Daniel Oliveira Cajueiro : Citation Profile

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

26

H index

39

i10 index

1924

Citations

RESEARCH PRODUCTION:

77

Articles

37

Papers

RESEARCH ACTIVITY:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1024
   Updated: 2025-11-22    RAS profile: 2025-09-20    
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Relations with other researchers

Works with:

Silveira, Douglas (7)

Brown, David (2)

Ely, Regis (2)

Resende, Marcelo (2)

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

Is cited by:

Tabak, Benjamin (125)

Sensoy, Ahmet (71)

Ferreira, Paulo (54)

Wang, Yudong (50)

Wang, Yudong (42)

Fernandez Bariviera, Aurelio (42)

Silva, Thiago (40)

Yoon, Seong-Min (34)

Krištoufek, Ladislav (30)

Åžensoy, Ahmet (29)

Sarmiento, Miguel (17)

Cites to:

Tabak, Benjamin (114)

Levine, Ross (57)

Berger, Allen (50)

Barth, James (30)

Caprio, Gerard (28)

Mester, Loretta (27)

Shleifer, Andrei (23)

Lo, Andrew (21)

Mantegna, Rosario (20)

HASAN, IFTEKHAR (19)

Iori, Giulia (18)

Main data

Where Daniel Oliveira Cajueiro has published?

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

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

Recent works citing Daniel Oliveira Cajueiro (2025 and 2024)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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Works by Daniel Oliveira Cajueiro:

YearTitleTypeCited
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros In: Economia.
[Full Text][Citation analysis]		article0
2011O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS.(2011) In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Combining term structure of interest rate forecasts: The Brazilian case In: Economia.
[Full Text][Citation analysis]		article2
2011BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper32
2016THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper2
2015The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation.(2015) In: Journal of Behavioral and Experimental Finance.
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This paper has nother version. Agregated cites: 2		article
2018CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2024Why you should also use OLS estimation of tail exponents In: Papers.
[Full Text][Citation analysis]		paper0
2006Long-range dependence in Interest Rates and Monetary Policy In: Papers.
[Full Text][Citation analysis]		paper0
2006Econophysics of interest rates and the role of monetary policy In: Papers.
[Full Text][Citation analysis]		paper3
2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil In: Working Papers Series.
[Full Text][Citation analysis]		paper13
2006Investigação da Memória de Longo Prazo na Taxa de Cmbio no Brasil.(2006) In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2007The role of banks in the Brazilian Interbank Market: Does bank type matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper66
2008The role of banks in the Brazilian interbank market: Does bank type matter?.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		article
2007Long-Range Dependence in Exchange Rates: the case of the European Monetary System. In: Working Papers Series.
[Full Text][Citation analysis]		paper27
2008LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM.(2008) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2009Forecasting the Yield Curve for Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2010Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy. In: Working Papers Series.
[Full Text][Citation analysis]		paper17
2010Fluctuation dynamics in US interest rates and the role of monetary policy.(2010) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2010The Effects of Loan Portfolio Concentration on Brazilian Banks Return and Risk. In: Working Papers Series.
[Full Text][Citation analysis]		paper71
2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		article
2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper25
2010Eficiência Bancária e Inadimplência: Testes de Causalidade In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2010Financial Fragility in a General Equilibrium Model: the Brazilian case In: Working Papers Series.
[Full Text][Citation analysis]		paper5
2013Financial fragility in a general equilibrium model: the Brazilian case.(2013) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2011Modeling Default Probabilities: the case of Brazil In: Working Papers Series.
[Full Text][Citation analysis]		paper7
2011Modeling default probabilities: The case of Brazil.(2011) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2011Forecasting the Yield Curve for the Euro Region In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks In: Working Papers Series.
[Full Text][Citation analysis]		paper55
2014Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2011Bank Efficiency and Default in Brazil: Causality Tests In: Working Papers Series.
[Full Text][Citation analysis]		paper15
2011The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper200
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		article
2012Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
[Full Text][Citation analysis]		paper1
2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
[Full Text][Citation analysis]		paper2
2018Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
[Full Text][Citation analysis]		paper33
2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
[Full Text][Citation analysis]		paper6
2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2024Measuring Inequality Using Electronic Payment Data In: Working Papers Series.
[Full Text][Citation analysis]		paper0
2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article0
2021Wont Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2022Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels.(2022) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2023Optimal rewiring in adaptive networks in multi-coupled vaccination, epidemic and opinion dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2005Testing for long range dependence in banking equity indices In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2007Long-range dependence and market structure In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article13
2007Time-varying long-range dependence in US interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article18
2008Long memory testing for Fed Funds Futures’ contracts In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2008Testing for long-range dependence in world stock markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article33
2008Testing for time-varying long-range dependence in real state equity returns In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article28
2009Multifractality and herding behavior in the Japanese stock market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article30
2009Testing for long-range dependence in the Brazilian term structure of interest rates In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article29
2022The impacts of interest rates on banks’ loan portfolio risk-taking In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2023How politics can influence the allocation of social program benefits: A case study of the Brazilian poverty reduction program Bolsa Família In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article0
2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
[Full Text][Citation analysis]		article46
2025The words that lead to uncertainty: A measure based on word embeddings In: Economic Systems.
[Full Text][Citation analysis]		article0
2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article0
2024Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2007Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility In: Energy Economics.
[Full Text][Citation analysis]		article158
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article97
2016Financial stability and bank supervision In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2023Who are you? Cartel detection using unlabeled data In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article6
2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article8
2001Fractal characterization of the distribution of reactive sites over a rough catalyst surface In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article188
2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article92
2005Possible causes of long-range dependence in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article26
2005Testing for time-varying long-range dependence in volatility for emerging markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article64
2005The long-range dependence behavior of the term structure of interest rates in Japan In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article31
2005Periodic market closures and the long-range dependence phenomena in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2006A note on the relevance of the q-exponential function in the context of intertemporal choices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article29
2006Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2006Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2007Is the expression H=1/(3-q) valid for real financial data? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article70
2007Characterizing bid–ask prices in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2008Minority games, diversity, cooperativity and the concept of intelligence In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2009Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2009The expectation hypothesis of interest rates and network theory: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article21
2009Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2010Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article69
2010Constrained information minority game: How was the night at El Farol? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2010Optimal navigation for characterizing the role of the nodes in complex networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2011Enforcing social behavior in an Ising model with complex neighborhoods In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2012Detecting switching points using asymmetric detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2012A top–bottom price approach to understanding financial fluctuations In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2017A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article31
2022Impact of memory and bias in kinetic exchange opinion models on random networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2011Inflation, unemployment, and the time consistency of the US monetary policy In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article3
2024Stock Price Reaction to Environmental, Social, and Governance News: Evidence from Brazil and Financial Materiality In: Sustainability.
[Full Text][Citation analysis]		article2
2025Digital Twins and Network Resilience in the EU ETS: Analysing Structural Shifts in Carbon Trading In: Sustainability.
[Full Text][Citation analysis]		article0
2003Volatility Estimation and Option Pricing with Fractional Brownian Motion In: Finance Lab Working Papers.
[Full Text][Citation analysis]		paper2
2005Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Teoria de Redes Complexas e o Poder de Difusão dos Municípios In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2004Optimal Portfolio and Consumption in a Switching Diffusion Market In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article2
2007Mapping dynamical systems onto complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article0
2010Topological properties of commodities networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article29
2010Network evolution based on minority game with herding behavior In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article3
2010Controlling self-organized criticality in complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article1
2006The long-range dependence phenomena in asset returns: the Chinese case In: Applied Economics Letters.
[Full Text][Citation analysis]		article15
2024Interactions between monetary and macroprudential policies In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2009TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article5
2021What is the potential for a second peak in the evolution of SARS-CoV-2 in emerging and developing economies? Insights from a SIRASD model considering the informal economy In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article0

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