Benjamin M. Tabak - Central bank research hub

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010 | 2008 | 2007 | 2006 | 2003 | 2002

Economic Growth, Volatility and Their Interaction: What's the role of finance?

by Dimas Mateus Fazio , Sergio Henrique Rodrigues da Silva , Benjamin M. Tabak and Daniel O. Cajueiro

Central Bank of Brazil Working Papers (Paper: 474, 07.03.2018)

JEL: E44, G10, O11, O40
Inflation Targeting and Financial Stability: does the quality of institutions matter?

by Dimas Mateus Fazio , Thiago Christiano Silva , Benjamin M. Tabak and Daniel O. Cajueiro

Central Bank of Brazil Working Papers (Paper: 470, 24.01.2018)

JEL: D40, G21, G28
Systemic Risk in Financial Systems: a feedback approach

by Thiago Christiano Silva , Michel Alexandre da Silva and Benjamin M. Tabak

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

JEL: C63, G01, G21, G28
Why Do Vulnerability Cycles Matter in Financial Networks?

by Thiago Christiano Silva , Solange Maria Guerra and Benjamin M. Tabak

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

Abstract

JEL: C63, G01, G21, G28
Structure and Dynamics of the Global Financial Network

by Thiago Christiano Silva , Sergio Rubens Stancato de Souza and Benjamin M. Tabak

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

JEL: C63, G01, G21, G28
Modeling Financial Networks: a feedback approach

by Thiago Christiano Silva , Michel Alexandre da Silva and Benjamin M. Tabak

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

Abstract

JEL: C63, G01, G21, G28
Financial Networks, Bank Efficiency and Risk-Taking

by Thiago Christiano Silva , Solange Maria Guerra , Benjamin M. Tabak and Rodrigo Cesar de Castro Miranda

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

Abstract

JEL: C63, G1, G21, G28
Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach

by Thiago Christiano Silva , Marcos Soares da Silva and Benjamin M. Tabak

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

Abstract

JEL: D85, G21, G28, G38
Monitoring Vulnerability and Impact Diffusion in Financial Networks

by Sergio Rubens Stancato de Souza , Thiago Christiano Silva and Benjamin M. Tabak

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

Abstract

JEL: C63, G01, G21, G28
Network Structure Analysis of the Brazilian Interbank Market

by Sergio Rubens Stancato de Souza , Thiago Christiano Silva and Benjamin M. Tabak

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

Abstract

JEL: C63, D85, G01, G21, G28
Do Interconnections Matter for Bank Efficiency?

by Solange Maria Guerra , Benjamin M. Tabak and Rodrigo Cesar de Castro Miranda

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

Abstract

JEL: G21, G28
Banking Systemic Risk, Foreign Funding, Exchange Rate Exposure and Carry Trade: is there a relation?

by Bruno Freitas Boynard de Vasconcelos and Benjamin M. Tabak

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

Abstract

JEL: C33, C58, G11, G12, G15
Dynamic spanning trees in stock market networks: The case of Asia-Pacific

by Ahmet Sensoy and Benjamin M. Tabak

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

Abstract

JEL: G21, G28
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks

by Marina V. B. Dias , Daniel O. Cajueiro and Benjamin M. Tabak

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

Abstract

JEL: G21, G28
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis

by Dimas M. Fazio , Daniel O. Cajueiro and Benjamin M. Tabak

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

Abstract

JEL: D40, G21, G28
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA

by Marina V. B. Dias , Daniel O. Cajueiro and Benjamin M. Tabak

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

Abstract

JEL: G21, G28
Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.

by Sergio Rubens S. de Souza , Rodrigo C. Miranda , Solange M. Guerra and Benjamin M. Tabak

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

Abstract

JEL: G01, G21, G28, G33
Contagion in CDS, Banking and Equity Markets

by Rodrigo César de Castro Miranda , Mauricio Medeiros Junior and Benjamin M. Tabak

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

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

by Guilherme Maia Rodrigues Gomes , Benjamin M. Tabak and Maurício da Silva Medeiros Júnior

