Daniel Oliveira Cajueiro

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Affiliations

• Universidade de Brasília / Faculdade de Economia, Administração, Contabilidade e Ciência da Informação e Documentação (FACE) (weight: 66%)
  • EDIRC entry
  • location:
• Universidade de Brasília / Faculdade de Economia, Administração, Contabilidade e Ciência da Informação e Documentação (FACE) / Departamento de Economia (weight: 34%)
  • EDIRC entry
  • location:

Research profile

author of:

• O Comportamento Cíclico do Capital dos Bancos Brasileiros (repec:anp:econom:v:11:y:2010:i:3:671_690)
  by Renata A. Ferreira & A. C. Noronha & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro
• Combining term structure of interest rate forecasts: The Brazilian case (repec:anp:econom:v:14:y:2013:i:2:102_121)
  by Rafael Cavalcanti de Araújo & Daniel Oliveira Cajueiro
• O Comportamentocíclico Do Capital Dos Bancos Brasileiros (repec:anp:en2009:46)
  by Benjamin Miranda Tabak & Renata A. Ferreira & Daniel O. Cajueiro
• Bank Capital Buffers, Lending Growth Andeconomic Cycle: Empirical Evidence For Brazil (repec:anp:en2010:035)
  by Ana Clara Bueno Teixeira Feitosa Noronha & Daniel Oliveira Cajueiro & Benjamin Miranda Tabak
• The 2d:4d Ratio And Myopic Loss Aversion (Mla): An Experimental Investigation (repec:anp:en2014:129)
  by Anderson Mutter Teixeira & Benjamin M. Tabak & Daniel O. Cajueiro
• Concessão De Crédito Durante E Após A Crise Financeira De 2008 No Brasil. Houve Heterogeneidade Nas Operações De Crédito? (repec:anp:en2016:119)
  by Guilherme Solino Evelin Oliveira & Guilherme & Daniel O. Cajueiro & Benjamin M. Tabak
• Why you should also use OLS estimation of tail exponents (repec:arx:papers:2409.10448)
  by Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro
• Long-range dependence in Interest Rates and Monetary Policy (repec:arx:papers:physics/0607245)
  by Daniel O. Cajueiro & Benjamin M. Tabak
• Econophysics of interest rates and the role of monetary policy (repec:arx:papers:physics/0607246)
  by Daniel O. Cajueiro & Benjamin M. Tabak
• Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil (repec:bcb:wpaper:113)
  by Sergio Rubens Stancato de Souza & Benjamin Miranda Tabak & Daniel O. Cajueiro
• The role of banks in the Brazilian Interbank Market: Does bank type matter? (repec:bcb:wpaper:130)
  by Daniel O. Cajueiro & Benjamin M. Tabak
• Long-Range Dependence in Exchange Rates: the case of the European Monetary System (repec:bcb:wpaper:131)
  by Sergio Rubens Stancato de Souza & Benjamin M. Tabak & Daniel O. Cajueiro
• Forecasting the Yield Curve for Brazil (repec:bcb:wpaper:197)
  by Daniel O. Cajueiro & Jose A. Divino & Benjamin M. Tabak
• Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy (repec:bcb:wpaper:206)
  by Daniel Oliveira Cajueiro & Benjamin M. Tabak
• The Effects of Loan Portfolio Concentration on Brazilian Banks' Return and Risk (repec:bcb:wpaper:215)
  by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro
• Financial Stability and Monetary Policy - The Case of Brazil (repec:bcb:wpaper:217)
  by Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro
• Eficiência Bancária e Inadimplência: Testes de Causalidade (repec:bcb:wpaper:220)
  by Benjamin M. Tabak & Giovana L. Craveiro & Daniel O. Cajueiro
• O Comportamento Cíclico do Capital dos Bancos Brasileiros (repec:bcb:wpaper:222)
  by R. A. Ferreira & A. C. Noronha & B. M. Tabak & D. O. Cajueiro
