Daniel Oliveira Cajueiro : Citation Profile

Are you Daniel Oliveira Cajueiro?

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

25

H index

37

i10 index

1786

Citations

RESEARCH PRODUCTION:

67

Articles

34

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 85
   Journals where Daniel Oliveira Cajueiro has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 33 (1.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1024
   Updated: 2024-04-18    RAS profile: 2022-09-07    
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Relations with other researchers

Works with:

Silveira, Douglas (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 (124)

Sensoy, Ahmet (71)

Ferreira, Paulo (52)

Wang, Yudong (50)

Fernandez Bariviera, Aurelio (42)

Wang, Yudong (42)

Silva, Thiago (39)

Yoon, Seong-Min (34)

Åžensoy, Ahmet (29)

Krištoufek, Ladislav (29)

Sarmiento, Miguel (17)

Cites to:

Tabak, Benjamin (108)

Levine, Ross (60)

Berger, Allen (50)

Barth, James (33)

Caprio, Gerard (31)

Mester, Loretta (27)

Shleifer, Andrei (23)

Lo, Andrew (21)

HASAN, IFTEKHAR (19)

Demirguc-Kunt, Asli (17)

Mantegna, Rosario (16)

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
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Banking & Finance4
Economic Systems2
International Journal of Modern Physics C (IJMPC)2
Economia2
Finance Research Letters2
Energy Economics2

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

Recent works citing Daniel Oliveira Cajueiro (2024 and 2023)

YearTitle of citing document
2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Role of vaccine in fighting the variants of COVID-19. (2023). Shao, Wei ; Yang, Mengdie ; Wu, Xinpei ; Jiang, Wenjing ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000607.

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2023Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023The impact of culture on government interventions in the banking sector. (2023). Nistor, Simona ; Frca, Ioana Georgiana. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003309.

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2023The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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

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2023Bank risk-taking and competition in developing banking markets: Does efficiency level matter? Evidence from Africa. (2023). Muller, Aline ; Borauzima, Luc Matabaro. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000802.

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2023Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199.

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2023Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

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2023The false prosperity and promising future: Effects of data resources on bank efficiency. (2023). Qu, Yang ; Cheng, Maoyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300265x.

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2023Loan and financing diversification and bank stability in dual-banking systems. (2023). Šeho, Mirzet ; Ghafoor, Abdul ; Mohsen, Mohammed Sharaf. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005724.

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2023How effective are banking regulations on banking performance and risk? Evidence from selected European countries. (2023). Eki, Ibrahim Halil ; Buyukolu, Burak ; Bouteska, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007802.

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2023Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability. (2023). Santos, Leandro Dos. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000820.

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2023Competition and banking efficiency in the WAEMU: The role of multinationals and institutions. (2023). Couchoro, Mawuli Kodjovi ; Aguey, Segnon ; Nantob, N'Yilimon ; Kuessi, Richard. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:45-62.

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2023Industry Specialization and Small Business Lending. (2023). Pattison, Nathaniel ; Di, Wenhua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000249.

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2023Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614.

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2023Is bank resilience affected by unconventional monetary policy in the Euro area?. (2023). mamatzakis, emmanuel ; Avalos, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001656.

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2023Deregulation, bank efficiency and economic cooperation across China–Taiwan Strait. (2023). Liao, Chang-Sheng. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:2:p:430-444.

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2023Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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2023On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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2023Technological change in critical metallic mineral sub-sectors and its impacts on mineral supply: Evidence from China. (2023). Zhang, Yijun ; Cheng, Jinhua ; Ruan, Shengzhe ; Song, YI. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005615.

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2023Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901.

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2023COVID-19 pandemic impact on banking sector: A cross-country analysis. (2023). Iik, Ozcan ; Wang, Wenhao ; Jiang, Ping ; Shabir, Mohsin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000038.

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2023Do competition and market structure affect sensitivity of bank profitability to the business cycle?. (2023). Kowalska, Iwona ; Olszak, Magorzata. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001695.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Ranking influential and influenced stocks over time using transfer entropy networks. (2023). Figueiredo, Daniel Ratton ; de Paula, Jose. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s037843712300674x.