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

Abstract

JEL: D40, G21, G28, G32
A geographically weighted approach in measuring efficiency in panel data: the case of US saving banks

by Dimas M. Fazio , Rogério B. Miranda and Benjamin M. Tabak

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

Abstract

JEL: G21, G28
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?

by Dimas M. Fazio , Daniel O. Cajueiro and Benjamin M. Tabak

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

Abstract
Bank Efficiency and Default in Brazil: Causality Tests

by Daniel O. Cajueiro , Giovana L. Craveiro and Benjamin M. Tabak

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

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

by M. Takami , Daniel O. Cajueiro , J. M. C. Rocha and Benjamin M. Tabak

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

Abstract
Forecasting the Yield Curve for the Euro Region

by Daniel O. Cajueiro , Alexandre B. Sollaci and Benjamin M. Tabak

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

Abstract
Eficiência Bancária e Inadimplência: Testes de Causalidade

by Daniel O. Cajueiro , Giovana L. Craveiro and Benjamin M. Tabak

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

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

by Dimas M. Fazio , Daniel O. Cajueiro and Benjamin M. Tabak

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

Abstract
Modeling Default Probabilities: the case of Brazil

by Daniel O. Cajueiro , A. Luduvice and Benjamin M. Tabak

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

Abstract
Financial Fragility in a General Equilibrium Model: the Brazilian case

by Dimas M. Fazio , Daniel O. Cajueiro and Benjamin M. Tabak

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

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

by Francisco Vazquez , Marcos Souto and Benjamin M. Tabak

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

Abstract
Financial Stability and Monetary Policy - The case of Brazil

by Daniel O. Cajueiro , Benjamin M. Tabak and Marcela T. Laiz

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

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

by Daniel O. Cajueiro , Benjamin M. Tabak and Dimas M. Fazio

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

Abstract
Determinants of Bank Efficiency: the case of Brazil

by Benjamin M. Tabak and Patricia Tecles

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

Abstract
Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization

by José Luiz Barros Fernandes , Juan Ignacio Peña and Benjamin M. Tabak

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

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

by Daniel O. Cajueiro and Benjamin M. Tabak

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

Abstract
Forecasting the Yield Curve for Brazil

by Daniel O. Cajueiro , Benjamin M. Tabak and Jose A. Divino

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

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

by Eduardo José Araújo Lima and Benjamin M. Tabak

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

Abstract
Characterizing the Brazilian Term Structure of Interest Rates

by Benjamin M. Tabak and Osmani Teixeira de Carvalho Guillén

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

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

by Eduardo José Araújo Lima and Benjamin M. Tabak

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

Abstract
The Stability-Concentration Relationship in the Brazilian Banking System

by Eduardo José Araújo Lima , Eui Jung Chang , Solange Maria Guerra and Benjamin M. Tabak

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

Abstract

JEL: G15, G21, O54
Forecasting Bonds Yields in the Brazilian Fixed Income Market

by Benjamin M. Tabak and José Valentim M. Vicente

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

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

by Eui J. Chang , Benjamin M. Tabak and Marcos M. Abe

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

Abstract
Evaluation of Default Risk for The Brazilian Banking Sector

by Benjamin M. Tabak and Marcelo Y. Takami

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

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

by Gilneu F. A. Vivan and Benjamin M. Tabak

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

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

by Daniel O. Cajueiro and Benjamin M. Tabak

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

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

by Sergio Rubens Stancato de Souza , Daniel O. Cajueiro and Benjamin M. Tabak

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

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

by Benjamin M. Tabak

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

Abstract
Forecasting Interest Rates: an application for Brazil

by Benjamin M. Tabak , Felipe Luduvice and Eduardo J. A. Lima

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

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

by Benjamin M. Tabak , Marcos R. Souto and Theodore M. Barnhill

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

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

by José L. B. Fernandes , Benjamin M. Tabak and Juan Ignacio Peña

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

Abstract
Monetary Policy Surprises and the Brazilian Term Structure of Interest Rates

by Benjamin M. Tabak

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

Abstract

JEL: E4, G1
  • 1
  • 2