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 1 1 4 44 2 2 15 157
Bank Efficiency and Default in Brazil: Causality Tests 1 1 3 109 3 3 22 228
CONCESSÃO DE CRÉDITO DURANTE E APÓS A CRISE FINANCEIRA DE 2008 NO BRASIL. HOUVE HETEROGENEIDADE NAS OPERAÇÕES DE CRÉDITO? 0 1 4 15 0 1 11 29
Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica 0 0 2 32 2 2 9 132
Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks 0 1 4 103 2 4 17 309
Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System 1 2 4 54 2 5 17 137
Economic Growth, Volatility and Their Interaction: What’s the role of finance? 0 0 3 46 1 4 11 45
Econophysics of interest rates and the role of monetary policy 0 0 0 23 0 0 2 65
Eficiência Bancária e Inadimplência: testes de Causalidade 0 0 7 62 0 2 19 174
Financial Fragility in a General Equilibrium Model: the Brazilian case 0 0 2 47 0 2 9 140
Financial Stability and Monetary Policy - The case of Brazil 0 0 2 149 2 4 16 344
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy 0 0 2 45 2 3 8 148
Forecasting the Yield Curve for Brazil 0 0 1 120 0 1 5 289
Forecasting the Yield Curve for the Euro Region 0 0 2 49 2 2 16 119
Inflation Targeting and Banking System Soundness: A Comprehensive Analysis 0 0 1 59 0 3 12 125
Inflation Targeting and Financial Stability: does the quality of institutions matter? 0 1 6 64 0 4 22 85
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning 0 0 5 73 5 6 20 105
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 25 1 5 11 211
Long-Range Dependence in Exchange Rates: the case of the European Monetary System 0 0 1 66 2 4 15 202
Long-range dependence in Interest Rates and Monetary Policy 0 0 0 21 0 0 2 45
Modeling Default Probabilities: the case of Brazil 0 0 0 74 2 2 7 142
Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia 0 0 0 25 0 0 2 203
O COMPORTAMENTOCÍCLICO DO CAPITAL DOS BANCOS BRASILEIROS 0 0 0 2 0 0 1 43
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 0 1 18 2 2 5 71
Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship 1 4 12 167 5 11 30 382
THE 2D:4D RATIO AND MYOPIC LOSS AVERSION (MLA): AN EXPERIMENTAL INVESTIGATION 0 0 1 14 0 1 8 38
Teoria de Redes Complexas e o Poder de Difusão dos Municípios 0 0 1 5 0 0 6 37
The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks 0 0 1 25 2 2 13 70
The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk 2 2 7 152 12 21 76 519
The Efficiency of Chinese Local Banks: A comparison of DEA and SFA 0 2 4 102 2 11 43 225
The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? 1 1 4 190 2 7 32 515
The role of banks in the Brazilian Interbank Market: Does bank type matter? 0 1 2 149 1 5 14 443
Volatility Estimation and Option Pricing with Fractional Brownian Motion 0 1 1 447 1 2 3 824
Total Working Papers 7 18 87 2,576 55 121 499 6,601


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 1 2 18 1 4 19 59
A note on the relevance of the q-exponential function in the context of intertemporal choices 0 0 2 9 0 0 10 57
A top–bottom price approach to understanding financial fluctuations 0 0 0 1 0 1 4 44
Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks 0 0 4 8 1 9 34 45
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility 0 1 11 96 1 2 22 298
Assessing inefficiency in euro bilateral exchange rates 0 0 0 2 0 0 3 23
Can we predict crashes? The case of the Brazilian stock market 1 1 1 19 1 1 5 63
Characterizing bid–ask prices in the Brazilian equity market 0 0 0 6 0 0 2 27
Combining term structure of interest rate forecasts: The Brazilian case 0 0 1 12 0 0 8 60
Constrained information minority game: How was the night at El Farol? 0 0 0 4 0 0 7 33
Controlling self-organized criticality in complex networks 0 0 0 1 0 0 3 14
Detecting switching points using asymmetric detrended fluctuation analysis 0 0 0 3 0 0 2 22
Directed clustering coefficient as a measure of systemic risk in complex banking networks 0 0 0 22 0 1 11 94
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange 2 2 8 99 2 3 20 295
Economic growth, volatility and their interaction: What’s the role of finance? 0 0 3 12 0 4 15 68
Enforcing social behavior in an Ising model with complex neighborhoods 0 0 0 3 0 1 2 17
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions 0 0 0 3 1 1 9 54
