DANIEL OLIVEIRA CAJUEIRO
DANIEL OLIVEIRA CAJUEIRO
Professor of Economics and Finance, Universidade de Brasilia
Verified email at unb.br - Homepage
TitleCited byYear
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
3692004
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
2532012
Ranking efficiency for emerging markets
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 22 (2), 349-352, 2004
2132004
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
1912007
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
1732004
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
1372010
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
1282009
The effects of loan portfolio concentration on Brazilian banksą return and risk
BM Tabak, DM Fazio, DO Cajueiro
Journal of Banking & Finance 35 (11), 3065-3076, 2011
1262011
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
1162008
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
1162005
Ranking efficiency for emerging equity markets II
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 23 (2), 671-675, 2005
1142005
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
1072007
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
872013
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
802006
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
772014
Testing for long-range dependence in world stock markets
DO Cajueiro, BM Tabak
Chaos, Solitons & Fractals 37 (3), 918-927, 2008
742008
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
732011
Testing for predictability in equity returns for European transition markets
DO Cajueiro, BM Tabak
Economic Systems 30 (1), 56-78, 2006
732006
The rescaled variance statistic and the determination of the Hurst exponent
DO Cajueiro, BM Tabak
Mathematics and Computers in Simulation 70 (3), 172-179, 2005
732005
Possible causes of long-range dependence in the Brazilian stock market
DO Cajueiro, BM Tabak
Physica A: Statistical Mechanics and its Applications 345 (3-4), 635-645, 2005
722005
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