Daniel Oliveira Cajueiro : Citation Profile

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

26

H index

39

i10 index

1924

Citations

RESEARCH PRODUCTION:

77

Articles

37

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 80
   Journals where Daniel Oliveira Cajueiro has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 36 (1.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1024
   Updated: 2025-12-13    RAS profile: 2025-09-20    
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Relations with other researchers

Works with:

Silveira, Douglas (7)

Resende, Marcelo (2)

Vasconcelos, Silvinha (2)

Brown, David (2)

Ely, Regis (2)

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 (125)

Sensoy, Ahmet (71)

Ferreira, Paulo (54)

Wang, Yudong (50)

Wang, Yudong (42)

Fernandez Bariviera, Aurelio (42)

Silva, Thiago (40)

Yoon, Seong-Min (34)

Krištoufek, Ladislav (30)

Åžensoy, Ahmet (29)

Sarmiento, Miguel (17)

Cites to:

Tabak, Benjamin (114)

Levine, Ross (57)

Berger, Allen (50)

Barth, James (30)

Caprio, Gerard (28)

Mester, Loretta (27)

Shleifer, Andrei (23)

Lo, Andrew (21)

Mantegna, Rosario (20)

HASAN, IFTEKHAR (19)

Lopez-de-Silanes, Florencio (18)

Main data

Where Daniel Oliveira Cajueiro has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications28
Chaos, Solitons & Fractals9
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Banking & Finance4
Energy Economics3
Economic Systems3
International Journal of Modern Physics C (IJMPC)2
Sustainability2
Finance Research Letters2
Economia2

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department24
Papers / arXiv.org3
Discussion Papers / Instituto de Pesquisa Econmica Aplicada - IPEA2

Recent works citing Daniel Oliveira Cajueiro (2025 and 2024)

YearTitle of citing document
2024Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023). (2024). Liao, Yun. In: Papers. RePEc:arx:papers:2407.14734.

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2024Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate. (2024). Parmeter, Christopher ; Mamonov, Mikhail ; Prokhorov, Artem. In: Papers. RePEc:arx:papers:2408.05688.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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2024Approaching multifractal complexity in decentralized cryptocurrency trading. (2024). Zd, Stanislaw Dro ; Stanisz, Tomasz ; Kwapie, Jaroslaw ; Kr, Marcin ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2411.05951.

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2025Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377.

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2025Catching Bid-rigging Cartels with Graph Attention Neural Networks. (2025). Huber, Martin ; Imhof, David ; Viklund, Emanuel W. In: Papers. RePEc:arx:papers:2507.12369.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443.

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2025The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Tamburrini, Fabio ; Simoens, Mathieu. In: Working Paper Series. RePEc:ecb:ecbwps:20253041.

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2025A mathematical model for the bullying dynamics in schools. (2025). Crokidakis, Nuno. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:492:y:2025:i:c:s009630032400715x.

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2024Does credit carbon exposure affect banks profits and risks? Evidence from China. (2024). Liu, Xiaoxing ; Wang, Chao. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009450.

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2024Assessing fluctuations of long-memory environmental variables based on the robustified dynamic Orlicz risk. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077923012389.

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2024Does stock market liberalization promote entrepreneurship?. (2024). Qiu, Yihan ; Li, Xiao-Lin ; Si, Deng-Kui ; Jiang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:480-495.

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2025Strategic cooperation in fintech field and efficiency of commercial banks. (2025). Ji, Xinru ; Ao, Zhiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000178.

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2024Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2024Portfolio optimization through a network approach: Network assortative mixing and portfolio diversification. (2024). Ricca, Federica ; Scozzari, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717.

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2024Local official turnover and bank risk-taking: Evidence from China. (2024). Yuan, Rongli ; Zhang, Siyu ; Luo, Danglun ; Chen, LI ; Li, Yukun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001031.

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2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Karahan, Cenk C ; Odabai, Attila. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135.

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2024ESG investment and bank efficiency: Evidence from China. (2024). Yu, Wenmei ; Zhu, Tingting ; Cao, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s014098832400224x.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025Impact and transmission mechanism of China’s climate policy uncertainty on bank risk-taking. (2025). Huang, Sijia ; Wang, Ying ; Liang, Yinuo ; Fu, Rao ; Chen, Guorong. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000374.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933.

