Daniel Oliveira Cajueiro : Citation Profile


Are you Daniel Oliveira Cajueiro?

Universidade de Brasília (66% share)
Universidade de Brasília (34% share)

23

H index

37

i10 index

1673

Citations

RESEARCH PRODUCTION:

67

Articles

34

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 79
   Journals where Daniel Oliveira Cajueiro has often published
   Relations with other researchers
   Recent citing documents: 169.    Total self citations: 33 (1.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1024
   Updated: 2023-01-28    RAS profile: 2022-09-07    
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Relations with other researchers


Works with:

Tabak, Benjamin (8)

Fazio, Dimas (5)

Silva, Thiago (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Oliveira Cajueiro.

Is cited by:

Tabak, Benjamin (115)

Sensoy, Ahmet (71)

Wang, Yudong (50)

Ferreira, Paulo (45)

Wang, Yudong (42)

Fernandez Bariviera, Aurelio (41)

Silva, Thiago (37)

Yoon, Seong-Min (34)

Åžensoy, Ahmet (29)

Krištoufek, Ladislav (29)

Sarmiento, Miguel (17)

Cites to:

Tabak, Benjamin (106)

Levine, Ross (59)

Berger, Allen (39)

Barth, James (32)

Caprio, Gerard (30)

Lo, Andrew (21)

Shleifer, Andrei (20)

Mester, Loretta (20)

HASAN, IFTEKHAR (19)

Demirguc-Kunt, Asli (17)

Backus, David (17)

Main data


Where Daniel Oliveira Cajueiro has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications27
Chaos, Solitons & Fractals8
Journal of Banking & Finance4
The European Physical Journal B: Condensed Matter and Complex Systems4
Finance Research Letters2
International Journal of Modern Physics C (IJMPC)2
Economic Systems2
Economia2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department23
Discussion Papers / Instituto de Pesquisa Econmica Aplicada - IPEA2
Papers / arXiv.org2

Recent works citing Daniel Oliveira Cajueiro (2022 and 2021)


YearTitle of citing document
2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2021Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model. (2020). Sengupta, Indranil ; Shoshi, Humayra. In: Papers. RePEc:arx:papers:2004.14862.

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2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Detecting bid-rigging coalitions in different countries and auction formats. (2021). Imhof, David ; Wallimann, Hannes. In: Papers. RePEc:arx:papers:2105.00337.

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2021Forecasting with fractional Brownian motion: a financial perspective. (2021). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2105.09140.

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2022Clustering Coefficients in Weighted Undirected Multilayer Networks. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2105.14325.

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2021A new look at calendar anomalies: Multifractality and day of the week effect. (2021). Vodenska, Irena ; Stosic, Dusan ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2106.06164.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2021Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019. (2021). Lara, Jose Luis ; Batiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-06.

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2021Revisiting the link between systemic risk and competition based on network theory and interbank exposures. (2021). Lara, Jos Luis ; Btiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-26.

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2022A computable general equilibrium model as a banking sector regulatory tool in South Africa. (2022). Tsomocos, Dimitrios P ; Seymore, Reyno ; Esselmensah, Kojo A ; de Freitas, Allan. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:1:p:93-120.

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2021Inflation targeting adoption and institutional quality: Evidence from developing countries. (2021). villieu, patrick ; Minea, Alexandru ; Tapsoba, Rene. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:7:p:2107-2127.

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2021Does market competition affect all banks equally? Empirical evidence on Montenegro. (2021). Vujanovi, Nina ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:87-107.

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2021The Impact of Fintech Startups on Financial Institutions Performance and Default Risk. (2021). Haddad, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9050.

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2021Assessing the Relative Efficiency for Listed Manufacturing Firms in Jordan Using Data Envelopment Analysis. (2021). Adeinat, Mohammad ; Al-Durgham, Lamees. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-14.

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2021Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach. (2021). Tahir, Rabia ; Memon, Bilal Ahmed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-40.

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2021Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series. (2021). Shang, Pengjian ; Wang, Zhuo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308651.

