Daniel Oliveira Cajueiro : Citation Profile

Are you Daniel Oliveira Cajueiro?

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

17

H index

27

i10 index

1107

Citations

RESEARCH PRODUCTION:

65

Articles

33

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 65
   Journals where Daniel Oliveira Cajueiro has often published
   Relations with other researchers
   Recent citing documents: 150.    Total self citations: 33 (2.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1024
   Updated: 2020-10-17    RAS profile: 2020-08-08    
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Relations with other researchers

Works with:

Tabak, Benjamin (12)

Fazio, Dimas (7)

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 (85)

Sensoy, Ahmet (58)

Wang, Yudong (46)

Wang, Yudong (38)

Fernandez Bariviera, Aurelio (26)

Yoon, Seong-Min (26)

Krištoufek, Ladislav (25)

Silva, Thiago (25)

Ferreira, Paulo (24)

Şensoy, 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)

Backus, David (17)

Mester, Loretta (17)

Barkoulas, John (16)

Demirguc-Kunt, Asli (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
Journal of Banking & Finance4
The European Physical Journal B: Condensed Matter and Complex Systems4
Finance Research Letters2
Economia2
Economic Systems2

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

Recent works citing Daniel Oliveira Cajueiro (2020 and 2019)

YearTitle of citing document
2019A 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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2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2019). Prataviera, G A ; Barbi, A Q. In: Papers. RePEc:arx:papers:1711.06185.

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2019Emergence of Turbulent Epochs in Oil Prices. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1808.09382.

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2019Chaos and Order in the Bitcoin Market. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1809.08403.

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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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2020Hedging 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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2019Impact of US-China Trade War on the Network Topology Structure of Chinese Stock Market. (2019). Memon, Bilal Ahmed ; Lu, Yanyu ; Yao, Hongxing. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:235-250.

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2019The Effects of Inflation Targeting for Financial Development. (2019). Dunbar, Geoffrey ; Li, Amy. In: Staff Analytical Notes. RePEc:bca:bocsan:19-21.

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2019The Finance-Growth Nexus: the role of banks. (2019). Tabak, Benjamin ; Silva, Thiago ; Laiz, Marcela Tetzner. In: Working Papers Series. RePEc:bcb:wpaper:506.

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2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

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2019Exploring short‐ and long‐run links from bank competition to risk. (2019). Karim, Dilruba ; Davis, Philip E. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:462-488.

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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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2019Non-performing loans in the euro area: does market power matter?. (2019). Louri, Helen ; Karadima, Maria. In: Working Papers. RePEc:bog:wpaper:271.

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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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2019Another Look at “Bank Competition and Financial Stability: Much Ado about Nothing?”. (2019). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:19/08.

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2019Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data. (2019). Tamayo, Cesar ; Gomez-Gonzalez, Jose ; Valencia, Oscar M. In: Documentos de Trabajo CIEF. RePEc:col:000122:017404.

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2019Some borrowers are more equal than others: bank funding shocks and credit reallocation. (2019). Schepens, Glenn ; Ongena, Steven ; Mulier, Klaas ; Dewachter, Hans ; De Jonghe, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20192230.

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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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2019Emergence of turbulent epochs in oil prices. (2019). Solna, Knut ; Garnier, Josselin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:122:y:2019:i:c:p:281-292.

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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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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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2019The cost of being safer in banking: Market power loss. (2019). Vo, Hong ; Le, Minh ; Cai, Khoa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:116-130.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019Distance and beyond: What drives financial flows to emerging economies?. (2019). Cutrini, Eleonora ; cavallaro, eleonora. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:533-550.

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2019Re-exploring the nexus between monetary policy and banks risk-taking. (2019). Ngambou, Melchisedek Joslem. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:294-307.

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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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2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; deMendona, Helder Ferreira ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:121-132.

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2019Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2019Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473.

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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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2019Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks. (2019). Hanifa, Abu ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:310-325.

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2019Market power and risk-taking of banks: Some semiparametric evidence from emerging economies. (2019). Jeon, Bang ; Chen, Minghua ; Guo, Mengmeng ; Wu, JI. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119303905.

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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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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Long run analysis of crude oil portfolios. (2019). Cerqueti, Roy ; Fanelli, Viviana ; Rotundo, Giulia. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:183-205.

