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 1 45 1 1 5 166
Bank Efficiency and Default in Brazil: Causality Tests 0 0 1 112 0 0 9 244
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 0 0 3 18 0 0 4 40
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica 0 1 2 34 0 2 9 149
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 0 2 106 0 0 10 329
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 0 0 2 61 1 1 10 156
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 2 3 50 1 3 15 70
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 2 69
Eficiência Bancária e Inadimplência: testes de Causalidade 0 1 4 70 1 2 15 201
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 0 47 0 1 6 147
Financial Stability and Monetary Policy - The case of Brazil 0 0 0 150 0 2 7 359
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 0 46 0 0 2 154
Forecasting the Yield Curve for Brazil 0 0 1 121 0 0 5 296
Forecasting the Yield Curve for the Euro Region 0 0 0 50 0 0 8 131
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 0 60 3 9 44 179
Inflation Targeting and Financial Stability: does the quality of institutions matter? 0 0 0 64 0 0 7 97
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning 0 0 3 80 3 5 27 148
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 0 0 6 220
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 0 66 0 0 1 206
Long-range dependence in Interest Rates and Monetary Policy 0 0 1 23 0 0 2 50
Modeling Default Probabilities: the case of Brazil 0 0 0 74 0 1 7 153
Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia 0 0 1 26 0 0 1 205
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 0 2 1 1 2 49
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 1 1 6 79
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 0 1 6 176 0 3 20 414
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 1 15 0 0 5 47
Teoria de Redes Complexas e o Poder de Difusão dos Municípios 0 0 0 5 0 0 0 38
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 1 26 0 0 4 75
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 0 1 2 155 0 4 20 559
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 0 3 110 1 1 11 251
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 0 1 6 198 0 4 31 567
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 0 0 152 0 1 3 459
Volatility Estimation and Option Pricing with Fractional Brownian Motion 0 0 1 448 0 0 3 830
Won't Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels 0 0 3 22 1 2 21 36
Total Working Papers 0 7 47 2,678 14 44 328 7,173


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 4 22 0 2 32 113
A note on the relevance of the q-exponential function in the context of intertemporal choices 0 0 2 11 0 0 6 64
A top–bottom price approach to understanding financial fluctuations 0 0 0 1 0 2 4 48
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 0 0 0 10 0 0 5 61
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 0 0 5 106 0 0 12 321
Assessing inefficiency in euro bilateral exchange rates 0 0 0 2 0 0 1 26
Can we predict crashes? The case of the Brazilian stock market 2 3 4 24 2 3 6 72
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 0 2 29
Combining term structure of interest rate forecasts: The Brazilian case 0 0 0 12 0 0 1 63
Constrained information minority game: How was the night at El Farol? 0 0 0 4 0 0 1 34
Controlling self-organized criticality in complex networks 0 0 0 1 0 0 1 15
Detecting switching points using asymmetric detrended fluctuation analysis 0 0 0 3 0 0 4 29
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 1 3 27 0 1 8 112
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 0 1 3 106 0 2 44 357
Economic growth, volatility and their interaction: What’s the role of finance? 1 2 3 15 1 3 7 79
Enforcing social behavior in an Ising model with complex neighborhoods 0 0 0 3 0 0 4 22
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 0 1 5 0 1 7 66
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 0 0 65
Financial stability and bank supervision 1 1 2 34 2 3 14 115
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 0 2 81
Forecasting the yield curve for the Euro region 0 0 0 18 0 0 13 101
Fractal characterization of the distribution of reactive sites over a rough catalyst surface 0 0 0 4 0 0 1 17
Inflation targeting and financial stability: Does the quality of institutions matter? 0 1 3 20 2 3 16 136
Inflation targeting: Is IT to blame for banking system instability? 0 0 5 54 0 2 35 223
Inflation, unemployment, and the time consistency of the US monetary policy 0 0 0 45 0 0 5 149
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 0 2 20
Is the expression H=1/(3-q) valid for real financial data? 0 0 0 0 0 0 2 19
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM 0 0 0 1 1 1 4 23
Long memory testing for Fed Funds Futures’ contracts 0 0 0 0 0 0 1 4
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 1 2 39
Mapping dynamical systems onto complex networks 0 0 0 2 0 0 1 18
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 0 0 18
Minority games, diversity, cooperativity and the concept of intelligence 0 0 0 4 0 0 1 24
Modeling default probabilities: The case of Brazil 0 0 0 47 0 0 6 185
Multifractality and herding behavior in the Japanese stock market 1 1 2 2 1 3 6 11
Network evolution based on minority game with herding behavior 0 0 0 3 0 0 4 20
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 0 18 0 0 5 161
Optimal Portfolio and Consumption in a Switching Diffusion Market 0 0 1 1 0 0 1 13
Optimal navigation for characterizing the role of the nodes in complex networks 0 0 0 1 0 0 1 17
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market 0 0 0 2 0 0 0 21
Possible causes of long-range dependence in the Brazilian stock market 0 0 0 5 1 1 2 37
Quantifying price fluctuations in the Brazilian stock market 0 0 0 8 0 0 1 36
Systemically important banks and financial stability: The case of Latin America 1 1 6 77 2 2 17 205
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 1 1 1 2 1 1 2 14
Testing for long range dependence in banking equity indices 0 0 0 0 0 0 2 3
Testing for long-range dependence in the Brazilian term structure of interest rates 0 0 0 0 0 0 1 4
Testing for long-range dependence in world stock markets 0 0 0 0 0 0 3 6
Testing for predictability in equity returns for European transition markets 0 0 0 50 0 0 1 182
Testing for rational bubbles in banking indices 0 0 0 1 0 0 1 32
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 0 0 0 2
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 1 5 0 0 3 27
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 0 1 9 0 0 6 47
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 2 3 4 37 2 5 12 157
The effects of capital buffers on profitability: An empirical study 0 3 10 64 1 4 27 290
The effects of loan portfolio concentration on Brazilian banks' return and risk 1 3 12 159 1 8 50 533
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 0 0 1 40
The long-range dependence behavior of the term structure of interest rates in Japan 0 0 0 0 0 0 2 18
The long-range dependence phenomena in asset returns: the Chinese case 0 0 0 56 0 0 3 165
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 1 5 19 187 5 14 61 702
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 6 0 0 1 38
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 1 17 1 1 8 66
Time-varying long-range dependence in US interest rates 0 0 0 0 0 1 3 4
Topological properties of commodities networks 0 0 0 5 0 1 1 30
Topological properties of stock market networks: The case of Brazil 0 0 0 14 0 0 5 84
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 1 1 1 0 1 2 2
Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels 2 2 2 2 4 7 7 7
Total Journal Articles 13 29 96 1,355 27 73 489 5,724


Statistics updated 2022-05-04