Financial fragility in a general equilibrium model: the Brazilian case 0 0 0 8 0 3 7 62
Financial stability and bank supervision 0 1 3 29 0 4 16 87
Fluctuation dynamics in US interest rates and the role of monetary policy 0 0 0 11 0 3 8 77
Forecasting the yield curve for the Euro region 0 0 0 17 0 0 7 66
Fractal characterization of the distribution of reactive sites over a rough catalyst surface 0 0 0 4 0 0 1 15
Inflation targeting and financial stability: Does the quality of institutions matter? 0 2 5 13 2 6 41 89
Inflation targeting: Is IT to blame for banking system instability? 0 0 3 48 0 9 42 170
Inflation, unemployment, and the time consistency of the US monetary policy 0 0 0 44 0 0 4 142
Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil 0 0 0 0 0 3 7 16
Is the expression H=1/(3-q) valid for real financial data? 0 0 0 0 0 0 1 15
LONG-RANGE DEPENDENCE IN EXCHANGE RATES: THE CASE OF THE EUROPEAN MONETARY SYSTEM 0 0 0 1 0 3 10 14
Long memory testing for Fed Funds Futures’ contracts 0 0 0 0 0 0 0 0
Long-range dependence and market structure 0 0 0 0 0 0 0 0
Long-range dependence and multifractality in the term structure of LIBOR interest rates 0 0 0 6 0 1 4 32
Mapping dynamical systems onto complex networks 0 0 0 2 0 0 2 17
Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators 0 0 0 4 0 1 5 17
Minority games, diversity, cooperativity and the concept of intelligence 0 0 0 4 0 0 1 22
Modeling default probabilities: The case of Brazil 0 0 1 46 2 4 12 172
Multifractality and herding behavior in the Japanese stock market 0 0 0 0 0 0 0 0
Network evolution based on minority game with herding behavior 0 0 0 2 0 0 1 14
O Comportamento Cíclico do Capital dos Bancos Brasileiros 0 1 1 18 0 2 5 151
Optimal Portfolio and Consumption in a Switching Diffusion Market 0 0 0 0 0 2 5 11
Optimal navigation for characterizing the role of the nodes in complex networks 0 0 1 1 2 3 8 15
Periodic market closures and the long-range dependence phenomena in the Brazilian equity market 0 0 0 2 0 0 1 18
Possible causes of long-range dependence in the Brazilian stock market 1 1 2 5 1 1 4 32
Quantifying price fluctuations in the Brazilian stock market 0 1 1 8 0 2 3 34
Systemically important banks and financial stability: The case of Latin America 0 0 7 66 4 7 29 172
TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL 0 1 1 1 1 3 10 11
Testing for long range dependence in banking equity indices 0 0 0 0 0 0 0 0
Testing for long-range dependence in the Brazilian term structure of interest rates 0 0 0 0 0 0 0 0
Testing for long-range dependence in world stock markets 0 0 0 0 0 0 0 0
Testing for predictability in equity returns for European transition markets 0 0 0 50 0 2 6 178
Testing for rational bubbles in banking indices 0 0 0 1 0 0 3 30
Testing for time-varying long-range dependence in real state equity returns 0 0 0 0 0 0 0 0
Testing for time-varying long-range dependence in volatility for emerging markets 0 0 1 4 0 1 4 24
The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation 0 0 1 7 0 4 9 25
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient 0 2 6 31 0 4 18 131
The effects of capital buffers on profitability: An empirical study 2 4 8 49 4 10 108 242
The effects of loan portfolio concentration on Brazilian banks' return and risk 1 6 15 134 2 13 52 455
The expectation hypothesis of interest rates and network theory: The case of Brazil 0 0 0 7 0 1 3 38
The long-range dependence behavior of the term structure of interest rates in Japan 0 0 0 0 0 0 2 13
The long-range dependence phenomena in asset returns: the Chinese case 0 0 0 55 0 1 3 158
The relationship between banking market competition and risk-taking: Do size and capitalization matter? 1 7 27 152 4 21 81 584
The rescaled variance statistic and the determination of the Hurst exponent 0 0 0 6 0 0 3 36
The role of banks in the Brazilian interbank market: Does bank type matter? 0 0 1 15 0 0 5 53
Time-varying long-range dependence in US interest rates 0 0 0 0 0 0 0 0
Topological properties of commodities networks 0 1 1 5 1 3 7 29
Topological properties of stock market networks: The case of Brazil 0 0 3 12 0 2 10 71
Total Journal Articles 8 32 120 1,186 30 146 724 4,811


Statistics updated 2020-09-04