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 2 53 0 1 5 186
Bank Efficiency and Default in Brazil: Causality Tests 0 0 0 113 0 0 1 247
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 2 53
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica 0 1 4 40 0 5 14 168
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 3 173
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 1 1 58 0 2 5 87
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 0 70
Eficiência Bancária e Inadimplência: Testes de Causalidade 0 1 3 76 0 2 8 223
Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets 0 36 47 47 2 20 59 59
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 1 49 0 0 3 153
Financial Stability and Monetary Policy - The Case of Brazil 0 0 0 150 0 0 4 372
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 3 130 0 1 6 311
Forecasting the Yield Curve for the Euro Region 0 0 0 51 0 0 0 132
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 1 75 0 0 5 126
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning 1 1 2 87 2 2 4 201
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 0 0 0 220
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 0 69 0 0 2 212
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 0 0 50
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 0 0 2 184 0 1 6 437
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 0 15 0 0 1 49
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 1 81
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 0 2 162 0 3 11 584
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 0 3 118 1 1 8 270
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 2 2 4 207 3 3 8 591
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 1 2 4 48
Total Working Papers 3 43 77 2,843 9 44 166 7,676

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 0 0 4 129
A note on the relevance of the q-exponential function in the context of intertemporal choices 0 0 1 12 0 0 2 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 1 4 114 0 3 13 343
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 0 6 87
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 0 0 0 35
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 0 1 30
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 1 29 0 0 1 115
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 0 0 2 112 0 0 6 370
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 0 16 0 0 3 86
Enforcing social behavior in an Ising model with complex neighborhoods 0 0 0 3 0 1 3 27
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 0 1 7 0 1 4 72
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 0 1 67
Financial stability and bank supervision 0 0 2 42 2 2 11 145
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 0 0 1 104
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? 1 1 1 22 1 1 4 148
Inflation targeting: Is IT to blame for banking system instability? 0 1 1 60 1 2 8 259
Inflation, unemployment, and the time consistency of the US monetary policy 0 0 0 45 0 1 2 152
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 0 0 20
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 1 2 0 0 1 25
Long memory testing for Fed Funds Futures’ contracts 0 0 0 1 0 0 0 5
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 1 1 2 41
Mapping dynamical systems onto complex networks 0 0 0 2 0 0 0 20
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 2 50 0 0 4 191
Multifractality and herding behavior in the Japanese stock market 0 0 1 3 0 0 1 13
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 1 167
Optimal Portfolio and Consumption in a Switching Diffusion Market 0 0 1 3 0 0 1 16
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 0 0 0 38
Quantifying price fluctuations in the Brazilian stock market 0 0 0 9 0 0 1 39
Systemically important banks and financial stability: The case of Latin America 0 1 2 85 0 1 2 221
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 0 1 1 4
Testing for long-range dependence in the Brazilian term structure of interest rates 0 0 0 0 0 1 1 5
Testing for long-range dependence in world stock markets 0 0 0 1 0 2 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 1 2 0 0 1 34
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 0 1 1 3
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 0 6 0 1 1 29
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 1 1 10 0 1 3 50
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 0 0 0 40 1 2 5 174
The effects of capital buffers on profitability: An empirical study 1 1 7 79 1 1 15 331
The effects of loan portfolio concentration on Brazilian banks' return and risk 1 3 8 185 1 7 20 601
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 1 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 0 6 211 2 6 28 778
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 7 0 1 3 43
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 1 18 0 0 1 69
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 1 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 2 3 15 55
Total Journal Articles 3 9 51 1,512 12 41 188 6,261

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2024-12-04