012)

JEL: G01, G21, G28, G33

Contagion in CDS, Banking and Equity Markets

Central Bank of Brazil Working Papers [View] (Paper: 293, 08.10.2012)

The Impact of Marketpower at Bank Level in Risk-taking: the Brazilian Case

Central Bank of Brazil Working Papers [View] (Paper: 283, 07.07.2012)

JEL: D40, G21, G28, G32

A geographically weighted approach in measuring efficiency in panel data: the case of US saving banks

Central Bank of Brazil Working Papers [View] (Paper: 275, 09.05.2012)

JEL: G21, G28

The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?

Central Bank of Brazil Working Papers [View] (Paper: 261, 23.11.2011)

Bank Efficiency and Default in Brazil: Causality Tests

Central Bank of Brazil Working Papers [View] (Paper: 253, 18.10.2011)

Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks

Central Bank of Brazil Working Papers [View] (Paper: 249, 26.08.2011)

Eficiência Bancária e Inadimplência: Testes de Causalidade

Central Bank of Brazil Working Papers [View] (Paper: 220, 23.08.2011)

Forecasting the Yield Curve for the Euro Region

Central Bank of Brazil Working Papers [View] (Paper: 247, 23.08.2011)

Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship

Central Bank of Brazil Working Papers [View] (Paper: 244, 26.05.2011)

Modeling Default Probabilities: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 232, 25.02.2011)

Financial Fragility in a General Equilibrium Model: the Brazilian case

Central Bank of Brazil Working Papers [View] (Paper: 229, 11.02.2011)

A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

Central Bank of Brazil Working Papers [View] (Paper: 226, 04.01.2011)

Financial Stability and Monetary Policy - The case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 217, 22.10.2010)

The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk

Central Bank of Brazil Working Papers [View] (Paper: 215, 21.10.2010)

Determinants of Bank Efficiency: the case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 210, 21.10.2010)

Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization

Central Bank of Brazil Working Papers [View] (Paper: 184, 28.06.2010)

Fluctuation Dynamics in US interest rates and the role of monetary policy

Central Bank of Brazil Working Papers [View] (Paper: 206, 12.06.2010)

Forecasting the Yield Curve for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 197, 21.02.2010)

Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions

Central Bank of Brazil Working Papers [View] (Paper: 173, 29.12.2008)

Characterizing the Brazilian Term Structure of Interest Rates

Central Bank of Brazil Working Papers [View] (Paper: 158, 04.03.2008)

Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability

Central Bank of Brazil Working Papers [View] (Paper: 151, 22.11.2007)

The Stability-Concentration Relationship in the Brazilian Banking System

Central Bank of Brazil Working Papers [View] (Paper: 145, 12.10.2007)

JEL: G15, G21, O54

Forecasting Bonds Yields in the Brazilian Fixed Income Market

Central Bank of Brazil Working Papers [View] (Paper: 141, 06.09.2007)

Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 138, 20.07.2007)

Evaluation of Default Risk for The Brazilian Banking Sector

Central Bank of Brazil Working Papers [View] (Paper: 135, 14.05.2007)

A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives

Central Bank of Brazil Working Papers [View] (Paper: 133, 11.04.2007)

The role of banks in the Brazilian Interbank Market: Does bank type matter?

Central Bank of Brazil Working Papers [View] (Paper: 130, 19.02.2007)

Long-Range Dependence in Exchange Rates: the case of the European Monetary System

Central Bank of Brazil Working Papers [View] (Paper: 131, 19.02.2007)

The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 124, 06.12.2006)

Forecasting Interest Rates: an application for Brazil

Central Bank of Brazil Working Papers [View] (Paper: 120, 14.11.2006)

An Analysis of Off-Site Supervision of Banks' Profitability, Risk and Capital Adequacy: a portfolio simulation approach applied to brazilian banks

Central Bank of Brazil Working Papers [View] (Paper: 117, 15.09.2006)

Myopic Loss Aversion and House-Money Effect Overseas: an experimental approach

Central Bank of Brazil Working Papers [View] (Paper: 115, 15.09.2006)

Optimal Monetary Rules: The Case of Brazil

Central Bank of Brazil Working Papers [View] (Paper: 063, 01.03.2003)

JEL: E43, E52

Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates

Central Bank of Brazil Working Papers [View] (Paper: 070, 01.03.2003)

JEL: E4, G1

On the Information Content of Oil Future Prices

Central Bank of Brazil Working Papers [View] (Paper: 065, 01.03.2003)

JEL: C53, G14, G15

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003 | 2002