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Benjamin Miranda Tabak

Getulio Vargas Foundation (FGV)

SCHOLARLY PAPERS

4

DOWNLOADS

408

TOTAL CITATIONS

6

Scholarly Papers (4)

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1.

Systemic Risk and the Interaction Between Monetary and Macroprudential Policies

Number of pages: 51 Posted: 29 Jul 2023 Last Revised: 28 Aug 2023
Lucas Beppler, Regis Augusto Ely, Anderson Teixeira and Benjamin Miranda Tabak
Federal University of Pelotas (UFPel), Federal University of Pelotas (UFPel), Federal University of Goias and Getulio Vargas Foundation (FGV)
Downloads 216 (361,209)

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Macroprudential policy, Monetary policy, Financial stability

2.

Evaluating the Efficiency of Brazilian Stock Market Indices: The Case of COVID-19

Number of pages: 19 Posted: 25 Jul 2022
Leonardo HS Fernandes, Fernando Henrique Antunes de Araujo, Jose W L Silva, Igor E M Silva and Benjamin Miranda Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba, Universidade Federal Rural de Pernambuco (UFRPE), affiliation not provided to SSRN and Getulio Vargas Foundation (FGV)
Downloads 96 (725,554)
Citation 3

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Macroeconophysics; Brazilian indices; COVID-19; Permutation entropy; Fisher information measure; Complexity hierarchy; Economic efficiency

3.

Booms in Commodities Price: Assessing Disorder and Similarity Over Economic Cycles

Number of pages: 21 Posted: 25 May 2022
Leonardo HS Fernandes, Fernando Henrique Antunes de Araujo, Jose W L Silva and Benjamin Miranda Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba, Universidade Federal Rural de Pernambuco (UFRPE) and Getulio Vargas Foundation (FGV)
Downloads 56 (1,010,164)

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Commodities, Price time series, Permutation entropy, Fisher information measure, Complexity, Economic efficiency

4.

Interplay Multifractal Dynamics Among Metal Commodities and US-EPU

Number of pages: 38 Posted: 27 Apr 2022 Last Revised: 23 Aug 2022
Leonardo HS Fernandes, Jose W L Silva, Fernando Henrique Antunes de Araujo, Paulo Ferreira, Faheem Aslam and Benjamin Miranda Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Instituto Federal da Paraíba, affiliation not provided to SSRN, Hanyang University - School of Business and Getulio Vargas Foundation (FGV)
Downloads 40 (1,183,237)
Citation 3

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Metals commodities, US-EPU index; Multifractality; Cross-correlation; Complexity.