Benjamin M. Tabak

FGV/EPPG

Professor

SGAN Av. L2 Norte - Quadra 602 - Módulos A, B e C

Brasília, Rio de Janeiro 70830-051

Brazil

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 22,964

SSRN RANKINGS

Top 22,964

in Total Papers Downloads

4,204

SSRN CITATIONS
Rank 43,123

SSRN RANKINGS

Top 43,123

in Total Papers Citations

14

CROSSREF CITATIONS

7

Scholarly Papers (30)

1.

Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization

Number of pages: 55 Posted: 18 Jan 2007 Last Revised: 05 May 2008
Jose L. B. Fernandes, Juan Ignacio Peña and Benjamin M. Tabak
Universidade de Brasília, Universidad Carlos III de Madrid and FGV/EPPG
Downloads 970 (45,038)
Citation 2

Abstract:

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Behavior, Portfolio Optimization, Resampling

2.

Delegated Portfolio Management and Risk Taking Behavior

Number of pages: 51 Posted: 18 May 2006 Last Revised: 04 Jan 2008
Jose L. B. Fernandes, Juan Ignacio Peña and Benjamin M. Tabak
Universidade de Brasília, Universidad Carlos III de Madrid and FGV/EPPG
Downloads 461 (117,444)
Citation 1

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Agency Model, Delegated Portfolio Management, Loss Aversion

3.

How Do Prior Outcomes Affect Risk Taking Behavior? A Cross-Country Experimental Analysis

Number of pages: 34 Posted: 31 May 2006 Last Revised: 05 May 2008
Jose L. B. Fernandes, Juan Ignacio Peña and Benjamin M. Tabak
Universidade de Brasília, Universidad Carlos III de Madrid and FGV/EPPG
Downloads 380 (146,736)
Citation 1

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House Money, Myopic Loss Aversion, Behavioral Biases

4.

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

Number of pages: 36 Posted: 30 Nov 2010
International Monetary FundInternational Monetary Fund (IMF), FGV/EPPG and affiliation not provided to SSRN
Downloads 334 (168,921)
Citation 3

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banking system, stress tests, financial crisis, credit risk

5.

The Determinants of Overconfidence: An Experimental Approach

Number of pages: 5 Posted: 23 Sep 2010
Catholic University of Brazil (UCB), FGV/EPPG, Universidade de Brasília, Universidade Católica de Brasília and Catholic University of Brazil (UCB)
Downloads 306 (185,298)
Citation 1

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Behavioral Finance, Cognitive Biases, Overconfidence

6.

Illusion of Control: Does Gender Matter?

Number of pages: 6 Posted: 23 Sep 2010
Catholic University of Brazil (UCB), FGV/EPPG, Universidade de Brasília, Universidade Católica de Brasília and Catholic University of Brazil (UCB)
Downloads 274 (207,756)
Citation 1

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Behavioral Finance, Illusion of Control, Irrationality

7.

Professional Portfolio Managers - a Setting for Momentum Strategies

Number of pages: 19 Posted: 07 Feb 2007 Last Revised: 30 Jul 2008
Universidade de Brasília, Universidad Carlos III de Madrid, FGV/EPPG and Banco Central do Brasil
Downloads 194 (289,002)
Citation 1

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Momentum, Agency Theory, Prospect Theory

8.

Asymmetric Effects of Monetary Policy in the U.S. and Brazil

Number of pages: 27 Posted: 09 Dec 2013
Ioannis Pragidis, Periklis Gogas and Benjamin M. Tabak
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and FGV/EPPG
Downloads 184 (302,895)
Citation 2

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Taylor rule, monetary policy, nonlinear effects, LSTAR

9.

Testing for Market Discipline in the Brazilian Banking Industry

Number of pages: 31 Posted: 21 Jun 2007
Marcia Paim Romera and Benjamin M. Tabak
Ministry of Finance, Brazil and FGV/EPPG
Downloads 181 (307,401)
Citation 2

Abstract:

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market discipline,banking system, BASEL accord

10.

Linking Financial and Macroeconomic Factors to Stress-Test Credit Risk Indicators for Brazilian Banks

21st Australasian Finance and Banking Conference 2008 Paper
Posted: 25 Aug 2008
affiliation not provided to SSRN, FGV/EPPG and International Monetary FundInternational Monetary Fund (IMF)
Downloads 120 (429,223)

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structural models, credit risk indicators, stress tests, macrofinancial links

11.