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2021The closed-form option pricing formulas under the sub-fractional Poisson volatility models. (2021). Yang, Zijian ; Wang, Xiaotian ; Cao, Piyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003660.

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2022Identification of the most influential stocks in financial networks. (2022). Guan, Shuguang ; Tang, Ming ; Liu, Ying ; Qu, Junyi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922001497.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2021Institutional development and firm risk from a dynamic perspective: Does ownership structure matter?. (2021). Phan, Thu ; Doan, Anh-Tuan ; Le, Anh-Tuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:342-357.

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2021Prudential measures and their adverse effects on bank competition: The case of Brazil. (2021). Tabak, Benjamin M ; Scalco, Paulo R ; Teixeira, Anderson M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s026499932100078x.

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2021Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China. (2021). Xiao, Lijuan ; Deng, Hui ; Xiong, Lingyun. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100170x.

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2021Does high external debt predict lower economic growth? Role of sovereign spreads and institutional quality. (2021). Zheng, Wenping ; Xue, YI ; Wang, Ruohan. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001802.

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2021Economic policy uncertainty and financial stability–Is there a relation?. (2021). Affandi, Yoga ; Sharma, Susan Sunila ; Iyke, Bernard Njindan ; Bach, Dinh Hoang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1018-1029.

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2021The transmission mechanisms of macroprudential policies on bank risk. (2021). Tabak, Benjamin ; Teixeira, Anderson M ; Ely, Regis A. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:598-630.

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2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2021Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Kim, Dae Hwan ; Suh, Sangwon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022Implementing strategic disposability for performance evaluation: Innovation, stability, profitability and corporate social responsibility in Chinese banking. (2022). Tan, Yong ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:2:p:652-668.

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2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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2022Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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2022Implications of clean energy, oil and emissions pricing for the GCC energy sector stock. (2022). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200278x.

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2021Global natural gas demand to 2025: A learning scenario development model. (2021). Akhavan, Amirnaser ; Hafezi, Reza ; Wood, David A ; Pakseresht, Saeed. In: Energy. RePEc:eee:energy:v:224:y:2021:i:c:s0360544221004163.

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2021How do mobile, internet and ICT diffusion affect the banking industry? An empirical analysis. (2021). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Porzio, Claudio ; del Gaudio, Belinda L. In: European Management Journal. RePEc:eee:eurman:v:39:y:2021:i:3:p:327-332.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2022Misconduct risk in banking services: Does a propensity to be sanctioned exist?. (2022). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Salerno, Dario ; del Gaudio, Belinda L. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000527.

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2022The role of strategic interactions in risk-taking behavior: A study from asset growth perspective. (2022). Schinckus, Christophe ; Vu, Thai ; Quynh, Huong Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000953.

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2021An empirical evaluation of the influential nodes for stock market network: Chinese A-shares case. (2021). Wen, Shigang ; Huang, Chuangxia ; Yang, Xin ; Li, Mengge. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313492.

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2021One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925.

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2021Do efficient banks create more liquidity: international evidence. (2021). Shi, Benye ; Rong, Yuhao ; Li, Xinming ; Fan, Xiaoyun ; Duan, Yuejiao. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317335.

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2022Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003469.

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2021How organizational and geographic complexity influence performance: Evidence from European banks. (2021). Danisman, Gamze Ozturk ; Tarazi, Amine ; Sauviat, Alain ; Nyola, Annick Pamen. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000541.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2021Bank risk-taking and corporate investment: Evidence from the Global Financial Crisis of 2007–2009. (2021). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302738.

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2022Competition in dual markets: Implications for banking system stability. (2022). TARAZI, Amine ; Trinugroho, Irwan ; Risfandy, Tastaftiyan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302799.

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2021How has the rise of Pan-African banks impacted bank stability in WAEMU?. (2021). Soumare, Issouf ; Murinde, Victor ; Kanga, Desire. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000834.