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2025Does monetary policy fuel energy consumption across the world? Focus on inflation targeting. (2025). Zogo, Thrse Elomo ; Samba, Cyrille Michel ; Mbassi, Christophe Martial. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002415.

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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Chen, Yufeng ; Khan, Khalid ; Cifuentes-Faura, Javier ; Khurshid, Adnan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

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2024Impact of climate risk on financial stability: Cross-country evidence. (2024). Liu, Zhonglu ; Men, Wenjiao ; He, Shuguang ; Sun, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000280.

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2024What has inflation targeting done for household consumption?. (2024). McCloud, Nadine. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004319.

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2024Competitive dynamics between decentralized and centralized finance lending markets. (2024). Ryu, Doojin ; Son, Jaemin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006318.

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2025Effects of inflation and macroprudential policies on bank risk: Evidence from emerging economies. (2025). Peng, Gangdong ; Qin, Xueming ; Zhao, Mengxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007737.

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2024Bank efficiency and undesirable output: An analysis of non-performing loans in the Brazilian banking sector. (2024). Vasconcelos, Marcos Roberto ; Takahashi, Fabio Lucas. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010231.

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2024Does big data infrastructure development facilitate bank fintech innovation? Evidence from China. (2024). Wang, Zhihao ; Liao, Kezhi ; Zhang, Jingxue ; Ma, Chengcheng. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005701.

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2024The unintended interaction effect of monetary and macroprudential policies: Evidence from China’s bank-level data. (2024). Hou, Shuting ; Zheng, Bowen. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008274.

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2025Does digital transformation improve the cost efficiency of commercial banks? Evidence from China. (2025). Li, Ying ; Chen, Qian ; Wu, Junyi ; Shen, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016489.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2025Does digital transformation enhance bank soundness? Evidence from Chinese commercial banks. (2025). Wei, Tao ; Wang, Aiping ; Hu, Haifeng. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000038.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2025Complementary bidding and cartel detection: Evidence from Nordic asphalt markets. (2025). Buri, Riku ; Lundberg, Johan ; Aaltio, Aapo ; Jokelainen, Antto. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:98:y:2025:i:c:s0167718724000845.

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2024Financial resilience, growth and risk sharing in the EU. (2024). cavallaro, eleonora ; Villani, Ilaria. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000738.

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2025Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277.

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2024Pay for prudence. (2024). Gopalan, Yadav ; Arif, Salman ; Donovan, John ; Morris, Arthur. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000435.

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2024Loan officer specialization and credit defaults. (2024). Ingermann, Peter-Hendrik ; Goedde-Menke, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426623002728.

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2024Bank cost efficiency and credit market structure under a volatile exchange rate. (2024). Prokhorov, Artem B ; Parmeter, Christopher F ; Mamonov, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001997.

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2024The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil. (2024). Do, Matheus ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000274.

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2025Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets. (2025). Perlin, Marcelo Scherer ; Almeida, Lucas Mussoi ; Mller, Fernanda Maria. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000663.

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2024Financial intermediation services and competition analyses: Review and paths forward for improvement. (2024). , Arnoud ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:57:y:2024:i:c:s1042957324000019.

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2024Expectations for the MPC chair and interest rate persistence. (2024). Saito, Yuta. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:128:y:2024:i:c:p:25-30.

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2024Non-deposit liability and bank risk-taking: International evidence. (2024). Wang, Yizhong ; Hou, Shuting ; Li, Mengxuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000635.

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2024Nonequilibrium phase transitions and absorbing states in a model for the dynamics of religious affiliation. (2024). Crokidakis, Nuno. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:643:y:2024:i:c:s0378437124003297.

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2024Effects of relative homophily and relative heterophily on opinion dynamics in coevolving networks. (2024). Wu, Yujia ; Guo, Peng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:644:y:2024:i:c:s0378437124003443.

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2024Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003595.

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2025Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods. (2025). Inacio, C. M. C., ; David, S A ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008240.

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2025Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366.

