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 | 535 | 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 | 506 | 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 | 306 | 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 | 273 | 2007 |
Ranking efficiency for emerging markets DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 22 (2), 349-352, 2004 | 271 | 2004 |
Modeling and forecasting the early evolution of the Covid-19 pandemic in Brazil SB Bastos, DO Cajueiro Scientific Reports 10 (1), 19457, 2020 | 240 | 2020 |
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 | 220 | 2010 |
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 | 218 | 2004 |
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 | 202 | 2009 |
Ranking efficiency for emerging equity markets II DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 23 (2), 671-675, 2005 | 157 | 2005 |
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 | 152 | 2008 |
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 | 145 | 2007 |
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 | 144 | 2013 |
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 | 143 | 2017 |
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 |
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 |
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 | 118 | 2020 |
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 | 118 | 2011 |
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 | 108 | 2006 |
Multifractality and herding behavior in the Japanese stock market DO Cajueiro, BM Tabak Chaos, Solitons & Fractals 40 (1), 497-504, 2009 | 100 | 2009 |