• Financial Fragility in a General Equilibrium Model: the Brazilian case (repec:bcb:wpaper:229)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio
• Modeling Default Probabilities: the case of Brazil (repec:bcb:wpaper:232)
  by Benjamin M. Tabak & Daniel O. Cajueiro & A. Luduvice
• Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship (repec:bcb:wpaper:244)
  by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro
• Forecasting the Yield Curve for the Euro Region (repec:bcb:wpaper:247)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci
• Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks (repec:bcb:wpaper:249)
  by Benjamin M. Tabak & M. Takami & J. M. C. Rocha & Daniel O. Cajueiro
• Bank Efficiency and Default in Brazil: Causality Tests (repec:bcb:wpaper:253)
  by Benjamin M. Tabak & Giovana L. Craveir & Daniel O. Cajueiro
• The Relationship Between Banking Market Competition and Risk-taking: Do Size and Capitalization Matter? (repec:bcb:wpaper:261)
  by Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro
• Determinantes da Estrutura de Capital das Empresas Brasileiras: uma abordagem em regressão quantílica (repec:bcb:wpaper:272)
  by Guilherme Resende Oliveira & Benjamin Miranda Tabak & José Guilherme de Lara Resende & Daniel Oliveira Cajueiro
• Do Capital Buffers Matter? A Study on the Profitability and Funding Costs Determinants of the Brazilian Banking System (repec:bcb:wpaper:333)
  by Benjamin Miranda Tabak & Denise Leyi Li & João V. L. de Vasconcelos & Daniel O. Cajueiro
• The Efficiency of Chinese Local Banks: A comparison of DEA and SFA (repec:bcb:wpaper:346)
  by Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Marina V. B. Dias
• Inflation Targeting and Banking System Soundness: A Comprehensive Analysis (repec:bcb:wpaper:347)
  by Dimas M. Fazio & Benjamin M. Tabak & Daniel O. Cajueiro
• The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks (repec:bcb:wpaper:350)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Marina V. B. Dias
• Inflation Targeting and Financial Stability: does the quality of institutions matter? (repec:bcb:wpaper:470)
  by Dimas Mateus Fazio & Thiago Christiano Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro
• Economic Growth, Volatility and Their Interaction: What’s the role of finance? (repec:bcb:wpaper:474)
  by Sergio Henrique Rodrigues da Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Dimas Mateus Fazio
• Measuring Inequality Using Electronic Payment Data (repec:bcb:wpaper:608)
  by Carlos A. Piccioni & Saulo B. Bastos & Daniel O. Cajueiro
• Measuring Bank Efficiency in Brazil – The Inclusion of Macro-prudential Indicators (repec:brf:journl:v:6:y:2008:i:3:p:413-438)
  by Cláudio Ruiz & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro
• Won't Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels (repec:ces:ceswps:_8835)
  by Douglas Silveira & Silvinha Vasconcelos & Marcelo Resende & Daniel O. Cajueiro
• The effects of capital buffers on profitability: An empirical study (repec:ebl:ecbull:eb-16-00820)
  by Benjamin M Tabak & Dimas M Fazio & Regis A Ely & Joao M. T. Amaral & Daniel O Cajueiro
• The 2D:4D ratio and Myopic Loss Aversion (MLA): An experimental investigation (repec:eee:beexfi:v:5:y:2015:i:c:p:81-84)
  by Teixeira, Anderson M. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Optimal rewiring in adaptive networks in multi-coupled vaccination, epidemic and opinion dynamics (repec:eee:chsofr:v:176:y:2023:i:c:s0960077923010263)
  by Oestereich, André L. & Pires, Marcelo A. & Crokidakis, Nuno & Cajueiro, Daniel O.
