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Daniel Oliveira Cajueiro

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Personal Details

First Name:Daniel
Middle Name:Oliveira
Last Name:Cajueiro
Suffix:
RePEc Short-ID:pca1024
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/danielocajueiro/home
Postal Address:
Phone:
Location: Brasília, Brazil
Homepage: http://www.unb.br/face/
Email:
Phone: 61-3307-2348
Fax: 61-3273-1105
Postal: Campus Darcy Ribeiro - Prédio da FACE - Asa Norte - CEP: 70910-900 - Brasília - DF
Handle: RePEc:edi:feunbbr (more details at EDIRC)
Location: Brasília, Brazil
Homepage: http://www.unb.br/face/eco
Email:
Phone: (61) 307-2498
Fax: (61) 340-2311
Postal: Campus Universitário Darcy Ribeiro ICC Norte, CEP: 70910-900 Brasília - DF
Handle: RePEc:edi:deunbbr (more details at EDIRC)
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  1. Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias, 2014. "The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks," Working Papers Series 350, Central Bank of Brazil, Research Department.
  2. Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Marina V. B. Dias, 2014. "The Efficiency of Chinese Local Banks: A comparison of DEA and SFA," Working Papers Series 346, Central Bank of Brazil, Research Department.
  3. Dimas M. Fazio & Benjamin M. Tabak & Daniel O. Cajueiro, 2014. "Inflation Targeting and Banking System Soundness: A Comprehensive Analysis," Working Papers Series 347, Central Bank of Brazil, Research Department.
  4. Benjamin Miranda Tabak & Denise Leyi Li & João V. L. de Vasconcelos & Daniel O. Cajueiro, 2013. "Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System," Working Papers Series 333, Central Bank of Brazil, Research Department.
  5. Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro, 2012. "Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regress˜ao quantílica," Working Papers Series 272, Central Bank of Brazil, Research Department.
  6. Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro, 2011. "Bank Efficiency and Default in Brazil: Causality Tests," Working Papers Series 253, Central Bank of Brazil, Research Department.
  7. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter?," Working Papers Series 261, Central Bank of Brazil, Research Department.
  8. Benjamin M. Tabak & Marcelo Yoshio Takami & J. M. C. Rocha & Daniel O. Cajueiro, 2011. "Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks," Working Papers Series 249, Central Bank of Brazil, Research Department.
  9. Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice, 2011. "Modeling Default Probabilities: the case of Brazil," Working Papers Series 232, Central Bank of Brazil, Research Department.
  10. Benjamin Miranda Tabak & Renata A. Ferreira & Daniel O. Cajueiro, 2011. "O Comportamentocíclico Do Capital Dos Bancos Brasileiros," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 46, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  11. Ana Clara Bueno Teixeira Feitosa Noronha & Daniel Oliveira Cajueiro & Benjamin Miranda Tabak, 2011. "Bank Capital Buffers, Lending Growth Andeconomic Cycle: Empirical Evidence For Brazil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 035, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  12. Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci, 2011. "Forecasting the Yield Curve for the Euro Region," Working Papers Series 247, Central Bank of Brazil, Research Department.
  13. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship," Working Papers Series 244, Central Bank of Brazil, Research Department.
  14. Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro, 2010. "Financial Stability and Monetary Policy - The case of Brazil," Working Papers Series 217, Central Bank of Brazil, Research Department.
  15. Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro, 2010. "Eficiência Bancária e Inadimplência: testes de Causalidade," Working Papers Series 220, Central Bank of Brazil, Research Department.
  16. Daniel Oliveira Cajueiro & Benjamin M. Tabak, 2010. "Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy," Working Papers Series 206, Central Bank of Brazil, Research Department.
  17. Bernardo Assunção Mello & Daniel Oliveira Cajueiro & Luiz Henrique Batistuta Gomide & Roberta Vieira & Rogério Boueri, 2010. "Teoria de Redes Complexas e o Poder de Difusão dos Municípios," Discussion Papers 1484, Instituto de Pesquisa Econômica Aplicada - IPEA.
  18. Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010. "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series 229, Central Bank of Brazil, Research Department.
  19. Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2010. "The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk," Working Papers Series 215, Central Bank of Brazil, Research Department.
  20. Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak, 2009. "Forecasting the Yield Curve for Brazil," Working Papers Series 197, Central Bank of Brazil, Research Department.
  21. Daniel O. Cajueiro & Benjamin M. Tabak, 2007. "The role of banks in the Brazilian Interbank Market: Does bank type matter?," Working Papers Series 130, Central Bank of Brazil, Research Department.
  22. Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2007. "Long-Range Dependence in Exchange Rates: the case of the European Monetary System," Working Papers Series 131, Central Bank of Brazil, Research Department.
  23. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "Econophysics of interest rates and the role of monetary policy," Papers physics/0607246, arXiv.org.