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2024Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach. (2024). Cortes-Garcia, Salvador J ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:164-175.

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2024Stability and economic performances in the banking industry: The case of China. (2024). Walheer, Barnabé ; Tan, Yong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:326-345.

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2024An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030.

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2025Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline. (2025). Tabak, Benjamin ; Silva, Thiago ; Quintino, Derick ; Dalla, Igor Bettanin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008748.

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2024Diversification and bank stability: Role of political instability and climate risk. (2024). Shahab, Yasir ; Wang, Wenhao ; Jiang, Ping ; Iik, Ozcan ; Shabir, Mohsin ; Mehroush, Iqra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:63-92.

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2024Competition, regulation, and systemic risk in dual banking systems. (2024). ben Salah, Ines ; Ernaningsih, Indria ; Smaoui, Houcem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1087-1103.

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2025Firm commonality, bank connectedness and portfolio riskiness. (2025). Zyildirim, Sheyla ; Bozkurt, Aya Topaloglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400738x.

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2024Assessing the impact of the expansion of pan-African banks and the institution’s quality on African banking stability. (2024). Goutte, Stéphane ; EL MOUSSAWI, Chawki ; Kouki, Imen ; Obeid, Hassan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s027553192400076x.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Machine Learning in Cartel Screening—The Case of Parallel Pricing in a Fuel Wholesale Market. (2024). Bejger, Sylwester. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4184-:d:1461545.

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2024The Impact of Unconventional Monetary Policy on China’s Economic and Financial Cycle: Application of a Structural Vector Autoregression Model Based on High-Frequency Data. (2024). Fan, Zhenzhong ; Chen, Xing. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:1967-:d:1421747.

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2024Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis. (2024). Dufera, Tamirat Temesgen ; di Persio, Luca. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3483-:d:1516294.

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2024Competition and Regulation: The Case of the UK Banking Industry. (2024). Muzzupappa, Eleonora. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1126-:d:1372439.

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2024When to Hedge Downside Risk?. (2024). Giannikos, Christos ; Suen, Tin Shan ; Guirguis, Hany ; Kakolyris, Andreas. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:42-:d:1341077.

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2024Financial Sustainability: Exploring the Influence of the Triple Bottom Line Economic Dimension on Firm Performance. (2024). Gomes, Sofia ; Lopes, Joo M ; Nogueira, Elisabete. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6458-:d:1444771.

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2024Beyond the Financial Horizon: A Critical Review of Social Responsibility in Latin American Credit Unions. (2024). Abdo-Peralta, Paula ; Rodriguez, Olga Maritza ; Carrera-Silva, Katherin ; Avalos, Diego Haro ; Samaniego, Carmen Amelia ; Castelo, Angel Gerardo. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:18:p:7908-:d:1475320.

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2025ESG Disclosure Frequency and Its Association with Market Performance: Evidence from Taiwan. (2025). Liao, Chih-Feng. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:17:p:7812-:d:1737785.

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2025What ESG Has Not (Yet) Delivered: Proposition of a Framework to Overcome Its Hurdles. (2025). de Oliveira, Otvio Jos ; Martins, Yasmin Silva ; Poltronieri, Camila Fabrcio ; Bravos, Len Cristina. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:18:p:8257-:d:1749218.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109120.

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2024Decoding Inflation: Role of Institutional Quality in Türkiye Using Advanced Econometric Techniques. (2024). Cicen, Yildirim Beyazit. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:1-35.

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2024COVID-19 and REITs Crash: Predictability and Market Conditions. (2024). Ahn, Kwangwon ; Kim, Jinu ; Ryu, Inug ; Jang, Hanwool. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10431-1.

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2024A Machine Learning-Based Analysis on the Causality of Financial Stress in Banking Institutions. (2024). Gartner, Ivan Ricardo ; Peng, Yaohao ; Castro, Daniel Tavares ; Moraes, Joao Gabriel. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10514-z.

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2024Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?. (2024). Silveira, Douglas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10513-0.

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2025Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis. (2025). Rahman, Md Shahriar ; Moudud-Ul, Syed. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10607-3.

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2025A háborús szankciós bejelentések hatásai a nyersolajárfolyamokra. (2025). Kelemen, Hunor ; Kkny, Lszl. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2227.

