On the information content of oil future prices

von Tabak, Benjamin Miranda
Veröffentlicht in Economia aplicada (2003)

The dynamic relationship between stock prices and exchange rates : evidence for Brazil

von Tabak, Benjamin Miranda
Veröffentlicht in International journal of theoretical and applied finance (2006)

Risk, financial stability and banking : editorial

von Tabak, Benjamin Miranda
Veröffentlicht in Journal of banking & finance (2015)

Testing the expectations hypothesis in the Brazilian term structure of interest rates : a cointegration analysis

von Tabak, Benjamin Miranda
Veröffentlicht in Applied economics (2009)

Special issue : banking, financial stability and risk conference 2011

Veröffentlicht 2013

Estimating the fractional order of integration of yields in the Brazilian fixed income market

von Tabak, Benjamin Miranda
Veröffentlicht in Economic notes (2007)

The random walk hypothesis and the behaviour of foreign capital portfolio flows : the Brazilian stock market case

von Tabak, Benjamin Miranda
Veröffentlicht in Applied financial economics (2003)

A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates

von Tabak, Benjamin Miranda
Veröffentlicht in Journal of policy modeling (2004)

Special section on Risk, financial stability and banking

Veröffentlicht in Journal of banking & finance (2015)

Dynamic efficiency of stock markets and exchange rates

von Sensoy, Ahmet
Veröffentlicht in International review of financial analysis (2016)

Surpresas na política monetária e a estrutura a termo da taxa de juros brasileira

von Tabak, Benjamin Miranda
Veröffentlicht in Economia aplicada (2004)

Testes do conteúdo informacional das decisões de política monetária

von Tabata, Alícia
Veröffentlicht in Pesquisa e planejamento econômico (2004)

Forecasting bond yields in the Brazilian fixed income market

von Vicente, José
Veröffentlicht in International journal of forecasting (2008)

An international comparison of banking sectors : a DEA approach

von Oliveira, Cesar V.
Veröffentlicht in Global economic review (2005)

Assessing financial instability : the case of Brazil

von Tabak, Benjamin Miranda
Veröffentlicht in Research in international business and finance (2007)

Testing for predictability in equity returns for European transition markets

von Cajueiro, Daniel Oliveira
Veröffentlicht in Economic systems (2006)

Prediction of default risk : an options-based approach applied to the Brazilian banking sector

von Takami, Marcelo Yoshio
Veröffentlicht in Journal of banking regulation (2011)

Fluctuation dynamics in US interest rates and the role of monetary policy

von Cajueiro, Daniel Oliveira
Veröffentlicht in Finance research letters (2010)

Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility

von Tabak, Benjamin Miranda
Veröffentlicht in Energy economics (2007)

Are implied volatilities more informative? : The Brazilian real exchange rate case

von Chang, Eui Jung
Veröffentlicht in Applied financial economics (2007)