Access Statistics for Daniel Oliveira Cajueiro

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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 1 2 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 1 1 54
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica 0 0 3 40 2 6 19 174
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 1 111 0 0 1 339
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 0 0 5 87
Econophysics of interest rates and the role of monetary policy 0 1 1 24 1 3 3 73
Eficiência Bancária e Inadimplência: Testes de Causalidade 0 1 3 77 1 3 7 226
Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets 3 9 56 56 6 17 76 76
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 0 49 1 2 3 155
Financial Stability and Monetary Policy - The Case of Brazil 0 0 0 150 0 1 4 373
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 0 46 0 0 0 155
Forecasting the Yield Curve for Brazil 0 1 3 131 0 2 6 313
Forecasting the Yield Curve for the Euro Region 0 0 0 51 1 2 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 2 2 4 128
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning 0 0 2 87 0 0 4 201
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 1 1 1 221
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 0 69 0 0 1 212
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 1 154
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 1 1 51
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 0 1 85
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 1 1 1 185 1 1 2 438
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 0 15 3 4 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 1 1 2 82
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 0 1 162 1 1 9 585
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 1 3 119 0 1 5 271
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 0 1 5 208 0 4 12 595
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 0 0 4 48
Total Working Papers 4 15 81 2,858 22 55 186 7,731

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 2 29 1 1 3 130
A note on the relevance of the q-exponential function in the context of intertemporal choices 0 0 0 12 0 0 1 66
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 0 0 65
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 1 1 12 344
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 1 27 0 1 6 88
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 0 0 29
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 1 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 1 1 1 31
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 1 29 1 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 0 0 1 86
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 1 1 2 68
Financial stability and bank supervision 0 0 0 42 0 0 8 145
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 1 2 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 1 2 23 0 1 3 149
Inflation targeting: Is IT to blame for banking system instability? 0 0 1 60 1 1 4 260
Inflation, unemployment, and the time consistency of the US monetary policy 0 0 0 45 0 1 3 153
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 1 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 1 1 26
Long memory testing for Fed Funds Futures’ contracts 0 0 0 1 0 1 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 1 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 0 0 1 191
Multifractality and herding behavior in the Japanese stock market 0 0 0 3 1 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 2 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 0 1 22
Possible causes of long-range dependence in the Brazilian stock market 0 0 0 5 1 1 1 39
Quantifying price fluctuations in the Brazilian stock market 0 0 0 9 2 2 3 41
Systemically important banks and financial stability: The case of Latin America 0 2 4 87 3 7 9 228
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 0 0 1 3 0 0 1 16
Testing for long range dependence in banking equity indices 0 0 0 0 1 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 0 3 188
Testing for rational bubbles in banking indices 0 0 0 2 0 1 1 35
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 0 1 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 0 0 0 40 2 3 7 177
The effects of capital buffers on profitability: An empirical study 0 0 3 79 4 6 14 337
The effects of loan portfolio concentration on Brazilian banks' return and risk 0 0 6 185 1 2 19 603
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 3 5 214 0 5 26 783
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 1 2 70
Time-varying long-range dependence in US interest rates 0 0 0 1 0 0 0 6
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 0 0 1 0 0 0 2
Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels 0 0 3 16 0 1 14 56
Total Journal Articles 0 6 37 1,518 26 50 182 6,311

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Statistics updated 2025-03-03