Daniel Oliveira Cajueiro : Citation Profile


Are you Daniel Oliveira Cajueiro?

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

18

H index

29

i10 index

1243

Citations

RESEARCH PRODUCTION:

66

Articles

34

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 62
   Journals where Daniel Oliveira Cajueiro has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 33 (2.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1024
   Updated: 2021-10-16    RAS profile: 2021-10-04    
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Relations with other researchers


Works with:

Tabak, Benjamin (10)

Fazio, Dimas (6)

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 (94)

Sensoy, Ahmet (62)

Wang, Yudong (46)

Wang, Yudong (38)

Fernandez Bariviera, Aurelio (27)

Silva, Thiago (27)

Yoon, Seong-Min (26)

Krištoufek, Ladislav (25)

Ferreira, Paulo (25)

Åžensoy, Ahmet (22)

Shahzad, Syed Jawad Hussain (13)

Cites to:

Tabak, Benjamin (94)

Levine, Ross (45)

Berger, Allen (29)

Barth, James (22)

Caprio, Gerard (20)

Lo, Andrew (19)

Shleifer, Andrei (19)

Mester, Loretta (17)

Backus, David (17)

Demirguc-Kunt, Asli (16)

Barkoulas, John (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
Finance Research Letters2
International Journal of Modern Physics C (IJMPC)2
Economia2

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 (2021 and 2020)


YearTitle of citing document
2020A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2020Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560.

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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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2020Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652.

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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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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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2021Clustering 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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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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2020Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:782.

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2020A new approach to measuring universal banking. (2020). Shabani, Mimoza ; D'Avino, Carmela. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:353-379.

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2020The link between bank competition and risk in the United Kingdom: two views for policymaking. (2020). Straughan, Michael ; Francis, William B ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0885.

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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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2020Does Bank Competition Enhance or Hinder Financial Stability? Evidence from Indian Banking. (2020). Bardhan, Samaresh ; Rakshit, Bijoy. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:75-102.

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2020CAPITAL MARKET CORRELATIONS STRUCTURE DURING THE COVID-19 CRISIS. (2020). Roxana, Ioan. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2020:v:6:p:67-79.

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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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2020EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:25-43.

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2020Financial Stability and Bank Capital: The Case of Islamic Banks. (2020). kammoun, aida ; Daoud, Yomna . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-40.

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2020Overconfidence and the 2D:4D ratio. (2020). Tabak, Benjamin ; Silva, Thiago ; Amancio, Diego Raphael ; Constantino, Michel ; da Silva, Eduardo Borges. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302953.

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2020Switching costs in Islamic banking: The impact on market power and financial stability. (2020). Safiullah, MD ; Kabir, Md Nurul ; Miah, Mohammad Dulal. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303361.

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2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

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2020An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis. (2020). Stosic, Tatijana ; Bejan, Lucian ; Antunes, Fernando Henrique. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304781.

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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). Wang, Shilin ; Cao, Piyao ; Yang, Zijian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003660.

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2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

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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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2020Democracy, regulation and competition in emerging banking systems. (2020). Kouretas, Georgios ; Triantopoulos, Christos ; Agoraki, Maria-Eleni K. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:190-202.

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2020Home-country environment and firms’ outward foreign direct investment decision: Evidence from Chinese firms. (2020). Kong, Qunxi ; Zhou, Shimin ; Sui, Xiuping ; Wang, Yang ; Guo, Rui. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:390-399.

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2020More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105.

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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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2020Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis. (2020). Jun, Wen ; Musa, Umar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300619.

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2020Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747.

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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 ; Yoon, Seong-Min ; Lee, Yun-Jung ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2020Bank lending: The bank ownership focus in the pre- and post-global financial crisis periods. (2020). Cronje, Tom ; Rambu, Apriani Dorkas. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s093936251830534x.