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2019Are the crude oil markets really becoming more efficient over time? Some new evidence. (2019). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:253-263.

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2019Option prices and implied volatility in the crude oil market. (2019). Lorentzen, Sindre ; Soini, Vesa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:515-539.

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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184.

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2019Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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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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2019Long-term forecast of energy commodities price using machine learning. (2019). Constantino, Michel ; Herrera, Gabriel Paes ; Naranpanawa, Athula ; Su, Jen-Je ; Pistori, Hemerson ; Tabak, Benjamin Miranda. In: Energy. RePEc:eee:energy:v:179:y:2019:i:c:p:214-221.

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2019Credit expansion in a monetary policy game: Implications of the valuation haircut framework. (2019). Tsintzos, Panagiotis ; Spyromitros, Eleftherios. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:125-129.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

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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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2019Central banks’ preferences and banking sector vulnerability. (2019). Lucotte, Yannick ; Pradines-Jobet, F ; Levieuge, G. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:110-131.

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2019Does financial inclusion mitigate credit boom-bust cycles?. (2019). Winkler, Adalbert ; Lopez, Tania. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:116-129.

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2019Financial connectivity and excessive liquidity: Benefit or risk?. (2019). Onder, Zeynep ; Demir, Muge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:203-221.

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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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2019Drivers of solvency risk – Are microfinance institutions different?. (2019). Winkler, Adalbert ; Schulte, Markus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:403-426.

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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 ; Staikouras, Christos ; Galariotis, Emilios. In: Journal of Business Research. RePEc:eee:jbrese:v:118:y:2020:i:c:p:98-116.

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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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2019The importance of principal components in studying mineral prices using vector autoregressive models: Evidence from the Brazilian economy. (2019). Souza, Francisca Mendona ; de Souza, Claudia Aline ; da Silva, Wesley Vieira ; da Veiga, Claudimar Pereira. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:9-21.

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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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2019Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition. (2019). Lau, Chi Keung ; Fang, Jianchun ; Zhang, Hua ; Tan, Yong ; Lu, Zhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:290-309.

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2019Are market views on banking industry useful for forecasting economic growth?. (2019). Zhao, LU ; Ye, Xiaoxia ; Lai, Van Son. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301719.

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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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2019Stylised facts for high frequency cryptocurrency data. (2019). Zhang, Yuanyuan ; Nadarajah, Saralees ; Chu, Jeffrey ; Chan, Stephen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:598-612.

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2019Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar. (2019). Albuquerque, Cristiane Rocha ; Stosic, Tatijana ; de Melo, Gabriel Rivas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:687-693.

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2019Preferences over sequences of payments: A new validation of the q-exponential discounting. (2019). Rambaud, Salvador Cruz ; de los Angeles, Maria ; Pascual, Joaquin Lopez . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:332-345.

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2019The stability of Chinese stock network and its mechanism. (2019). Zhang, Weiping ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:748-761.

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2019Information flow between Ibovespa and constituent companies. (2019). Jale, Jader S ; Stoi, Borko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:233-239.

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2019Similarities between stock price correlation networks and co-main product networks: Threshold scenarios. (2019). Wang, Yanli ; Liu, Nairong ; Guan, Jianhe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:66-77.

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2019Assessing the relationship between dependence and volume in stock markets: A dynamic analysis. (2019). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:90-97.

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2019The high frequency multifractal properties of Bitcoin. (2019). Lahmiri, Salim ; Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Uddin, Gazi Salah. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:62-71.

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2019The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA. (2019). Fan, Limin ; Zhang, Manqian ; Bao, Junjie ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:522:y:2019:i:c:p:122-134.

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2019Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information. (2019). Han, Dong ; Khoojine, Arash Sioofy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1091-1109.

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2019Network topology of FTSE 100 Index companies: From the perspective of Brexit. (2019). Memon, Bilal Ahmed ; Yao, Hongxing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1248-1262.

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2019Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2019). Prataviera, G A ; Barbi, A Q. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:876-885.

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2019Complexity analysis of Brazilian agriculture and energy market. (2019). Stosic, Tatijana ; Rodriguez, Juan C ; Albarracin, Eva Susana. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:933-941.

