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

41

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TOTAL CITATIONS
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Top 42,292

in Total Papers Citations

14

Scholarly Papers (41)

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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 (UnB), Universidad Carlos III de Madrid and FGV/EPPG
Downloads 991 (50,346)
Citation 2

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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 (UnB), Universidad Carlos III de Madrid and FGV/EPPG
Downloads 474 (130,980)
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 (UnB), Universidad Carlos III de Madrid and FGV/EPPG
Downloads 390 (164,328)
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
Francisco Vazquez, Francisco Vazquez, Benjamin M. Tabak and Marcos Rietti Souto
International Monetary FundInternational Monetary Fund (IMF), FGV/EPPG and affiliation not provided to SSRN
Downloads 365 (177,008)
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
William Santos, Benjamin M. Tabak, Jose L. B. Fernandes, Alberto S. Matsumoto and Paulo César Chagas
Catholic University of Brazil (UCB), FGV/EPPG, Universidade de Brasília (UnB), Universidade Católica de Brasília and Catholic University of Brazil (UCB)
Downloads 361 (179,128)
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
Danielle Lucia, Benjamin M. Tabak, Jose L. B. Fernandes, Alberto S. Matsumoto and Paulo César Chagas
Catholic University of Brazil (UCB), FGV/EPPG, Universidade de Brasília (UnB), Universidade Católica de Brasília and Catholic University of Brazil (UCB)
Downloads 294 (224,475)
Citation 1

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Behavioral Finance, Illusion of Control, Irrationality

7.

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 236 (279,315)
Citation 2

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Taylor rule, monetary policy, nonlinear effects, LSTAR

8.

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 232 (284,122)
Citation 2

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market discipline,banking system, BASEL accord

9.

Professional Portfolio Managers - a Setting for Momentum Strategies

Number of pages: 19 Posted: 07 Feb 2007 Last Revised: 30 Jul 2008
Jose L. B. Fernandes, Juan Ignacio Peña, Benjamin M. Tabak and Jose Renato Haas Ornelas
Universidade de Brasília (UnB), Universidad Carlos III de Madrid, FGV/EPPG and Banco Central do Brasil
Downloads 204 (321,316)
Citation 1

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Momentum, Agency Theory, Prospect Theory

10.

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

Number of pages: 14 Posted: 16 Mar 2023 Last Revised: 07 Feb 2025
Benjamin M. Tabak, Matheus Britto Froner, Gabriel C. Tabak and Thiago Christiano
FGV/EPPG, Getulio Vargas Foundation (FGV), University of São Paulo (USP) and Government of the Federative Republic of Brazil - Studies and Research Department
Downloads 145 (433,499)

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

11.

Rating Agencies Add Value in Credit Risk Assessment?

Number of pages: 4 Posted: 21 Sep 2011
João Paulo Cardoso, Alberto S. Matsumoto, Jose L. B. Fernandes, Benjamin M. Tabak and Paulo César Chagas
Catholic University of Brazil (UCB), Universidade Católica de Brasília, Universidade de Brasília (UnB), FGV/EPPG and Catholic University of Brazil (UCB)
Downloads 128 (479,191)

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Crediting Rating, Default, Credit Risk

12.

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 127 (482,190)

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

13.

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
Marcos Rietti Souto, Benjamin M. Tabak, Francisco Vazquez and Francisco Vazquez
affiliation not provided to SSRN, FGV/EPPG and International Monetary FundInternational Monetary Fund (IMF)
Downloads 120 (503,842)

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

14.

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 105 (556,999)

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

15.

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

Number of pages: 27 Posted: 02 Mar 2023
Benjamin M. Tabak, Eduardo B. Silva, R. Horta, Thiago Christiano and Gabriel C. Tabak
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 97 (588,649)

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

16.

Multifractal Cross-Correlations between Green Bonds and Financial Assets

Number of pages: 12 Posted: 22 Sep 2022
Leonardo Silva Fernandes, José W. L. Silva, Fernando Henrique Antunes de Araujo and Benjamin M. Tabak
Universidade Federal Rural de Pernambuco (UFRPE), affiliation not provided to SSRN, Federal Institute of Science and Technology and FGV/EPPG
Downloads 74 (692,390)

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

17.

