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Tests of Random Walk: A Comparison of Bootstrap Approaches
Lima, Eduardo J.A.; Tabak, Benjamin M. - In: Computational economics 34 (2009) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10008318760
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Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
Tabak, Benjamin M.; Lima, Eduardo J.A. - In: European journal of operational research : EJOR 194 (2009) 3, pp. 814-820
Persistent link: https://www.econbiz.de/10008161156
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Financial fragility in a general equilibrium model: the Brazilian case
Tabak, Benjamin M.; Cajueiro, Daniel O.; Fazio, Dimas M. - In: Annals of finance 9 (2013) 3, pp. 519-541
Persistent link: https://www.econbiz.de/10010152356
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Estimating the Fractional Order of Integration of Yields in the Brazilian Fixed Income Market
Tabak, Benjamin M. - In: Economic notes : economic review of Banca Monte dei … 36 (2007) 3, pp. 231-246
Persistent link: https://www.econbiz.de/10007917860
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Combining integer programming and the randomization method to schedule employees
Staub, Roberta B.; da Silva e Souza, Geraldo; Tabak, … - In: European journal of operational research : EJOR 202 (2010) 1, pp. 153-164
Persistent link: https://www.econbiz.de/10008349175
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Investigaçäo da Memória de Longo Prazo na Taxa de Câmbio no Brasil
Souza, Sergio R.S.; Tabak, Benjamin M.; Cajueiro, Daniel O. - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 2, pp. 193
Persistent link: https://www.econbiz.de/10008046889
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Forecasting bond yields in the Brazilian fixed income market
Vicente, José; Tabak, Benjamin M. - In: International journal of forecasting 24 (2008) 3, pp. 490-497
Persistent link: https://www.econbiz.de/10008092996
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Characterising the Brazilian term structure of interest rates
Guillén, Osmani Teixeira de Carvalho; Tabak, Benjamin M. - In: International journal of monetary economics and finance 2 (2009) 2, pp. 103-114
Persistent link: https://www.econbiz.de/10009925179
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Prediction of default risk : an options-based approach applied to the Brazilian banking sector
Takami, Marcelo Y.; Tabak, Benjamin M. - In: Journal of banking regulation 12 (2011) 2, pp. 167-179
Persistent link: https://www.econbiz.de/10009928775
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Measures of interbank market structure : an application to Brazil
Chang, Eui Jung; Lima, Eduardo José Araújo; Guerra, … - In: Brazilian review of econometrics : the review of the … 28 (2008) 2, pp. 163-189
Persistent link: https://www.econbiz.de/10010077047