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2024An Assessment of Inflation Targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_05.

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2024Macroprudential policy, bank competition and bank risk in East Asia. (2024). Davis, Philip E ; Chan, Ka Kei ; Karim, Dilruba. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00230-x.

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2025Cross-border banking and bank stability: evidence from Sub-Saharan Africa. (2025). Gwatidzo, Tendai ; Gondwe, Sopani ; Mahonye, Nyasha. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:2:d:10.1057_s41261-024-00254-x.

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2025Country-wide protests and financial stability. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:123300.

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2024Risk-return Portfolio Level Trade-off for Czech Banks. (2024). Jankular, Pavel. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2024:y:2024:i:2:id:859:p:187-219.

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2024An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Working Paper series. RePEc:rim:rimwps:24-12.

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2025The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Tamburrini, Fabio ; Simoens, Mathieu. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:25/1111.

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2024Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5.

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2025Ising ferromagnet and nonadditive entropies: equilibrium and nonequilibrium properties. (2025). Lima, Henrique Santos ; Tsallis, Constantino. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:98:y:2025:i:6:d:10.1140_epjb_s10051-025-00980-9.

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2024Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Shi, Yufeng ; Zeng, Xiaoping ; Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0.

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2025Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA. (2025). Nasir, Rana Muhammad ; Liangrong, Song ; Ashfaq, Saira ; Mujtaba, Ghulam ; Wan, Pengbo. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00744-x.

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2024Determinant factors of banking profitability: an application of quantile regression for panel data. (2024). BORTOLUZZO, ADRIANA ; Ciganda, Rodrigo Ricardo. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00347-z.

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2025Financial stability through a global perspective: an in-depth integrative review. (2025). Singh, Jagvinder ; Singhania, Shubham ; Sardana, Varda ; Khetan, Rishika. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:16:y:2025:i:8:d:10.1007_s13198-025-02831-3.

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2024A machine learning approach to detect collusion in public procurement with limited information. (2024). Onur, Bedri Kamil. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:2:d:10.1007_s42001-024-00293-4.

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2024Business Cycle Fluctuations, Foreign Direct Investment, and Real Effective Exchange Rate Nexus Among Asian Countries. (2024). Malik, Summaira ; Shabbir, Malik Shahzad ; Ramos-Meza, Carlos Samuel ; Abbas, Ali. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01316-7.

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2025The Non-linear effect of Inflation on Economic Growth in Sub-Saharan Africa: Does Democracy Matter?. (2025). Minko, Sraphin Brice ; Thioune, Thierno ; Mignamissi, Dieudonn. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02104-7.

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2025The Relationship Between CEO Characteristics and Banks’ Risk-Taking: Review and Research Directions. (2025). Hertrampf, Patrick ; Brunner-Kirchmair, Thomas M ; Wiedemann, Arnd. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:1:d:10.1007_s41471-024-00199-x.

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2024Competitions Effect: Unveiling the Simultaneous Relationship between Risk and Cost of Financial Intermediation. (2024). Chowdhury, Md Mohiuddin ; Zheng, Changjun ; Ullah, Atta ; Gupta, Anupam Das. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:5:f:14_5_4.

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2024Electoral influences on the Brazilian B3 data correlation network. (2024). Cardoso, Gerson N ; Silva, Geraldo E. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:251-272.

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2025The S&P 500 sectoral indices responses to economic news sentiment. (2025). Madani, Mohamed Arbi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2042-2060.

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2024Bank tail risk in China. (2024). Huang, Lin ; Cai, Jun ; Yang, Huan. In: International Studies of Economics. RePEc:wly:intsec:v:19:y:2024:i:2:p:186-222.

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2024Requisite variety theory and third‐party guarantee loans: How local bank branches can reduce loan defaults. (2024). Patel, Pankaj C. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:1:p:226-246.

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2025Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach. (2025). Wang, Yuanyuan ; Xie, Xiao ; Fan, Ruguo ; Lin, Jinchai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:393-408.