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2022Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?. (2022). Kowalska, Iwona ; Olszak, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100189x.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022Do traditional off-balance sheet exposures increase bank risk?. (2022). Haq, Mamiza ; Tripe, David ; Seth, Rama. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001032.

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2021Detecting bid-rigging coalitions in different countries and auction formats. (2021). Wallimann, Hannes ; Imhof, David. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000405.

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2021The impact of corruption, economic freedom, regulation and transparency on bank profitability and bank stability: Evidence from the Eurozone area. (2021). Tomuleasa, Iuliana ; Pilbeam, Keith ; Asteriou, Dimitrios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:150-177.

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2021Do microeconomic and macroeconomic factors influence Italian bank credit risk in different local markets? Evidence from cooperative and non-cooperative banks. (2021). Barra, Cristian ; Ruggiero, Nazzareno. In: Journal of Economics and Business. RePEc:eee:jebusi:v:114:y:2021:i:c:s0148619520304203.

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2022An empirical investigation of the effects of competition, efficiency and risk-taking on profitability: An application in Indian banking. (2022). Bardhan, Samaresh ; Rakshit, Bijoy. In: Journal of Economics and Business. RePEc:eee:jebusi:v:118:y:2022:i:c:s0148619521000400.

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2022Banking integration and growth: Role of banks previous industry exposure. (2022). Ors, Evren ; Michalski, Tomasz K ; Karakaya, Neslihan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000450.

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2022Board structure and financial stability of financial firms: Do board policies and CEO duality matter?. (2022). Karaman, Abdullah S ; Kuzey, Cemil ; Wasiuzzaman, Shaista ; Uyar, Ali. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:47:y:2022:i:c:s1061951822000295.

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2021Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. (2021). Mouratidis, Kostas ; Whyte, Kemar ; Montagnoli, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302126.

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2021The cost of banking crises: Does the policy framework matter?. (2021). Levieuge, Grégory ; Pradines-Jobet, Florian ; Lucotte, Yannick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302461.

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2022Exploring the asymmetric effects of loan portfolio diversification on bank profitability. (2022). Dang, Van Dan ; Huynh, Japan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000111.

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2021The impact of resource curse on banking efficiency: Evidence from twelve oil producing countries. (2021). Mirza, Nawazish ; Ji, Xiangfeng ; Umar, Muhammad ; Rahat, Birjees. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000957.

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2021The effects of technical change on carbon intensity in China’s non-ferrous metal industry. (2021). Song, YI ; Zhang, Yi-Jun ; Zou, Han ; Xiao, Shun-Li ; Zhong, Mei-Rui. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002373.

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2022Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis. (2022). Ferreira, Paulo ; Bibi, Rashida ; Zil-e-huma,, ; Aslam, Faheem. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004815.

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2022Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

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2022Time-varying risk analysis for commodity futures. (2022). Ur, Mobeen ; Junior, Peterson Owusu ; Ahmad, Nasir ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200349x.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205.

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2021Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks. (2021). Deng, Chao ; Chen, Jing ; Li, Zhiyong ; Tang, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000305.

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2021Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition. (2021). Zhao, Zhongxiu ; Bakhsh, Satar ; Jiang, Ping ; Shabir, Mohsin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001177.

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2021Does sectoral diversification of loans and financing improve bank returns and risk in dual-banking systems?. (2021). Šeho, Mirzet ; Ibrahim, Mansor ; Mirakhor, Abbas. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001268.

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2021A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883.

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2021Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis. (2021). Lv, Dayong ; Yin, Linsen ; Zhou, MI ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308517.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021The personal wealth importance to the intertemporal choice. (2021). Do, Jose Claudio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308578.

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2021Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory. (2021). Huang, Yirong ; Lin, Yan ; Luo, YI ; Ding, Liang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309018.

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2021Information flow between bitcoin and other financial assets. (2021). Yang, Jae-Suk ; Jang, Kwahngsoo ; Park, Sang Jin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x.

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2021Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility. (2021). Tsionas, Mike G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309456.

