Daniel Oliveira Cajueiro : Citation Profile

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

26

H index

38

i10 index

1875

Citations

RESEARCH PRODUCTION:

67

Articles

35

Papers

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 81
   Journals where Daniel Oliveira Cajueiro has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 33 (1.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1024
   Updated: 2025-04-19    RAS profile: 2022-12-18    
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Relations with other researchers

Works with:

Silveira, Douglas (3)

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 (124)

Sensoy, Ahmet (71)

Ferreira, Paulo (52)

Wang, Yudong (50)

Fernandez Bariviera, Aurelio (42)

Wang, Yudong (42)

Silva, Thiago (39)

Yoon, Seong-Min (34)

Åžensoy, Ahmet (29)

Krištoufek, Ladislav (29)

Sarmiento, Miguel (17)

Cites to:

Tabak, Benjamin (108)

Levine, Ross (57)

Berger, Allen (50)

Barth, James (30)

Caprio, Gerard (28)

Mester, Loretta (27)

Shleifer, Andrei (23)

Lo, Andrew (21)

HASAN, IFTEKHAR (19)

Demirguc-Kunt, Asli (17)

Mantegna, Rosario (16)

Main data

Production by document typearticlepaper20012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 26Most cited documents123456789101112131415161718192021222324252627280100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daniel Oliveira Cajueiro has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications27
Chaos, Solitons & Fractals8
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Banking & Finance4
International Journal of Modern Physics C (IJMPC)2
Energy Economics2
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
Papers / arXiv.org2
Discussion Papers / Instituto de Pesquisa Econ�mica Aplicada - IPEA2

Recent works citing Daniel Oliveira Cajueiro (2025 and 2024)

Year  ↓Title of citing document  ↓
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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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; 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). Simoens, Mathieu ; Tamburrini, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20253041.

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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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2024Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. 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). Scozzari, Andrea ; Ricca, Federica. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:700-717.

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2024Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. 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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2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. 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). Sun, Haibo ; Men, Wenjiao ; He, Shuguang ; Liu, Zhonglu. 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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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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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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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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2024Pay for prudence. (2024). Morris, Arthur ; Gopalan, Yadav ; Donovan, John ; Arif, Salman. 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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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). Li, Mengxuan ; Wang, Ting ; Hou, Shuting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000635.

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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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2024Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach. (2024). Perez-Rodriguez, Jorge V ; Cortes-Garcia, Salvador J. 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, Barnabe ; 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 ; Dergiades, Theologos ; Milas, Costas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030.

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

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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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2024.

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

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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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2025Country-wide protests and financial stability. (2025). Ozili, Peterson K. 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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2025The expert’s edge? Bank lending specialization and informational advantages for credit risk assessment. (2025). Simoens, Mathieu ; Tamburrini, Fabio. 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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2024Alternative data in finance and business: emerging applications and theory analysis (review). (2024). Xu, Ying ; Liu, LU ; Sun, Yunchuan ; Abraham, Ajith ; Jiang, Jie ; Hu, Haifeng ; Shi, Yufeng ; Zeng, Xiaoping. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00652-0.

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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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Works by Daniel Oliveira Cajueiro:

Year  ↓Title  ↓Type  ↓Cited  ↓
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].
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This paper has nother version. Agregated cites: 0		paper
2010O Comportamento Cíclico do Capital dos Bancos Brasileiros.(2010) In: Working Papers Series.
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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
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.
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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]		paper67
2008The role of banks in the Brazilian interbank market: Does bank type matter?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 67		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).
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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.
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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]		paper66
2011The effects of loan portfolio concentration on Brazilian banks return and risk.(2011) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 66		article
2010Financial Stability and Monetary Policy - The Case of Brazil. In: Working Papers Series.
[Full Text][Citation analysis]		paper22
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.
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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.
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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.
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2012Forecasting the yield curve for the Euro region.(2012) In: Economics Letters.
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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.
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2014Directed clustering coefficient as a measure of systemic risk in complex banking networks.(2014) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 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]		paper193
2012The relationship between banking market competition and risk-taking: Do size and capitalization matter?.(2012) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 193		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.
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2014Inflation Targeting and Banking System Soundness: A Comprehensive Analysis In: Working Papers Series.
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2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks In: Working Papers Series.
[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.
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This paper has nother version. Agregated cites: 2		article
2018Inflation Targeting and Financial Stability: does the quality of institutions matter? In: Working Papers Series.
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2018Inflation targeting and financial stability: Does the quality of institutions matter?.(2018) In: Economic Modelling.
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2018Economic Growth, Volatility and Their Interaction: What’s the role of finance? In: Working Papers Series.
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2017Economic growth, volatility and their interaction: What’s the role of finance?.(2017) In: Economic Systems.
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This paper has nother version. Agregated cites: 5		article
2008Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators In: Brazilian Review of Finance.
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2021Wont Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels In: CESifo Working Paper Series.
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2022Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels.(2022) In: Energy Economics.
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2017The effects of capital buffers on profitability: An empirical study In: Economics Bulletin.
[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
2006Testing for predictability in equity returns for European transition markets In: Economic Systems.
[Full Text][Citation analysis]		article46
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]		article156
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
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2016Financial stability and bank supervision In: Finance Research Letters.
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2013Systemically important banks and financial stability: The case of Latin America In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article39
2015Inflation targeting: Is IT to blame for banking system instability? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2005The rescaled variance statistic and the determination of the Hurst exponent In: Mathematics and Computers in Simulation (MATCOM).
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2001Fractal characterization of the distribution of reactive sites over a rough catalyst surface In: Physica A: Statistical Mechanics and its Applications.
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2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article187
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]		article90
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.
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2005Periodic market closures and the long-range dependence phenomena in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
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2006A note on the relevance of the q-exponential function in the context of intertemporal choices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article29
2006Testing for rational bubbles in banking indices In: Physica A: Statistical Mechanics and its Applications.
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2006Assessing inefficiency in euro bilateral exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2007Is the expression H=1/(3-q) valid for real financial data? In: Physica A: Statistical Mechanics and its Applications.
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2007Long-range dependence and multifractality in the term structure of LIBOR interest rates In: Physica A: Statistical Mechanics and its Applications.
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2007Characterizing bid–ask prices in the Brazilian equity market In: Physica A: Statistical Mechanics and its Applications.
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2008Minority games, diversity, cooperativity and the concept of intelligence In: Physica A: Statistical Mechanics and its Applications.
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2009Quantifying price fluctuations in the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2009The expectation hypothesis of interest rates and network theory: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
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2009Can we predict crashes? The case of the Brazilian stock market In: Physica A: Statistical Mechanics and its Applications.
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2010Topological properties of stock market networks: The case of Brazil In: Physica A: Statistical Mechanics and its Applications.
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2010Constrained information minority game: How was the night at El Farol? In: Physica A: Statistical Mechanics and its Applications.
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2012Detecting switching points using asymmetric detrended fluctuation analysis In: Physica A: Statistical Mechanics and its Applications.
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2012A top–bottom price approach to understanding financial fluctuations In: Physica A: Statistical Mechanics and its Applications.
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2011Inflation, unemployment, and the time consistency of the US monetary policy In: Structural Change and Economic Dynamics.
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2003Volatility Estimation and Option Pricing with Fractional Brownian Motion In: Finance Lab Working Papers.
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2007Mapping dynamical systems onto complex networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL In: International Journal of Modern Physics C (IJMPC).
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