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2019Chaos and order in the bitcoin market. (2019). Solna, Knut ; Garnier, Josselin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:708-721.

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2019Liquidity and realized range-based volatility forecasting: Evidence from China. (2019). Ma, Feng ; Huang, Dengshi ; Xu, Yanyan ; Qiao, Gaoxiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1102-1113.

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2019Multifractal characterization of Brazilian market sectors. (2019). , Paulo ; Stosic, Darko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:956-964.

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2019Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards. (2019). Fang, Weining ; Hou, Yongbo ; Kostenko, R ; Lv, Changchun ; Mahmood, R ; Kanetidis, Michael ; Zheng, Liancun ; Hu, Beibei ; Huang, Jianbai ; Zubair, Tamour ; Xie, Chuan-Zhi ; Chen, Guang ; Nguyen, Truong Khang ; Cai, Weihong ; Ahmad, Behzad Ali ; Song, Lin ; Unar, Salahuddin ; Triantis, D ; Qiu, Hanzhao ; Ju, Tingting ; Antoniou, Ioannis ; DUAN, Dongli ; Tang, Daisheng ; Wu, Junjie ; Liu, Chunyan ; Shen, Xinyi ; Usman, Muhammad ; Tlili, I ; Rani, Priya ; Feng, Wenxing ; Wang, Xingyuan ; Vallianatos, F ; Zhao, Yue ; Dai, Lingfei ; Varsakelis, Nikos ; Si, Shubin ; Khorrami, Mohammad ; Zhang, Shuang ; Hamid, Muhammad ; Basu, Banasri ; b
2019Persistence in firm’s asset and equity volatility. (2019). Lovreta, Lidija ; Gonzalez-Pla, Francisco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931310x.

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2019Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies. (2019). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313627.

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2019Parameter identification for mixed fractional Brownian motions with the drift parameter. (2019). Wu, Xiang ; Xiao, Weilin ; Cheng, Xuwen ; Cai, Chunhao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305783.

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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, Andres ; 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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2019An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets. (2019). Tiwari, Aviral Kumar ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:168-177.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2019Are MENA banks’ capital buffers countercyclical? Evidence from the Islamic and conventional banking systems. (2019). Ftiti, Zied ; ben Ayed, Wassim ; Ben Maatoug, Abderrazek . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:109-118.

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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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2019Bank regulation and efficiency: Evidence from transition countries. (2019). Piesse, Jenifer ; Djalilov, Khurshid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:308-322.

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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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This paper has another 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]		paper8
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.
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This paper has another 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
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]		paper2
2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2006Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper36
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 another version. Agregated cites: 36		article
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System In: Working Papers Series.
[Full Text][Citation analysis]		paper12
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 another version. Agregated cites: 12		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]		paper16
2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk In: Working Papers Series.
[Full Text][Citation analysis]		paper35
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 another version. Agregated cites: 35		article
2010Financial Stability and Monetary Policy - The case of Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper10
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]		paper3
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
[Full Text][Citation analysis]		paper5
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 another 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]		paper19
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 another version. Agregated cites: 19		article
2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper111
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 another version. Agregated cites: 111		article
2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao 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]		paper0
2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
[Full Text][Citation analysis]		paper1
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 another version. Agregated cites: 1		article
2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper10
2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
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This paper has another version. Agregated cites: 2		article
2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2005Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article5
2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2008Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2008Testing for long-range dependence in world stock markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2008Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
[Full Text][Citation analysis]		article34
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]		article118
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]		article60
2016Financial stability and bank supervision In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article5
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]		article128
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]		article65
2005Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2005Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article51
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]		article27
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]		article21
2006Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2006Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
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]		article54
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]		article4
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]		article18
2009Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2010Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article39
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]		article0
2011Enforcing social behavior in an Ising model with complex neighborhoods In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2012Detecting switching points using asymmetric detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
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]		article10
2011Inflation, unemployment, and the time consistency of the US monetary policy In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article2
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]		paper0
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]		article20
2010Network evolution based on minority game with herding behavior In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article2
2010Controlling self-organized criticality in complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article0
2006The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters.
[Full Text][Citation analysis]		article14
2009TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article1

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