Limits to Myopic Loss Aversion and Learning

Downloads 61 (767,893)

Limits to Myopic Loss Aversion and Learning

Number of pages: 12 Posted: 23 Feb 2023
Marcleiton Morais, Camila Schoti, José Guilherme de Lara Resende and Benjamin M. Tabak
affiliation not provided to SSRN, Universidade de Brasília (UnB), Universidade de Brasília (UnB) and FGV/EPPG
Downloads 38 (976,805)

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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
Marcleiton Morais, Camila Schoti, José Guilherme de Lara Resende and Benjamin M. Tabak
affiliation not provided to SSRN, Universidade de Brasília (UnB), Universidade de Brasília (UnB) and FGV/EPPG
Downloads 23 (1,153,075)

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Myopic Loss Aversion. Prospect Theory. Aggregation of Results

18.

Financial Stability and Climate Risk: Emerging Concerns from a Bibliometric Literature Review

Number of pages: 31 Posted: 31 Jan 2025
Benjamin M. Tabak, Ives Fulber, Matheus Britto Froner and Thiago Christiano Silva
FGV/EPPG, FGV/Brazil, Getulio Vargas Foundation (FGV) and Brazilian Central Bank
Downloads 57 (794,470)

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Financial Stability, Financial Instability, Systemic Risk, Contagion, Climate Risk, Climate Change

19.

Monetary Expansion and the Banking Lending Channel

Number of pages: 11 Posted: 13 Oct 2016
Benjamin M. Tabak, Tito Belchior Silva Moreira, Dimas Fazio, Andre Luiz Cavalcanti and George Henrique Cunha
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 55 (808,715)

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Bank lending channel; Monatary policy; BRICS

20.

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 54 (815,989)

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Nudges, Social norms, field experiments, energy conservation

21.

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

Number of pages: 15 Posted: 17 Mar 2022
Michel Constantino, Benjamin M. Tabak and Ricardo Alexandre Garcia
affiliation not provided to SSRN, FGV/EPPG and affiliation not provided to SSRN
Downloads 45 (887,752)

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

22.

Compliance Programs and Behavioral Economics: How Cognitive Bias Can Impact Decision Making by Public Managers

Number of pages: 38 Posted: 16 Oct 2024
Benjamin M. Tabak and Lucas Dias
FGV/EPPG and Fundação Getulio Vargas
Downloads 44 (896,602)

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compliance programs, ethics programs, senior management, behavioral economics, cognitive biases. Benjamin M. Tabak gratefully acknowledges financial support from CNPq Foundation and Capes Foundation

23.

Online Learning versus Classroom Learning: does the learning modality matter for academic performance?

Number of pages: 40 Posted: 14 Oct 2024
Thiago Christiano, Isabella Trevisol and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department, Catholic University of Brasilia and FGV/EPPG
Downloads 42 (914,592)

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learning modality, online learning, classroom learning, academic performance, labor market, educational public policies.

24.

An Evaluation of the Non-Neutrality of Money

PLOS ONE, DOI:10.1371, March 2, 2016
Number of pages: 20 Posted: 30 Apr 2016
Tito Belchior Silva Moreira, Benjamin M. Tabak, Mario Jorge Cardoso Mendonca and Adolfo Sachsida
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 42 (914,592)

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

25.

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 41 (923,893)

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labor market, systemic risk, complex networks, machine learning

26.

Determinants of Human Mortality: Evidence from Brazilian Data

Number of pages: 37 Posted: 11 Sep 2024
Christiano da Silva, Thiago Christiano and Benjamin M. Tabak
Catholic University of Brasilia, Government of the Federative Republic of Brazil - Studies and Research Department and FGV/EPPG
Downloads 40 (933,310)

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machine learning, mortality, probability of death, predictive models

27.

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

Number of pages: 26 Posted: 30 Nov 2023
Leonardo Silva Fernandes, Jader Jale, Jose Fernandes, Thiago Batista, Nícolas Dória, Marcos Severo, Marcos Santos and Benjamin M. Tabak
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 40 (933,310)

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

28.