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2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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2023Does monetary policy really matter for environmental protection? The case of inflation targeting. (2023). Shahbaz, Muhammad ; Clarisse, Suzanne Edwige ; Mbassi, Christophe Martial. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:3:p:427-452.

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2023Evaluation of the operational quality of Chinas grain futures market based on the comprehensive information weighting method. (2023). Li, Sijie ; Guo, Wenjing ; Lin, Shengyao ; Xing, Mengyue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:467-482.

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2023A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018. (2023). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:418-432.

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2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2023Dynamics of group grievances from a global cohesion perspective. (2023). Sun, Chunxia ; Xu, Xiaodong ; Mohsin, Hafiz Syed. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123001064.

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2023The Nexus of Banks’ Competition, Ownership Structure, and Economic Growth on Credit Risk and Financial Stability. (2023). Nesa, Zinnatun ; Karim, Ziaul ; Sobhani, Farid Ahammad ; Moudud-Ul, Syed ; Halim, Md Abdul. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:8:p:203-:d:1205132.

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2023Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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2023.

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2023Bank Profitability Analysis in China: Stochastic Frontier Approach. (2023). Li, Xueyan ; Bufetova, Lidiya Pavlovna ; Perfilev, Aleksandr Aleksandrovich ; Shen, Bingbing. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:243-:d:1124652.

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2023.

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2023.

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2023Clustering Analysis of Multilayer Complex Network of Nanjing Metro Based on Traffic Line and Passenger Flow Big Data. (2023). Zhang, Jun ; Yu, Wei ; Li, Ming. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9409-:d:1168980.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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2023The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

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2023Screening for Collusion in Wholesale Electricity Markets: A Review of the Literature. (2023). Silveira, Douglas ; Eckert, Andrew ; Brown, David P. In: Working Papers. RePEc:ris:albaec:2023_007.

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2023The spirit is willing, but the institutions are weak: disclosure of corporate social responsibility and the financial sector in transition. (2023). Hartwell, Christopher ; Djalilov, Khurshid. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:2:d:10.1007_s40821-022-00224-1.

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2023The effect of overseas investors on local market efficiency: evidence from the Shanghai/Shenzhen–Hong Kong Stock Connect. (2023). Bai, Min ; Xiao, Lijuan ; Xiong, Lingyun ; Meng, Yan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00429-3.

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

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2023.

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2023Excessive focus on risk? Non?performing loans and efficiency of microfinance institutions. (2023). Mersland, Roy ; Beisland, Leif Atle ; Zamore, Stephen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1290-1307.

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2023Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122.

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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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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.
[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].
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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 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].
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2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
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2006Econophysics of interest rates and the role of monetary policy In: Papers.
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2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil In: Working Papers Series.
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2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
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2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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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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2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System. In: Working Papers Series.
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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 nother version. Agregated cites: 27		article
2009Forecasting the Yield Curve for Brazil. In: Working Papers Series.
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2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series.
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2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
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2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series.
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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 nother version. Agregated cites: 55		article
2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
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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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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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2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
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2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
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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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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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This paper has nother version. Agregated cites: 53		article
2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
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2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
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2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica In: Working Papers Series.
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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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2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
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2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
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2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
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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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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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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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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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2005Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals.
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2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
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2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article17
2008Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals.
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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.
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2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article28
2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
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2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
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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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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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2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
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2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
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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.
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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.
[Full Text][Citation analysis]		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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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.
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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.
[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.
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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]		article1
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]		article67
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.
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2012Detecting switching points using asymmetric detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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2012A top–bottom price approach to understanding financial fluctuations In: Physica A: Statistical Mechanics and its Applications.
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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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2011Inflation, unemployment, and the time consistency of the US monetary policy In: Structural Change and Economic Dynamics.
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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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2010Network evolution based on minority game with herding behavior In: The European Physical Journal B: Condensed Matter and Complex Systems.
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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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