Rating Agencies Add Value in Credit Risk Assessment?

Number of pages: 4 Posted: 21 Sep 2011
Catholic University of Brazil (UCB), Universidade Católica de Brasília, Universidade de Brasília, FGV/EPPG and Catholic University of Brazil (UCB)
Downloads 115 (443,122)

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Crediting Rating, Default, Credit Risk

12.

Herding Behavior in Cryptocurrencies: The Case of the Russian-Ukrainian War

Number of pages: 15 Posted: 16 Mar 2023
FGV/EPPG, affiliation not provided to SSRN, University of São Paulo (USP) and Government of the Federative Republic of Brazil - Studies and Research Department
Downloads 106 (470,356)

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Herding behavior, Ukraine Invasion, Cryptocurrency market, Clean and dirty cryptocurrencies

13.

The Effects of the Brazilian Adrs Program on Domestic Market Efficiency

Banco de Espana Research Paper No. WP-43
Number of pages: 35 Posted: 28 Aug 2006
Benjamin M. Tabak and Eduardo J. A. Lima
FGV/EPPG and Government of the Federative Republic of Brazil - Central Bank of Brazil
Downloads 101 (486,594)

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Random walk, variance-ratio test, emerging markets, weak-form efficiency, American Depositary Receipts

14.

High-frequency return and volatility spillovers among cryptocurrencies

Ahmet Sensoy, Thiago Christiano Silva, Shaen Corbet & Benjamin Miranda Tabak (2021) High-frequency return and volatility spillovers among cryptocurrencies, Applied Economics, 53:37, 4310-4328, DOI: 10.1080/00036846.2021.1899119
Number of pages: 31 Posted: 18 Mar 2022
Ahmet Sensoy, Thiago Christiano, Shaen Corbet and Benjamin M. Tabak
Borsa Istanbul, Government of the Federative Republic of Brazil - Studies and Research Department, Dublin City University and FGV/EPPG
Downloads 93 (513,683)

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Cryptocurrency, Bitcoin, Network, Spillover, Minimal Spanning Tree, Hierarchical Clustering, Machine Learning.

15.

Modeling Financial Literacy Using Multilevel Item Response Theory and the COVID-19 Pandemic

Number of pages: 27 Posted: 02 Mar 2023
FGV/EPPG, Getulio Vargas Foundation (FGV) - FGV/EBAPE, Getulio Vargas Foundation (FGV) - FGV/EBAPE, Government of the Federative Republic of Brazil - Studies and Research Department and University of São Paulo (USP)
Downloads 81 (559,227)

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financial literacy, experiments, multilevel item response theory, Bayesian Framework

16.

Monetary Expansion and the Banking Lending Channel

Number of pages: 11 Posted: 13 Oct 2016
FGV/EPPG, Catholic University of Brasilia, National University of Singapore (NUS) - Department of Finance, Catholic University of Brazil (UCB) and Catholic University of Brazil (UCB)
Downloads 52 (702,412)

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Bank lending channel; Monatary policy; BRICS

Limits to Myopic Loss Aversion and Learning

Number of pages: 12 Posted: 23 Feb 2023
affiliation not provided to SSRN, University of Brasilia, University of Brasilia and FGV/EPPG
Downloads 30 (887,169)

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Myopic Loss Aversion. Prospect Theory. Aggregation of Results

Limits to Myopic Loss Aversion and Learning

Number of pages: 9 Posted: 11 Apr 2023
affiliation not provided to SSRN, University of Brasilia, University of Brasilia and FGV/EPPG
Downloads 17 (1,019,393)

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Myopic Loss Aversion. Prospect Theory. Aggregation of Results

18.

Multifractal Cross-Correlations between Green Bonds and Financial Assets

Number of pages: 12 Posted: 22 Sep 2022
Universidade Federal Rural de Pernambuco (UFRPE), affiliation not provided to SSRN, Federal Institute of Science and Technology and FGV/EPPG
Downloads 47 (733,937)

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Green Bonds, Bond and Equity Sector Indices, Multifractality, Cross-correlation, Complexity

19.

An Evaluation of the Non-Neutrality of Money

PLOS ONE, DOI:10.1371, March 2, 2016
Number of pages: 20 Posted: 30 Apr 2016
Catholic University of Brasilia, FGV/EPPG, Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC) and Institute for Applied Economic Research (IPEA)
Downloads 40 (782,547)

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Relative prices, Monetary policy, Hayek, Von Mises, non-neutrality of money

20.