• Testing for long range dependence in banking equity indices (repec:eee:chsofr:v:26:y:2005:i:5:p:1423-1428)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Long-range dependence and market structure (repec:eee:chsofr:v:31:y:2007:i:4:p:995-1000)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Time-varying long-range dependence in US interest rates (repec:eee:chsofr:v:34:y:2007:i:2:p:360-367)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Long memory testing for Fed Funds Futures’ contracts (repec:eee:chsofr:v:37:y:2008:i:1:p:180-186)
  by Souza, Sergio R. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Testing for long-range dependence in world stock markets (repec:eee:chsofr:v:37:y:2008:i:3:p:918-927)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for time-varying long-range dependence in real state equity returns (repec:eee:chsofr:v:38:y:2008:i:1:p:293-307)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Multifractality and herding behavior in the Japanese stock market (repec:eee:chsofr:v:40:y:2009:i:1:p:497-504)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for long-range dependence in the Brazilian term structure of interest rates (repec:eee:chsofr:v:40:y:2009:i:4:p:1559-1573)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• The impacts of interest rates on banks’ loan portfolio risk-taking (repec:eee:dyncon:v:144:y:2022:i:c:s0165188922002251)
  by Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O.
• How politics can influence the allocation of social program benefits: A case study of the Brazilian poverty reduction program Bolsa Família (repec:eee:ecanpo:v:80:y:2023:i:c:p:77-89)
  by Pinto, Thiago L.S. & Tabak, Benjamin Miranda & Cajueiro, Daniel O.
• Inflation targeting and financial stability: Does the quality of institutions matter? (repec:eee:ecmode:v:71:y:2018:i:c:p:1-15)
  by Fazio, Dimas Mateus & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira
• Forecasting the yield curve for the Euro region (repec:eee:ecolet:v:117:y:2012:i:2:p:513-516)
  by Tabak, B.M. & Sollaci, A.B. & Gomes, G.M. & Cajueiro, D.O.
• Testing for predictability in equity returns for European transition markets (repec:eee:ecosys:v:30:y:2006:i:1:p:56-78)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Economic growth, volatility and their interaction: What’s the role of finance? (repec:eee:ecosys:v:41:y:2017:i:3:p:433-444)
  by Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M.
• The words that lead to uncertainty: A measure based on word embeddings (repec:eee:ecosys:v:49:y:2025:i:3:s0939362525000068)
  by Pereira, Camila C. & Bastos, Saulo B. & Cajueiro, Daniel O.
• Won’t Get Fooled Again: A supervised machine learning approach for screening gasoline cartels (repec:eee:eneeco:v:105:y:2022:i:c:s0140988321005594)
  by Silveira, Douglas & Vasconcelos, Silvinha & Resende, Marcelo & Cajueiro, Daniel O.
• Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets (repec:eee:eneeco:v:146:y:2025:i:c:s0140988325003299)
  by Brown, David P. & Cajueiro, Daniel O. & Eckert, Andrew & Silveira, Douglas
• Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility (repec:eee:eneeco:v:29:y:2007:i:1:p:28-36)
  by Tabak, Benjamin M. & Cajueiro, Daniel O.
• Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (repec:eee:finana:v:18:y:2009:i:1-2:p:50-57)
  by Cajueiro, Daniel O. & Gogas, Periklis & Tabak, Benjamin M.
• Financial stability and bank supervision (repec:eee:finlet:v:18:y:2016:i:c:p:322-327)
  by Tabak, Benjamin M. & Fazio, Dimas M. & de O. Paiva, Karine C. & Cajueiro, Daniel O.
• Fluctuation dynamics in US interest rates and the role of monetary policy (repec:eee:finlet:v:7:y:2010:i:3:p:163-169)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Who are you? Cartel detection using unlabeled data (repec:eee:indorg:v:88:y:2023:i:c:s0167718723000139)
  by Silveira, Douglas & de Moraes, Lucas B. & Fiuza, Eduardo P.S. & Cajueiro, Daniel O.