Systemic Risk Prognosis Via Machine Learning in Networks: A Theoretical Perspective

Number of pages: 34 Posted: 22 Aug 2024
Thiago Christiano and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department and FGV/EPPG
Downloads 32 (1,014,429)

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systemic risk, Machine Learning, network, forecasting, Link prediction, graph kernel.

29.

Systemic Risk and the Interaction Between  Monetary and Macroprudential Policies

Number of pages: 40 Posted: 16 Apr 2024
Lucas Beppler, Regis Augusto Ely, Anderson Teixeira and Benjamin M. Tabak
Federal University of Pelotas (UFPel), Federal University of Pelotas (UFPel), Federal University of Goias and FGV/EPPG
Downloads 29 (1,047,771)

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Macroprudential policy, Monetary policy, Financial stability

30.

Effects of the Brazilian Recession on Municipal Fiscal Sustainability

Number of pages: 19 Posted: 14 Oct 2024
Thiago Christiano, Eder Domingues, Antonio Lima and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department, Catholic University of Brasilia, Brazilian Central Bank and FGV/EPPG
Downloads 28 (1,059,352)

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machine learning, recession, prediction

31.

Decentralized Market Power in Credit Markets

Number of pages: 43 Posted: 25 Jul 2023
Thiago Christiano, Sergio Souza, Solange Guerra and Benjamin M. Tabak
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 28 (1,059,352)

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

32.

COVID-19 and Credit Growth: Evidence from Brazilian Municipalities

Number of pages: 22 Posted: 10 Sep 2024
Thiago Christiano, Luiz Magalhães and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department, Catholic University of Brasilia and FGV/EPPG
Downloads 24 (1,107,051)

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COVID-19, credit growth, banking, econometrics, financial stability

33.

Sunk Costs and Testosterone Going Hand in Hand: A Framed Field Experiment into Auditing Context

Number of pages: 31 Posted: 10 Sep 2024
Benjamin M. Tabak, Gabriel Navarro and Thiago Christiano
FGV/EPPG, Getulio Vargas Foundation (FGV) and Government of the Federative Republic of Brazil - Studies and Research Department
Downloads 22 (1,131,862)

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behavioral economics experiments, cognitive biases, optimism bias, success chance

34.

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

Number of pages: 22 Posted: 26 May 2022
Leonardo Silva Fernandes, Fernando Henrique Antunes de Araujo, José W. L. Silva and Benjamin M. Tabak
Universidade Federal Rural de Pernambuco (UFRPE), Federal Institute of Science and Technology, affiliation not provided to SSRN and FGV/EPPG
Downloads 17 (1,193,680)

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

35.

Interplay Multifractal Dynamics Among Metals Commodities and Us-Epu

Number of pages: 36 Posted: 02 May 2022
Leonardo Silva Fernandes, José W. L. Silva, Fernando Henrique Antunes de Araujo, Paulo Ferreira, Faheem Aslam and Benjamin M. Tabak
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 17 (1,193,680)

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

36.

Covid-19 and Supply Chain Disruptions: A Novel Perspective Using a Network of Payments in Brazil

Number of pages: 1 Posted: 14 Feb 2025
Thiago Christiano, Carlos Almeida and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department, Banco Central do Brasil and FGV/EPPG
Downloads 16 (1,205,729)

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COVID-19, Supply chain, propagation effects, causal effect, network analysis.

37.

Growth and Spillovers: Economic or Geographic?

Number of pages: 21 Posted: 14 Oct 2024
Thiago Christiano and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department and FGV/EPPG
Downloads 15 (1,217,715)

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activity diversification, finance-growth nexus, spillovers, financial intermediation, trade networks

38.

The impact of learning modality on the job market

Number of pages: 19 Posted: 14 Oct 2024
Thiago Christiano, Isabella Trevisol and Benjamin M. Tabak
Government of the Federative Republic of Brazil - Studies and Research Department, Catholic University of Brasilia and FGV/EPPG
Downloads 8 (1,290,109)

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learning modality, online learning, classroom learning, labor market, educational public policies. JEL Classification: A20, A22, I23, I26, J31, learning

39.

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

40.

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

41.

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