Pro-Environmental Behavior and its Determinants: Testing for Testosterone (2d:4d)

Number of pages: 15 Posted: 17 Mar 2022
affiliation not provided to SSRN, FGV/EPPG and affiliation not provided to SSRN
Downloads 31 (853,169)

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ANN, Digit ratio, Pro-environmental behaviour, Consumptionbehaviour.

21.

Exploring Brazil's Fossil Fuel Trends: Before and During the Covid-19

Number of pages: 26 Posted: 30 Nov 2023
Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE), Universidade Federal Rural de Pernambuco (UFRPE) and FGV/EPPG
Downloads 18 (975,914)

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Time series, Brazilian Fossil fuels, COVID-19, Similarity, Asynchrony, Synchrony.

22.

Decentralized Market Power in Credit Markets

Number of pages: 43 Posted: 25 Jul 2023
Government of the Federative Republic of Brazil - Studies and Research Department, Government of the Federative Republic of Brazil - Central Bank of Brazil, Brazilian Central Bank and FGV/EPPG
Downloads 16 (996,580)

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market power, Lerner index, competition, bank branch, credit market

23.

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

Number of pages: 22 Posted: 26 May 2022
Universidade Federal Rural de Pernambuco (UFRPE), Federal Institute of Science and Technology, affiliation not provided to SSRN and FGV/EPPG
Downloads 14 (1,017,507)

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Commodities, Permutation entropy, Fisher information measure, Complexity, Economic efficiency.

24.

Interplay Multifractal Dynamics Among Metals Commodities and Us-Epu

Number of pages: 36 Posted: 02 May 2022
Universidade Federal Rural de Pernambuco (UFRPE), affiliation not provided to SSRN, Federal Institute of Science and Technology, affiliation not provided to SSRN, COMSATS University Islamabad and FGV/EPPG
Downloads 14 (1,017,507)

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Metal commodities, US-EPU index, Multifractality, Cross-correlations, Complexity.

25.

Systemic Risk and the Interaction Between  Monetary and Macroprudential Policies

Number of pages: 40 Posted: 16 Apr 2024
Federal University of Pelotas (UFPel), Federal University of Pelotas (UFPel), Federal University of Goias and FGV/EPPG
Downloads 10 (1,057,179)

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Macroprudential policy, Monetary policy, Financial stability

26.

Nudges Applied to Energy Conservation: A Literature Review of the Results Achieved in Field Experiments

Number of pages: 18 Posted: 08 May 2024
Marcos de Castro Matias and Benjamin M. Tabak
Fundação Getulio Vargas and FGV/EPPG
Downloads 9 (1,066,529)

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Nudges, Social norms, field experiments, energy conservation

27.

The Labor Market Channel of Systemic Risk

Number of pages: 25 Posted: 23 May 2024
Michel Alexandre, Thiago Christiano and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Central Bank of Brazil, Government of the Federative Republic of Brazil - Studies and Research Department and FGV/EPPG
Downloads 6

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labor market, systemic risk, complex networks, machine learning

28.

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

International Journal of Theoretical and Applied Finance, Vol. 11, Issue 2, pp. 199-223, 2008
Posted: 30 Nov 2009
Sergio Souza, Benjamin M. Tabak and Daniel O. Cajueiro
Government of the Federative Republic of Brazil - Central Bank of Brazil, FGV/EPPG and University of Brasilia - Department of Economics

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Long memory, exchange rates, R/S analysis, financial crisis

29.

Testing for Predictability in Equity Returns for European Transition Markets

Economic Systems, Vol. 30, No. 1, pp. 56-78, March 2006
Posted: 11 Apr 2006
Benjamin M. Tabak and Daniel O. Cajueiro
FGV/EPPG and University of Brasilia - Department of Economics

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European transition economies, Hurst exponents, Long memory, Predictability, Variance ratio, Multifractality

30.

Testing for the Informational Content of Monetary Policy Decisions

Pesquisa E Planejamento Economico, Vol. 34, No. 2, August 2004
Posted: 16 Aug 2005
Benjamin M. Tabak and Alícia Tabata
FGV/EPPG and Government of the Federative Republic of Brazil - Central Bank of Brazil

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informational content, event studies, monetary policy, anticipated and nonanticipated shocks, Brazil, COPOM