  24. Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak & Daniel O. Cajueiro, 2006. "Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil," Working Papers Series 113, Central Bank of Brazil, Research Department.
  25. Daniel O. Cajueiro & Benjamin M. Tabak, 2006. "Long-range dependence in Interest Rates and Monetary Policy," Papers physics/0607245, arXiv.org.
  26. Daniel Oliveira Cajueiro & Evandro Maciel & Alexandre X. de Carvalho & Gustavo Amaral Ferreira de Melo & Rodrigo Fontes Souto & Thyago Antônio de Moraes, 2005. "Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia," Discussion Papers 1134, Instituto de Pesquisa Econômica Aplicada - IPEA.
  27. Fajardo, J. & Cajueiro, D. O., 2003. "Volatility Estimation and Option Pricing with Fractional Brownian Motion," Finance Lab Working Papers flwp_53, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  1. Tabak, Benjamin M. & Takami, Marcelo & Rocha, Jadson M.C. & Cajueiro, Daniel O. & Souza, Sergio R.S., 2014. "Directed clustering coefficient as a measure of systemic risk in complex banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 211-216.
  2. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2013. "Systemically important banks and financial stability: The case of Latin America," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3855-3866.
  3. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
  4. Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro, 2013. "Combining term structure of interest rate forecasts: The Brazilian case," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(2), pages 102_121.
  5. Tabak, B.M. & Sollaci, A.B. & Gomes, G.M. & Cajueiro, D.O., 2012. "Forecasting the yield curve for the Euro region," Economics Letters, Elsevier, vol. 117(2), pages 513-516.
  6. Rivera-Castro, Miguel A. & Miranda, José G.V. & Borges, Ernesto P. & Cajueiro, Daniel O. & Andrade, Roberto F.S., 2012. "A top–bottom price approach to understanding financial fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1489-1496.
  7. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2012. "The relationship between banking market competition and risk-taking: Do size and capitalization matter?," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3366-3381.
  8. Rivera-Castro, Miguel A. & Miranda, José G.V. & Cajueiro, Daniel O. & Andrade, Roberto F.S., 2012. "Detecting switching points using asymmetric detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 170-179.
  9. Cajueiro, D.O., 2011. "Enforcing social behavior in an Ising model with complex neighborhoods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1695-1703.
  10. Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O., 2011. "Modeling default probabilities: The case of Brazil," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 513-534, October.
  11. Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O., 2011. "The effects of loan portfolio concentration on Brazilian banks' return and risk," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3065-3076, November.
  12. Sachsida, Adolfo & Divino, Jose Angelo & Cajueiro, Daniel Oliveira, 2011. "Inflation, unemployment, and the time consistency of the US monetary policy," Structural Change and Economic Dynamics, Elsevier, vol. 22(2), pages 173-179, June.
  13. Renata A. Ferreira & A. C. Noronha & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro, 2010. "O Comportamento Cíclico do Capital dos Bancos Brasileiros," Economia, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 11(3), pages 671_690.
  14. B. M. Tabak & T. R. Serra & D. O. Cajueiro, 2010. "Topological properties of commodities networks," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 74(2), pages 243-249, March.
  15. B. A. Mello & V. M.C.S. Souza & D. O. Cajueiro & R. F.S. Andrade, 2010. "Network evolution based on minority game with herding behavior," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 76(1), pages 147-156, July.
  16. Cajueiro, Daniel O., 2010. "Optimal navigation for characterizing the role of the nodes in complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1945-1954.
  17. Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O., 2010. "Topological properties of stock market networks: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3240-3249.
  18. D. O. Cajueiro & R.F.S. Andrade, 2010. "Controlling self-organized criticality in complex networks," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 77(2), pages 291-296, September.
  19. Lustosa, Bernardo C. & Cajueiro, Daniel O., 2010. "Constrained information minority game: How was the night at El Farol?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(6), pages 1230-1238.
  20. Cajueiro, Daniel O. & Tabak, Benjamin M., 2010. "Fluctuation dynamics in US interest rates and the role of monetary policy," Finance Research Letters, Elsevier, vol. 7(3), pages 163-169, September.
  21. Tabak, B.M. & Takami, M.Y. & Cajueiro, D.O. & Petitinga, A., 2009. "Quantifying price fluctuations in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(1), pages 59-62.
  22. Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O., 2009. "The expectation hypothesis of interest rates and network theory: The case of Brazil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1137-1149.
  23. Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K., 2009. "Can we predict crashes? The case of the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1603-1609.
  24. Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M., 2009. "Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 50-57, March.
  25. Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro, 2008. "Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 199-223.
  26. Mello, Bernardo A. & Cajueiro, Daniel O., 2008. "Minority games, diversity, cooperativity and the concept of intelligence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 557-566.
  27. Cajueiro, Daniel O. & Tabak, Benjamin M., 2008. "The role of banks in the Brazilian interbank market: Does bank type matter?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(27), pages 6825-6836.
