7

Long memory testing for Fed Funds Futures’ contracts

Sergio R. Souza, Benjamin M. Tabak, Daniel O. Cajueiro
Journal:
Chaos, Solitons & Fractals
Year:
2008
Language:
english
File:
PDF, 225 KB
english, 2008
10

Controlling self-organized criticality in sandpile models

Cajueiro, Daniel O., Andrade, R. F. S.
Journal:
Physical Review E
Year:
2010
Language:
english
File:
PDF, 105 KB
english, 2010
13

Financial stability and bank supervision

Tabak, Benjamin M., Fazio, Dimas M., de O. Paiva, Karine C., Cajueiro, Daniel O.
Journal:
Finance Research Letters
Year:
2016
Language:
english
File:
PDF, 256 KB
english, 2016
16

Testing for predictability in equity returns for European transition markets

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Economic Systems
Year:
2006
Language:
english
File:
PDF, 997 KB
english, 2006
23

The long-range dependence phenomena in asset returns: the Chinese case

Cajueiro, Daniel O., Tabak, Benjamin M.
Journal:
Applied Economics Letters
Year:
2006
Language:
english
File:
PDF, 108 KB
english, 2006
25

Ranking efficiency for emerging markets

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Chaos, Solitons & Fractals
Year:
2004
Language:
english
File:
PDF, 256 KB
english, 2004
26

Long-range dependence in interest rates and monetary policy

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Physics Letters A
Year:
2008
Language:
english
File:
PDF, 276 KB
english, 2008
28

Fluctuations in interbank network dynamics

Cajueiro, Daniel O., Tabak, Benjamin M., Andrade, Roberto F. S.
Journal:
Physical Review E
Year:
2009
Language:
english
File:
PDF, 131 KB
english, 2009
30

Ranking efficiency for emerging equity markets II

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Chaos, Solitons & Fractals
Year:
2005
Language:
english
File:
PDF, 241 KB
english, 2005
33

Combining term structure of interest rate forecasts: The Brazilian case

Araújo, Rafael Cavalcanti de, Cajueiro, Daniel Oliveira
Journal:
EconomiA
Year:
2013
Language:
english
File:
PDF, 803 KB
english, 2013
34

Testing for rational bubbles in banking indices

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Physica A: Statistical Mechanics and its Applications
Year:
2006
Language:
english
File:
PDF, 199 KB
english, 2006
37

Multifractality and herding behavior in the Japanese stock market

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Chaos, Solitons & Fractals
Year:
2009
Language:
english
File:
PDF, 141 KB
english, 2009
38

Agent preferences and the topology of networks

Cajueiro, Daniel O.
Journal:
Physical Review E
Year:
2005
Language:
english
File:
PDF, 573 KB
english, 2005
44

Pendular behavior of public transport networks

Izawa, Mirian M., Oliveira, Fernando A., Cajueiro, Daniel O., Mello, Bernardo A.
Journal:
Physical Review E
Year:
2017
Language:
english
File:
PDF, 3.53 MB
english, 2017
46

Fluctuation dynamics in US interest rates and the role of monetary policy

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Finance Research Letters
Year:
2010
Language:
english
File:
PDF, 172 KB
english, 2010
47

Role of optimization in the human dynamics of task execution

Cajueiro, Daniel O., Maldonado, Wilfredo L.
Journal:
Physical Review E
Year:
2008
Language:
english
File:
PDF, 95 KB
english, 2008
50

Long-range dependence and market structure

Daniel O. Cajueiro, Benjamin M. Tabak
Journal:
Chaos, Solitons & Fractals
Year:
2007
Language:
english
File:
PDF, 99 KB
english, 2007