• Modeling default probabilities: The case of Brazil (repec:eee:intfin:v:21:y:2011:i:4:p:513-534)
  by Tabak, Benjamin M. & Luduvice, André Victor D. & Cajueiro, Daniel O.
• The effects of loan portfolio concentration on Brazilian banks' return and risk (repec:eee:jbfina:v:35:y:2011:i:11:p:3065-3076)
  by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
• The relationship between banking market competition and risk-taking: Do size and capitalization matter? (repec:eee:jbfina:v:36:y:2012:i:12:p:3366-3381)
  by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
• Systemically important banks and financial stability: The case of Latin America (repec:eee:jbfina:v:37:y:2013:i:10:p:3855-3866)
  by Tabak, Benjamin M. & Fazio, Dimas M. & Cajueiro, Daniel O.
• Inflation targeting: Is IT to blame for banking system instability? (repec:eee:jbfina:v:59:y:2015:i:c:p:76-97)
  by Fazio, Dimas M. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• The rescaled variance statistic and the determination of the Hurst exponent (repec:eee:matcom:v:70:y:2005:i:3:p:172-179)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Fractal characterization of the distribution of reactive sites over a rough catalyst surface (repec:eee:phsmap:v:295:y:2001:i:3:p:323-332)
  by Andrade, R.F.S & Cajueiro, D.O & Ferreira, C.S
• The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (repec:eee:phsmap:v:336:y:2004:i:3:p:521-537)
  by Cajueiro, Daniel O & Tabak, Benjamin M
• Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions (repec:eee:phsmap:v:342:y:2004:i:3:p:656-664)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Possible causes of long-range dependence in the Brazilian stock market (repec:eee:phsmap:v:345:y:2005:i:3:p:635-645)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Testing for time-varying long-range dependence in volatility for emerging markets (repec:eee:phsmap:v:346:y:2005:i:3:p:577-588)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• The long-range dependence behavior of the term structure of interest rates in Japan (repec:eee:phsmap:v:350:y:2005:i:2:p:418-426)
  by Tabak, Benjamin M. & Cajueiro, Daniel O.
• Periodic market closures and the long-range dependence phenomena in the Brazilian equity market (repec:eee:phsmap:v:351:y:2005:i:2:p:512-522)
  by Cajueiro, Daniel O. & Tabak, Benjamin M. & Souza, Nathalia A.
• A note on the relevance of the q-exponential function in the context of intertemporal choices (repec:eee:phsmap:v:364:y:2006:i:c:p:385-388)
  by Cajueiro, Daniel O.
• Testing for rational bubbles in banking indices (repec:eee:phsmap:v:366:y:2006:i:c:p:365-376)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Assessing inefficiency in euro bilateral exchange rates (repec:eee:phsmap:v:367:y:2006:i:c:p:319-327)
  by Tabak, Benjamin M. & Cajueiro, Daniel O.
• Is the expression H=1/(3-q) valid for real financial data? (repec:eee:phsmap:v:373:y:2007:i:c:p:593-602)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Long-range dependence and multifractality in the term structure of LIBOR interest rates (repec:eee:phsmap:v:373:y:2007:i:c:p:603-614)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Characterizing bid–ask prices in the Brazilian equity market (repec:eee:phsmap:v:373:y:2007:i:c:p:627-633)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Minority games, diversity, cooperativity and the concept of intelligence (repec:eee:phsmap:v:387:y:2008:i:2:p:557-566)
  by Mello, Bernardo A. & Cajueiro, Daniel O.
• The role of banks in the Brazilian interbank market: Does bank type matter? (repec:eee:phsmap:v:387:y:2008:i:27:p:6825-6836)
  by Cajueiro, Daniel O. & Tabak, Benjamin M.
• Quantifying price fluctuations in the Brazilian stock market (repec:eee:phsmap:v:388:y:2009:i:1:p:59-62)
  by Tabak, B.M. & Takami, M.Y. & Cajueiro, D.O. & Petitinga, A.