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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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2020Central banks supervisory guidance on corporate governance and bank stability: Evidence from African countries. (2020). Stephan, Andreas ; Schäfer, Dorothea ; MUTARINDWA, Samuel ; Schafer, Dorothea. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119305114.

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2020Credit risk and bank competition in Sub-Saharan Africa. (2020). Jacolin, Luc ; Brei, Michael ; Noah, Alphonse. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118303832.

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2020Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension. (2020). Inacio, C. M. C., ; David, S A ; Machado, J. A. T., ; Quintino, D D. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319304098.

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2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

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2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

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2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series. (2020). Bekiros, Stelios ; Ahmad, Wasim ; Altan, Ayta ; Karasu, Sekin. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318570.

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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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2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2020Non-performing loans in the euro area: Does bank market power matter?. (2020). Louri, Helen ; Karadima, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302374.

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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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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2020How the cryptocurrency market has performed during COVID 19? A multifractal analysis. (2020). Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306346.

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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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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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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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2020Better the devil you know: Home and sectoral biases in bank lending. (2020). Ureche-Rangau, L ; Burietz, A. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:69-85.

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2020The bank capital-competition-risk nexus – A global perspective. (2020). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244311930383x.

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2020Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Yao, Yao ; Wu, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301268.

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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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2020Generalists and specialists in the credit market. (2020). Fricke, Daniel ; Roukny, Tarik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300876.

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2020Does competition enhance the double-bottom-line performance of microfinance institutions?. (2020). Randoy, Trond ; Hasan, Mostafa Monzur ; Galbreath, Jeremy ; Hossain, Shahadat. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300327.

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2020Bank profit efficiency and financial consumer protection policies. (2020). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Galariotis, Emilios ; Staikouras, Christos. In: Journal of Business Research. RePEc:eee:jbrese:v:118:y:2020:i:c:p:98-116.

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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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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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2020Intensified lending competition and search-for-yield under prolonged monetary easing. (2020). Ogura, Yoshiaki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:56:y:2020:i:c:s0889158320300137.

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2020Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142.

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2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618.

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2021The impact of resource curse on banking efficiency: Evidence from twelve oil producing countries. (2021). Mirza, Nawazish ; Rahat, Birjees ; Ji, Xiangfeng ; Umar, Muhammad. 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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2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan. (2020). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x2030027x.

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2020An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability. (2020). Yacouba, kassouri ; Bilgili, Faik ; Altinta, Halil ; Kassouri, Yacouba. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300281.

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2020Political risk and bank stability in the Middle East and North Africa region. (2020). Al-Shboul, Mohammad ; Molyneux, Phillip ; Hassan, Abul ; Maghyereh, Aktham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303609.

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2020Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets. (2020). Zhang, Tian ; Zou, Shaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931338x.

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2020Internet access in recessionary periods: The case of Brazil. (2020). Silva, Thiago ; Ehrl, Philipp ; Tabak, Benjamin Miranda ; Coelho, Florangela Cunha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315675.

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2020Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA. (2020). Liu, Xinghua ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931903x.

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2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259.

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2020Forecast model for financial time series: An approach based on harmonic oscillators. (2020). Bosco, A R ; Acebal, J L ; Machado, A C ; Garcia, M M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301321.

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2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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2020MF-DCCA between molecular properties and aqueous solubility. (2020). Jia, Guozhu ; Zhu, LI ; Chen, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303502.

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2020Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

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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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2021Does inflation targeting weaken financial stability? Assessing the role of institutional quality. (2021). Owoundi, Ferdinand ; Mbassi, Christophe Martial. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:374-398.

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2020Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles. In: Resource and Energy Economics. RePEc:eee:resene:v:60:y:2020:i:c:s0928765518302744.

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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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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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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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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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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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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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2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
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paper39
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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paper14
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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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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paper16
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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paper39
2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
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2010Financial Stability and Monetary Policy - The case of Brazil 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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paper128
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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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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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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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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article1
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.
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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.
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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.
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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).
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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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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.
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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.
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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.
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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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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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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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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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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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