DANIEL OLIVEIRA CAJUEIRO

Cited by

	All	Since 2018
Citations	6270	3003
h-index	36	27
i10-index	90	51

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Co-authors

Benjamin Miranda TabakFUNDAÇÃO GETÚLIO VARGAS, SCHOOL OF PUBLIC POLICY AND GOVERNMENTVerified email at fgv.br
Dimas Mateus FazioAssistant Professor of Finance at the National University of SingaporeVerified email at nus.edu.sg
Roberto F S AndradeUniversidade Federal da BahiaVerified email at ufba.br
Sergio Rubens Stancato de SouzaBanco Central do BrasilVerified email at bcb.gov.br
Thiago Christiano SilvaCentral Bank of Brazil & Universidade Católica de BrasíliaVerified email at bcb.gov.br
Bernardo Assuncao MelloUniversity of BrasiliaVerified email at fis.unb.br
Douglas SilveiraPostdoctoral researcher, University of Alberta - CanadaVerified email at ualberta.ca
Marcelo Menezes MoratoUniversidade Federal de Santa CatarinaVerified email at grenoble-inp.org
Julio E. Normey-RicoFull Professor, Federal University of Santa CatarinaVerified email at ufsc.br
Jose Garcia Vivas MirandaProfesor of physics, universidade federal da bahiaVerified email at ufba.br
Miguel Angel Rivera-CastroProfessor de Economia e Finanças. Unifacs -- UEFSVerified email at uefs.br
T. YoneyamaInstituto Tecnológico de AeronáuticaVerified email at ita.br
Periklis GogasDepartment of Economics, Democritus University of ThraceVerified email at econ.duth.gr
Regis Augusto ElyProfessor of Economics, Department of Economics (UFPel)Verified email at ufpel.edu.br
Ernesto Pinheiro BorgesUniversidade Federal da BahiaVerified email at ufba.br
Jose Angelo DivinoCatholic University of BrasiliaVerified email at pos.ucb.br
Marcelo A. PiresFederal University of AlagoasVerified email at cbpf.br
Karine Cristina de Oliveira PaivaEconomista, Confederação Nacional dos MunicípiosVerified email at cnm.org.br
José Santiago Fajardo BarbachanFGV-EBAPEVerified email at fgv.br
Sergio Henrique Rodrigues da SilvaCentral Bank of BrazilVerified email at bcb.gov.br

DANIEL OLIVEIRA CAJUEIRO

Professor of Economics and Finance, Universidade de Brasilia

Verified email at unb.br - Homepage

Machine Learning Finance Banking Complex Systems Optimization


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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	503	2012
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	496	2004
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	276	2011
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	272	2007
Ranking efficiency for emerging markets DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 22 (2), 349-352, 2004	264	2004
Modeling and forecasting the early evolution of the Covid-19 pandemic in Brazil SB Bastos, DO Cajueiro Scientific Reports 10 (1), 19457, 2020	225	2020
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	213	2004
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	211	2010
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	192	2009
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	151	2008
Ranking efficiency for emerging equity markets II DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 23 (2), 671-675, 2005	150	2005
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	142	2013
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	139	2007
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	138	2005
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	135	2017
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	124	2014
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	117	2011
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	111	2020
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	105	2006
Multifractality and herding behavior in the Japanese stock market DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 40 (1), 497-504, 2009	95	2009

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