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

27

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3,901

SSRN CITATIONS
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SSRN RANKINGS

Top 48,998

in Total Papers Citations

8

CROSSREF CITATIONS

7

Scholarly Papers (27)

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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, Charles III University of Madrid - Department of Business Administration and FGV/EPPG
Downloads 961 (41,917)
Citation 1

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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, Charles III University of Madrid - Department of Business Administration and FGV/EPPG
Downloads 454 (110,091)
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, Charles III University of Madrid - Department of Business Administration and FGV/EPPG
Downloads 371 (138,840)
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 328 (158,669)
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, Universidade Católica de Brasília and Catholic University of Brazil (UCB)
Downloads 282 (185,831)
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, Universidade Católica de Brasília and Catholic University of Brazil (UCB)
Downloads 257 (204,073)
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
Jose L. B. Fernandes, Juan Ignacio Peña, Benjamin M. Tabak and Jose Renato Haas Ornelas
Universidade de Brasília, Charles III University of Madrid - Department of Business Administration, FGV/EPPG and Banco Central do Brasil
Downloads 189 (272,416)
Citation 1

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Momentum, Agency Theory, Prospect Theory

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 167 (303,321)
Citation 2

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market discipline,banking system, BASEL accord

9.

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 166 (304,834)
Citation 2

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Taylor rule, monetary policy, nonlinear effects, LSTAR

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
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 (394,222)

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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
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, FGV/EPPG and Catholic University of Brazil (UCB)
Downloads 107 (428,398)

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Crediting Rating, Default, Credit Risk

12.

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 95 (464,715)

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

13.

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

Number of pages: 15 Posted: 16 Mar 2023
Benjamin M. Tabak, Matheus Britto Froner, Gabriel C. Tabak and Thiago Christiano
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 76 (532,133)

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

14.

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 69 (561,382)

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

15.

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 61 (597,975)

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

16.

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 46 (679,620)

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Bank lending channel; Monatary policy; BRICS

17.

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
affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Institute of Science and Technology and FGV/EPPG
Downloads 37 (739,313)

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

18.

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 36 (746,532)

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

19.

Limits to Myopic Loss Aversion and Learning

Downloads 29 (808,297)

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, University of Brasilia, University of Brasilia and FGV/EPPG
Downloads 15 (960,039)

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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, University of Brasilia, University of Brasilia and FGV/EPPG
Downloads 14 (981,670)

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Myopic Loss Aversion. Prospect Theory. Aggregation of Results

20.

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 27 (816,494)

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

21.

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
affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Institute of Science and Technology, affiliation not provided to SSRN, COMSATS University Islamabad and FGV/EPPG
Downloads 10 (977,238)

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

22.

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 6 (1,011,341)

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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
Leonardo Silva Fernandes, Fernando Henrique Antunes de Araujo, José W. L. Silva and Benjamin M. Tabak
affiliation not provided to SSRN, Federal Institute of Science and Technology, affiliation not provided to SSRN and FGV/EPPG
Downloads 6 (1,011,341)

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

24.

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

Number of pages: 26
Leonardo Silva Fernandes, Jader Jale, Jose Fernandes, Thiago Batista, Nícolas Dória, Marcos Severo, Marcos Santos and Benjamin M. Tabak
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and FGV/EPPG
Downloads 1

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

25.

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

26.

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

27.

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