  28. E. P. Borges & D. O. Cajueiro & R. F.S. Andrade, 2007. "Mapping dynamical systems onto complex networks," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 58(4), pages 469-474, 08.
  29. Cajueiro, Daniel O. & Tabak, Benjamin M., 2007. "Is the expression H=1/(3-q) valid for real financial data?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 593-602.
  30. Tabak, Benjamin M. & Cajueiro, Daniel O., 2007. "Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility," Energy Economics, Elsevier, vol. 29(1), pages 28-36, January.
  31. Cajueiro, Daniel O. & Tabak, Benjamin M., 2007. "Long-range dependence and multifractality in the term structure of LIBOR interest rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 603-614.
  32. Cajueiro, Daniel O. & Tabak, Benjamin M., 2007. "Characterizing bid–ask prices in the Brazilian equity market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 627-633.
  33. Tabak, Benjamin M. & Cajueiro, Daniel O., 2006. "Assessing inefficiency in euro bilateral exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 319-327.
  34. Cajueiro, Daniel O., 2006. "A note on the relevance of the q-exponential function in the context of intertemporal choices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 385-388.
  35. Daniel Cajueiro & Benjamin Tabak, 2006. "The long-range dependence phenomena in asset returns: the Chinese case," Applied Economics Letters, Taylor & Francis Journals, vol. 13(2), pages 131-133.
  36. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for rational bubbles in banking indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 365-376.
  37. Cajueiro, Daniel O. & Tabak, Benjamin M., 2006. "Testing for predictability in equity returns for European transition markets," Economic Systems, Elsevier, vol. 30(1), pages 56-78, March.
  38. Cajueiro, Daniel O. & Tabak, Benjamin M. & Souza, Nathalia A., 2005. "Periodic market closures and the long-range dependence phenomena in the Brazilian equity market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 351(2), pages 512-522.
  39. Tabak, Benjamin M. & Cajueiro, Daniel O., 2005. "The long-range dependence behavior of the term structure of interest rates in Japan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 418-426.
  40. Cajueiro, Daniel O. & Tabak, Benjamin M., 2005. "Possible causes of long-range dependence in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 635-645.
  41. Cajueiro, Daniel O. & Tabak, Benjamin M., 2005. "The rescaled variance statistic and the determination of the Hurst exponent," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 70(3), pages 172-179.
  42. Cajueiro, Daniel O. & Tabak, Benjamin M., 2005. "Testing for time-varying long-range dependence in volatility for emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 577-588.
  43. Cajueiro, Daniel O. & Tabak, Benjamin M., 2004. "Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 656-664.
  44. Cajueiro, Daniel O & Tabak, Benjamin M, 2004. "The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(3), pages 521-537.
  45. Andrade, R.F.S & Cajueiro, D.O & Ferreira, C.S, 2001. "Fractal characterization of the distribution of reactive sites over a rough catalyst surface," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 323-332.
    RePEc:fgv:epgrbe:v:60:n:2:a:6 is not listed on IDEAS
24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (12) 2007-06-02 2010-10-23 2010-11-06 2010-11-27 2011-02-19 2011-06-04 2011-09-05 2011-11-14 2011-12-13 2013-12-20 2014-03-22 2014-06-14. Author is listed
  2. NEP-CBA: Central Banking (5) 2010-05-22 2010-10-30 2011-08-29 2013-12-20 2014-06-14. Author is listed
  3. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  4. NEP-CMP: Computational Economics (1) 2011-02-19
  5. NEP-COM: Industrial Competition (2) 2011-06-04 2011-12-13
  6. NEP-CSE: Economics of Strategic Management (1) 2014-03-22
  7. NEP-EEC: European Economics (1) 2011-08-29
  8. NEP-EFF: Efficiency & Productivity (5) 2011-06-04 2011-11-14 2013-12-20 2014-03-22 2014-06-22. Author is listed
  9. NEP-ETS: Econometric Time Series (1) 2003-10-20
  10. NEP-FDG: Financial Development & Growth (1) 2011-11-07
  11. NEP-FIN: Finance (1) 2003-10-20
  12. NEP-FMK: Financial Markets (2) 2003-10-20 2009-12-19
  13. NEP-FOR: Forecasting (2) 2009-12-19 2011-08-29
  14. NEP-LAM: Central & South America (3) 2010-10-30 2011-03-05 2012-05-15
  15. NEP-MAC: Macroeconomics (2) 2010-05-22 2010-10-30
  16. NEP-MIC: Microeconomics (1) 2011-02-19
  17. NEP-MON: Monetary Economics (5) 2007-06-02 2007-06-02 2010-05-22 2010-10-30 2014-06-14. Author is listed
  18. NEP-NET: Network Economics (1) 2011-09-05
  19. NEP-RMG: Risk Management (3) 2003-10-20 2010-10-23 2011-03-05

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