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Works by Daniel Oliveira Cajueiro:

YearTitleTypeCited
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros In: Economia.
[Full Text][Citation analysis]		article0
2011O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS.(2011) In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Combining term structure of interest rate forecasts: The Brazilian case In: Economia.
[Full Text][Citation analysis]		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].
[Full Text][Citation analysis]		paper32
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].
[Full Text][Citation analysis]		paper2
2015The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation.(2015) In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
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].
[Full Text][Citation analysis]		paper0
2024Why you should also use OLS estimation of tail exponents In: Papers.
[Full Text][Citation analysis]		paper0
2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
[Full Text][Citation analysis]		paper0
2006Econophysics of interest rates and the role of monetary policy In: Papers.
[Full Text][Citation analysis]		paper3
2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper66
2008The role of banks in the Brazilian interbank market: Does bank type matter?.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		article
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System. In: Working Papers Series.
[Full Text][Citation analysis]		paper27
2008LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM.(2008) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2009Forecasting the Yield Curve for Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series.
[Full Text][Citation analysis]		paper17
2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series.
[Full Text][Citation analysis]		paper71
2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		article
2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper25
2010Eficiência Bancária e Inadimplência: Testes de Causalidade In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
[Full Text][Citation analysis]		paper5
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper7
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2011Forecasting the Yield Curve for the Euro Region In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper55
2014Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
[Full Text][Citation analysis]		paper15
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper200
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		article
2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper33
2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2024Measuring Inequality Using Electronic Payment Data In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2021Wont Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2022Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels.(2022) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2023Optimal rewiring in adaptive networks in multi-coupled vaccination, epidemic and opinion dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2005Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article13
2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article18
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.
[Full Text][Citation analysis]		article33
2008Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article28
2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article30
2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article29
2022The impacts of interest rates on banks’ loan portfolio risk-taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2023How politics can influence the allocation of social program benefits: A case study of the Brazilian poverty reduction program Bolsa Família In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article0
2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
[Full Text][Citation analysis]		article46
2025The words that lead to uncertainty: A measure based on word embeddings In: Economic Systems.
[Full Text][Citation analysis]		article0
2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article0
2024Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]		article158
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article97
2016Financial stability and bank supervision In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2023Who are you? Cartel detection using unlabeled data In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article6
2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article8
2001Fractal characterization of the distribution of reactive sites over a rough catalyst surface In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article188
2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article92
2005Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article26
2005Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article64
2005The long-range dependence behavior of the term structure of interest rates in Japan In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article31
2005Periodic market closures and the long-range dependence phenomena in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article29
2006Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2006Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2007Is the expression H=1/(3-q) valid for real financial data? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article70
2007Characterizing bid–ask prices in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2008Minority games, diversity, cooperativity and the concept of intelligence In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2009Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2009The expectation hypothesis of interest rates and network theory: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article21
2009Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2010Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article69
2010Constrained information minority game: How was the night at El Farol? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2010Optimal navigation for characterizing the role of the nodes in complex networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2011Enforcing social behavior in an Ising model with complex neighborhoods In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2012Detecting switching points using asymmetric detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2012A top–bottom price approach to understanding financial fluctuations In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article31
2022Impact of memory and bias in kinetic exchange opinion models on random networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2011Inflation, unemployment, and the time consistency of the US monetary policy In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article3
2024Stock Price Reaction to Environmental, Social, and Governance News: Evidence from Brazil and Financial Materiality In: Sustainability.
[Full Text][Citation analysis]		article2
2025Digital Twins and Network Resilience in the EU ETS: Analysing Structural Shifts in Carbon Trading In: Sustainability.
[Full Text][Citation analysis]		article0
2003Volatility Estimation and Option Pricing with Fractional Brownian Motion In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper2
2005Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Teoria de Redes Complexas e o Poder de Difusão dos Municípios In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2004Optimal Portfolio and Consumption in a Switching Diffusion Market In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article2
2007Mapping dynamical systems onto complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article0
2010Topological properties of commodities networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article29
2010Network evolution based on minority game with herding behavior In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article3
2010Controlling self-organized criticality in complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article1
2006The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters.
[Full Text][Citation analysis]		article15
2024Interactions between monetary and macroprudential policies In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2009TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article5
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).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team