• The expectation hypothesis of interest rates and network theory: The case of Brazil (repec:eee:phsmap:v:388:y:2009:i:7:p:1137-1149)
  by Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O.
• Can we predict crashes? The case of the Brazilian stock market (repec:eee:phsmap:v:388:y:2009:i:8:p:1603-1609)
  by Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K.
• Topological properties of stock market networks: The case of Brazil (repec:eee:phsmap:v:389:y:2010:i:16:p:3240-3249)
  by Tabak, Benjamin M. & Serra, Thiago R. & Cajueiro, Daniel O.
• Constrained information minority game: How was the night at El Farol? (repec:eee:phsmap:v:389:y:2010:i:6:p:1230-1238)
  by Lustosa, Bernardo C. & Cajueiro, Daniel O.
• Optimal navigation for characterizing the role of the nodes in complex networks (repec:eee:phsmap:v:389:y:2010:i:9:p:1945-1954)
  by Cajueiro, Daniel O.
• Enforcing social behavior in an Ising model with complex neighborhoods (repec:eee:phsmap:v:390:y:2011:i:9:p:1695-1703)
  by Cajueiro, D.O.
• Detecting switching points using asymmetric detrended fluctuation analysis (repec:eee:phsmap:v:391:y:2012:i:1:p:170-179)
  by Rivera-Castro, Miguel A. & Miranda, José G.V. & Cajueiro, Daniel O. & Andrade, Roberto F.S.
• A top–bottom price approach to understanding financial fluctuations (repec:eee:phsmap:v:391:y:2012:i:4:p:1489-1496)
  by Rivera-Castro, Miguel A. & Miranda, José G.V. & Borges, Ernesto P. & Cajueiro, Daniel O. & Andrade, Roberto F.S.
• Directed clustering coefficient as a measure of systemic risk in complex banking networks (repec:eee:phsmap:v:394:y:2014:i:c:p:211-216)
  by Tabak, Benjamin M. & Takami, Marcelo & Rocha, Jadson M.C. & Cajueiro, Daniel O. & Souza, Sergio R.S.
• A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks (repec:eee:phsmap:v:469:y:2017:i:c:p:216-223)
  by Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas
• Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks (repec:eee:phsmap:v:506:y:2018:i:c:p:1016-1025)
  by Silva, Thiago Christiano & Tabak, Benjamin Miranda & Cajueiro, Daniel Oliveira & Dias, Marina Villas Boas
• Impact of memory and bias in kinetic exchange opinion models on random networks (repec:eee:phsmap:v:607:y:2022:i:c:s0378437122007579)
  by Oestereich, André L. & Crokidakis, Nuno & Cajueiro, Daniel O.
• Inflation, unemployment, and the time consistency of the US monetary policy (repec:eee:streco:v:22:y:2011:i:2:p:173-179)
  by Sachsida, Adolfo & Divino, Jose Angelo & Cajueiro, Daniel Oliveira
• Investigação da Memória de Longo Prazo na Taxa de Câmbio no Brasil (repec:fgv:epgrbe:v:60:y:2006:i:2:a:915)
  by Souza, Sergio R.S. & Tabak, Benjamin M. & Cajueiro, Daniel O.
• Stock Price Reaction to Environmental, Social, and Governance News: Evidence from Brazil and Financial Materiality (repec:gam:jsusta:v:16:y:2024:i:7:p:2839-:d:1366032)
  by Carlos A. Piccioni & Saulo B. Bastos & Daniel O. Cajueiro
• Digital Twins and Network Resilience in the EU ETS: Analysing Structural Shifts in Carbon Trading (repec:gam:jsusta:v:17:y:2025:i:15:p:6924-:d:1713470)
  by Cláudia R. R. Eirado & Douglas Silveira & Daniel O. Cajueiro
• Volatility Estimation and Option Pricing with Fractional Brownian Motion (repec:ibm:finlab:flwp_53)
  by Fajardo, J. & Cajueiro, D. O.
