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DANIEL OLIVEIRA CAJUEIRO
DANIEL OLIVEIRA CAJUEIRO
Professor of Economics and Finance, Universidade de Brasilia
E-mail confirmado em unb.br - Página inicial
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The relationship between banking market competition and risk-taking: Do size and capitalization matter?
BM Tabak, DM Fazio, DO Cajueiro
Journal of Banking & Finance 36 (12), 3366-3381, 2012
5662012
The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
DO Cajueiro, BM Tabak
Physica A: statistical mechanics and its applications 336 (3-4), 521-537, 2004
5332004
The effects of loan portfolio concentration on Brazilian banks’ return and risk
BM Tabak, DM Fazio, DO Cajueiro
Journal of Banking & Finance 35 (11), 3065-3076, 2011
3342011
Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility
BM Tabak, DO Cajueiro
Energy Economics 29 (1), 28-36, 2007
2782007
Ranking efficiency for emerging markets
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 22 (2), 349-352, 2004
2722004
Modeling and forecasting the early evolution of the Covid-19 pandemic in Brazil
SB Bastos, DO Cajueiro
Scientific Reports 10 (1), 19457, 2020
2492020
Topological properties of stock market networks: The case of Brazil
BM Tabak, TR Serra, DO Cajueiro
Physica A: Statistical Mechanics and its Applications 389 (16), 3240-3249, 2010
2252010
Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 342 (3-4), 656-664, 2004
2232004
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
DO Cajueiro, P Gogas, BM Tabak
International Review of Financial Analysis 18 (1-2), 50-57, 2009
2102009
Ranking efficiency for emerging equity markets II
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 23 (2), 671-675, 2005
1642005
The role of banks in the Brazilian interbank market: does bank type matter?
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 387 (27), 6825-6836, 2008
1562008
Systemically important banks and financial stability: The case of Latin America
BM Tabak, DM Fazio, DO Cajueiro
Journal of Banking & Finance 37 (10), 3855-3866, 2013
1542013
A comparison of DEA and SFA using micro-and macro-level perspectives: Efficiency of Chinese local banks
TC Silva, BM Tabak, DO Cajueiro, MVB Dias
Physica A: Statistical Mechanics and its Applications 469, 216-223, 2017
1532017
Long-range dependence and multifractality in the term structure of LIBOR interest rates
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and Its Applications 373, 603-614, 2007
1462007
Testing for time-varying long-range dependence in volatility for emerging markets
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 346 (3-4), 577-588, 2005
1402005
An optimal predictive control strategy for COVID-19 (SARS-CoV-2) social distancing policies in Brazil
MM Morato, SB Bastos, DO Cajueiro, JE Normey-Rico
Annual reviews in control 50, 417-431, 2020
1302020
Directed clustering coefficient as a measure of systemic risk in complex banking networks
BM Tabak, M Takami, JMC Rocha, DO Cajueiro, SRS Souza
Physica A: Statistical Mechanics and its Applications 394, 211-216, 2014
1302014
Bank capital buffers, lending growth and economic cycle: empirical evidence for Brazil
BM Tabak, AC Noronha, D Cajueiro
2nd BIS CCA Conference on “Monetary policy, financial stability and the …, 2011
1172011
A note on the relevance of the q-exponential function in the context of intertemporal choices
DO Cajueiro
Physica A: Statistical Mechanics and Its Applications 364, 385-388, 2006
1112006
Multifractality and herding behavior in the Japanese stock market
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 40 (1), 497-504, 2009
1032009
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Artigos 1–20