Access Statistics for Daniel Oliveira Cajueiro

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BANK CAPITAL BUFFERS, LENDING GROWTH ANDECONOMIC CYCLE: EMPIRICAL EVIDENCE FOR BRAZIL 0 0 0 53 0 0 1 186
Bank Efficiency and Default in Brazil: Causality Tests 0 0 0 113 0 1 2 249
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 0 0 0 28 0 0 1 54
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica 1 2 3 42 3 9 23 181
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 1 111 1 1 2 340
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 0 0 0 65 0 0 2 173
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 0 1 58 1 2 7 89
Econophysics of interest rates and the role of monetary policy 0 0 1 24 0 1 3 73
Eficiência Bancária e Inadimplência: Testes de Causalidade 1 1 4 78 1 2 8 227
Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets 0 4 57 57 4 13 83 83
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 0 49 1 2 3 156
Financial Stability and Monetary Policy - The Case of Brazil 0 0 0 150 0 0 4 373
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 0 46 1 1 1 156
Forecasting the Yield Curve for Brazil 0 1 4 132 1 4 9 317
Forecasting the Yield Curve for the Euro Region 0 0 0 51 0 1 2 134
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 0 61 0 0 1 245
Inflation Targeting and Financial Stability: does the quality of institutions matter? 0 0 0 75 0 2 3 128
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning 0 0 1 87 0 0 3 201
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 0 1 1 221
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 0 69 0 0 0 212
Long-range dependence in Interest Rates and Monetary Policy 0 0 0 23 0 0 0 50
Modeling Default Probabilities: the case of Brazil 0 0 0 74 0 0 0 154
Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia 0 0 0 26 0 0 0 207
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 0 3 0 0 1 51
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 0 0 85
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 0 1 1 185 0 1 2 438
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 0 15 0 3 4 53
Teoria de Redes Complexas e o Poder de Difusão dos Municípios 0 0 0 5 0 0 0 40
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 0 26 0 1 2 82
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 0 1 162 2 4 10 588
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 0 2 119 0 0 3 271
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 0 0 4 208 0 2 12 597
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 0 0 152 0 0 0 463
Volatility Estimation and Option Pricing with Fractional Brownian Motion 0 0 0 449 0 0 2 835
Won't Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels 0 0 1 24 2 3 6 51
Total Working Papers 2 9 81 2,863 17 54 201 7,763

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks 0 0 0 29 0 1 1 130
A note on the relevance of the q-exponential function in the context of intertemporal choices 0 0 0 12 2 2 2 68
A top–bottom price approach to understanding financial fluctuations 0 0 0 1 0 0 0 57
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 0 0 0 11 0 1 1 66
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 0 0 4 114 0 1 10 344
Assessing inefficiency in euro bilateral exchange rates 0 0 0 2 0 0 0 26
Can we predict crashes? The case of the Brazilian stock market 0 0 0 27 0 0 3 88
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 1 1 30
Combining term structure of interest rate forecasts: The Brazilian case 0 0 0 12 0 0 0 64
Constrained information minority game: How was the night at El Farol? 0 0 0 4 0 1 1 36
Controlling self-organized criticality in complex networks 0 0 0 1 0 0 0 17
Detecting switching points using asymmetric detrended fluctuation analysis 0 0 0 3 0 1 1 31
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 1 29 0 1 2 116
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 0 0 1 112 0 0 1 370
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 0 16 1 3 4 89
Enforcing social behavior in an Ising model with complex neighborhoods 0 0 0 3 0 0 3 27
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 0 1 7 0 0 4 72
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 1 2 68
Financial stability and bank supervision 0 0 0 42 0 2 9 147
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 0 0 82
Forecasting the yield curve for the Euro region 0 0 0 18 0 1 3 106
Fractal characterization of the distribution of reactive sites over a rough catalyst surface 0 0 0 5 0 0 0 18
Inflation targeting and financial stability: Does the quality of institutions matter? 0 0 2 23 0 0 3 149
Inflation targeting: Is IT to blame for banking system instability? 0 0 1 60 0 1 3 260
Inflation, unemployment, and the time consistency of the US monetary policy 1 1 1 46 1 2 5 155
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 0 1 21
Is the expression H=1/(3-q) valid for real financial data? 0 0 0 0 0 0 0 19
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM 0 0 0 2 0 0 1 26
Long memory testing for Fed Funds Futures’ contracts 0 0 0 1 0 0 1 6
Long-range dependence and market structure 0 0 0 0 0 0 0 2
Long-range dependence and multifractality in the term structure of LIBOR interest rates 0 0 0 6 0 0 1 41
Mapping dynamical systems onto complex networks 0 0 0 2 0 1 1 21
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 0 0 21
Minority games, diversity, cooperativity and the concept of intelligence 0 0 0 4 0 0 0 28
Modeling default probabilities: The case of Brazil 0 0 0 50 1 1 2 192
Multifractality and herding behavior in the Japanese stock market 0 0 0 3 0 1 1 14
Network evolution based on minority game with herding behavior 0 0 0 3 0 0 1 21
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 0 0 167
Optimal Portfolio and Consumption in a Switching Diffusion Market 0 0 0 3 0 2 2 18
Optimal navigation for characterizing the role of the nodes in complex networks 0 0 0 1 0 0 0 17
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market 0 0 0 2 0 1 2 23
Possible causes of long-range dependence in the Brazilian stock market 0 0 0 5 0 1 1 39
Quantifying price fluctuations in the Brazilian stock market 0 0 0 9 0 3 4 42
Systemically important banks and financial stability: The case of Latin America 0 0 4 87 0 3 9 228
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 1 1 2 4 1 1 2 17
Testing for long range dependence in banking equity indices 0 0 0 0 0 1 2 5
Testing for long-range dependence in the Brazilian term structure of interest rates 0 0 0 0 0 0 1 5
Testing for long-range dependence in world stock markets 0 0 0 1 0 0 2 9
Testing for predictability in equity returns for European transition markets 0 0 0 52 0 1 4 189
Testing for rational bubbles in banking indices 0 0 0 2 0 0 1 35
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 0 0 2 4
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 0 6 0 0 1 29
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 0 1 10 0 0 2 50
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 1 2 2 42 1 4 9 179
The effects of capital buffers on profitability: An empirical study 0 1 3 80 1 8 16 341
The effects of loan portfolio concentration on Brazilian banks' return and risk 0 0 5 185 2 3 17 605
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 0 0 0 42
The long-range dependence behavior of the term structure of interest rates in Japan 0 0 0 0 0 0 1 19
The long-range dependence phenomena in asset returns: the Chinese case 0 0 0 56 0 0 0 166
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 0 1 6 215 0 2 20 785
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 7 0 0 2 43
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 1 18 0 0 2 70
Time-varying long-range dependence in US interest rates 0 0 0 1 1 1 1 7
Topological properties of commodities networks 0 0 0 5 0 0 0 30
Topological properties of stock market networks: The case of Brazil 0 0 0 14 0 0 0 88
What 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 0 3 3 4 0 3 3 5
Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels 0 0 2 16 4 4 15 60
Total Journal Articles 3 9 40 1,527 15 60 189 6,345

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Statistics updated 2025-05-12