• Modelo de Localização Industrial para o Planejamento de um Pólo de Alta Tecnologia (repec:ipe:ipetds:1134)
  by Daniel Oliveira Cajueiro & Evandro Maciel & Alexandre X. de Carvalho & Gustavo Amaral Ferreira de Melo & Rodrigo Fontes Souto & Thyago Antônio de Moraes
• Teoria de Redes Complexas e o Poder de Difusão dos Municípios (repec:ipe:ipetds:1484)
  by Bernardo Assunção Mello & Daniel Oliveira Cajueiro & Luiz Henrique Batistuta Gomide & Roberta Vieira & Rogério Boueri
• Financial fragility in a general equilibrium model: the Brazilian case (repec:kap:annfin:v:9:y:2013:i:3:p:519-541)
  by Benjamin Tabak & Daniel Cajueiro & Dimas Fazio
• Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning (repec:pra:mprapa:73308)
  by Barroso, Ricardo Vieira & Lima, Joaquim Ignacio Alves Vasconcellos & Lucchetti, Alexandre Henrique & Cajueiro, Daniel Oliveira
• Evaluating the Role of Information Disclosure on Bidding Behavior in Wholesale Electricity Markets (RePEc:ris:albaec:2024_002)
  by David P. Brown & Daniel O. Cajueiro & Andrew Eckert & Douglas Silveira
• Optimal Portfolio and Consumption in a Switching Diffusion Market (repec:sbe:breart:v:24:y:2004:i:2:a:2711)
  by Cajueiro, Daniel Oliveira & Yoneyama, Takashi
• Mapping dynamical systems onto complex networks (repec:spr:eurphb:v:58:y:2007:i:4:p:469-474)
  by E. P. Borges & D. O. Cajueiro & R. F.S. Andrade
• Topological properties of commodities networks (repec:spr:eurphb:v:74:y:2010:i:2:p:243-249)
  by B. M. Tabak & T. R. Serra & D. O. Cajueiro
• Network evolution based on minority game with herding behavior (repec:spr:eurphb:v:76:y:2010:i:1:p:147-156)
  by B. A. Mello & V. M.C.S. Souza & D. O. Cajueiro & R. F.S. Andrade
• Controlling self-organized criticality in complex networks (repec:spr:eurphb:v:77:y:2010:i:2:p:291-296)
  by D. O. Cajueiro & R.F.S. Andrade
• The long-range dependence phenomena in asset returns: the Chinese case (repec:taf:apeclt:v:13:y:2006:i:2:p:131-133)
  by Daniel Cajueiro & Benjamin Tabak
• Interactions between monetary and macroprudential policies (repec:taf:quantf:v:24:y:2024:i:3-4:p:481-498)
  by Gustavo Libório Rocha Lima & Regis Augusto Ely & Daniel Oliveira Cajueiro
• Topological Properties Of Bank Networks: The Case Of Brazil (repec:wsi:ijmpcx:v:20:y:2009:i:08:n:s0129183109014205)
  by Benjamin M. Tabak & Daniel O. Cajueiro & Thiago R. Serra
• What is the potential for a second peak in the evolution of SARS-CoV-2 in emerging and developing economies? Insights from a SIRASD model considering the informal economy (repec:wsi:ijmpcx:v:32:y:2021:i:08:n:s0129183121501072)
  by Marcelo A. Pires & Nuno Crokidakis & Daniel O. Cajueiro & Marcio Argollo de Menezes & Silvio M. Duarte Queirós
• Long-Range Dependence In Exchange Rates: The Case Of The European Monetary System (repec:wsi:ijtafx:v:11:y:2008:i:02:n:s0219024908004774)
  by Sergio R. S. Souza & Benjamin M. Tabak & Daniel O. Cajueiro