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2021Attitude interaction for financial price behaviours by contact system with small-world network topology. (2021). Wang, Jun ; Xiao, DI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001369.

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2021Cross-correlations between the P2P interest rate, Shibor and treasury yields. (2021). Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s037843712100217x.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2021Analysis of stock market based on visibility graph and structure entropy. (2021). Wei, Daijun ; Zhu, Jia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:576:y:2021:i:c:s0378437121003083.

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2021How COVID-19 has affected stock market persistence? Evidence from the G7’s. (2021). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004830.

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2021Is the choice of the candlestick dimension relevant in econophysics?. (2021). Bosco, A R ; de Resende, Charlene C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005069.

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2021Is Brazilian music getting more predictable? A statistical physics approach for different music genres. (2021). Ferreira, Paulo ; Cantarinha, Ana ; Aslam, Faheem ; Dionisio, Andreia ; Wundervald, Bruna ; Quintino, Derick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006002.

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2021A singular value decomposition entropy approach for testing stock market efficiency. (2021). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006105.

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2022Defense strategies against cascading failures in networks: “Too-big-to-fail” and “too-small-to-fail”. (2022). Kim, Beom Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007615.

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2022Network dynamic and stability on European Union. (2022). Ferreira, Paulo ; Vivas, Jose Garcia ; Moreira, Davidson Martins ; de Area, Eder Johnson ; Do, Raphael Silva ; de Barros, Hernane Borges. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008050.

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2022Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression. (2022). TILFANI, Oussama ; Krištoufek, Ladislav ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037.

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2022The structure of the South African stock market network during COVID-19 hard lockdown. (2022). Alovokpinhou, Sedjro Aaron ; Mbatha, Vusisizwe Moses. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:590:y:2022:i:c:s0378437121009572.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2022Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent. (2022). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Veronica E ; Arouxet, Belen M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001765.

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2022Power law dynamics in genealogical graphs. (2022). Do, Jose Claudio ; Bezerra, Francisco Leonardo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001789.

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2022A risk measure of the stock market that is based on multifractality. (2022). Chen, Liqing ; Zhang, Zilu ; Sun, QI ; Wang, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001960.

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2022The role of network topology in competition and ticket pricing in air transportation: Evidence from Brazil. (2022). Tabak, Benjamin ; Silva, Thiago ; Dos, Vinicius E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:601:y:2022:i:c:s0378437122004125.

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2022Corrupted bifractal features in finite uncorrelated power-law distributed data. (2022). Zanin, Massimiliano ; Olivares, Felipe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005398.

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2022A Tsallis-like effective exponential delay discounting model and its implications. (2022). Pandey, Ranu ; Shukla, Shanu ; Bhattacharyya, Trambak. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s037843712200543x.

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More than 100 citations found, this list is not complete...

Works by Daniel Oliveira Cajueiro:


YearTitleTypeCited
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros In: Economia.
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2011O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS.(2011) In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
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This paper has another version. Agregated cites: 0
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2010O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series.
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2013Combining term structure of interest rate forecasts: The Brazilian case In: Economia.
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article2
2011BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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paper31
2016THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
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2015The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation.(2015) In: Journal of Behavioral and Experimental Finance.
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This paper has another version. Agregated cites: 2
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2018CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting].
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2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
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paper0
2006Econophysics of interest rates and the role of monetary policy In: Papers.
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paper2
2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil In: Working Papers Series.
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paper13
2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
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This paper has another version. Agregated cites: 13
article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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paper65
2008The role of banks in the Brazilian interbank market: Does bank type matter?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 65
article
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System In: Working Papers Series.
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paper27
2008LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM.(2008) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 27
article
2009Forecasting the Yield Curve for Brazil In: Working Papers Series.
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paper2
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy In: Working Papers Series.
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paper17
2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
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This paper has another version. Agregated cites: 17
article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk In: Working Papers Series.
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paper47
2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 47
article
2010Financial Stability and Monetary Policy - The case of Brazil In: Working Papers Series.
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paper21
2010Eficiência Bancária e Inadimplência: testes de Causalidade In: Working Papers Series.
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2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
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paper4
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
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2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
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paper7
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 7
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2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
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paper6
2011Forecasting the Yield Curve for the Euro Region In: Working Papers Series.
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2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
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2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
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paper47
2014Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
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paper15
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
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paper157
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 157
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2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica In: Working Papers Series.
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paper0
2013Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System In: Working Papers Series.
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paper0
2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
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paper0
2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
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paper1
2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
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paper1
2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks.(2018) In: Physica A: Statistical Mechanics and its Applications.
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2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
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paper21
2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
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2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
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paper2
2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
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2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
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2021Wont Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels In: CESifo Working Paper Series.
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paper3
2022Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels.(2022) In: Energy Economics.
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2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
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article3
2005Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals.
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article8
2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
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article13
2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
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article16
2008Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]
article3
2008Testing for long-range dependence in world stock markets In: Chaos, Solitons & Fractals.
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2008Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals.
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article26
2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
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article26
2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
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article29
2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
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article42
2007Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility In: Energy Economics.
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article147
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
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2016Financial stability and bank supervision In: Finance Research Letters.
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article9
2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
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article34
2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
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article24
2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
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article7
2001Fractal characterization of the distribution of reactive sites over a rough catalyst surface In: Physica A: Statistical Mechanics and its Applications.
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article0
2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient In: Physica A: Statistical Mechanics and its Applications.
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article172
2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions In: Physica A: Statistical Mechanics and its Applications.
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2005Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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article25
2005Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications.
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2005The long-range dependence behavior of the term structure of interest rates in Japan In: Physica A: Statistical Mechanics and its Applications.
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article30
2005Periodic market closures and the long-range dependence phenomena in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
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article5
2006A note on the relevance of the q-exponential function in the context of intertemporal choices In: Physica A: Statistical Mechanics and its Applications.
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article28
2006Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications.
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2006Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications.
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2007Is the expression H=1/(3-q) valid for real financial data? In: Physica A: Statistical Mechanics and its Applications.
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article3
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates In: Physica A: Statistical Mechanics and its Applications.
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2007Characterizing bid–ask prices in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
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article2
2008Minority games, diversity, cooperativity and the concept of intelligence In: Physica A: Statistical Mechanics and its Applications.
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2009Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2009The expectation hypothesis of interest rates and network theory: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
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2009Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2010Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
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2010Constrained information minority game: How was the night at El Farol? In: Physica A: Statistical Mechanics and its Applications.
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2010Optimal navigation for characterizing the role of the nodes in complex networks In: Physica A: Statistical Mechanics and its Applications.
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2011Enforcing social behavior in an Ising model with complex neighborhoods In: Physica A: Statistical Mechanics and its Applications.
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2012Detecting switching points using asymmetric detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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article12
2012A top–bottom price approach to understanding financial fluctuations In: Physica A: Statistical Mechanics and its Applications.
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article2
2017A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks In: Physica A: Statistical Mechanics and its Applications.
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article19
2011Inflation, unemployment, and the time consistency of the US monetary policy In: Structural Change and Economic Dynamics.
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article3
2003Volatility Estimation and Option Pricing with Fractional Brownian Motion In: Finance Lab Working Papers.
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2005Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia In: Discussion Papers.
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2010Teoria de Redes Complexas e o Poder de Difusão dos Municípios In: Discussion Papers.
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2016Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning In: MPRA Paper.
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2004Optimal Portfolio and Consumption in a Switching Diffusion Market In: Brazilian Review of Econometrics.
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2007Mapping dynamical systems onto complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2010Topological properties of commodities networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article22
2010Network evolution based on minority game with herding behavior In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article3
2010Controlling self-organized criticality in complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2006The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters.
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2009TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC).
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2021What is the potential for a second peak in the evolution of SARS-CoV-2 in emerging and developing economies? Insights from a SIRASD model considering the informal economy In: International Journal of Modern Physics C (IJMPC).
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