Daniel O. Cajueiro

University of Brasilia - Department of Economics

Brazil

  • University of Brasilia - Department of Economics

SCHOLARLY PAPERS

10

DOWNLOADS

1,352

TOTAL CITATIONS

2

Scholarly Papers (10)

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1.

Volatility Estimation and Option Pricing with Fractional Brownian Motion

Number of pages: 22 Posted: 06 Nov 2005
Daniel O. Cajueiro and José Fajardo
University of Brasilia - Department of Economics and Getulio Vargas Foundation
Downloads 521 (110,483)
Citation 1

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Fractional Brownian Motion, Derivative Pricing, Hurst exponent

2.

A Logarithmic Market Scoring Rule Agent-based Model to Evaluate Prediction Markets

Number of pages: 29 Posted: 11 May 2022
Athos V. C. Carvalho, Douglas Silveira, Regis Augusto Ely and Daniel O. Cajueiro
affiliation not provided to SSRN, University of Alberta - Department of Economics, Federal University of Pelotas (UFPel) and University of Brasilia - Department of Economics
Downloads 198 (310,994)

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Agent-based Model, Prediction Market

3.

A Comprehensive Review of Artificial Intelligence Regulation: Weighing Ethical Principles and Innovation

Number of pages: 65 Posted: 15 Oct 2024
Daniel O. Cajueiro and Victor Rafael Rezende Celestino
University of Brasilia - Department of Economics and Universidade de Brasília (UnB)
Downloads 179 (340,937)

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Artificial Intelligence, Ethical Principles, Innovation, Machine Learning, Regulation, Risks

4.

Won't Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels

CESifo Working Paper No. 8835
Number of pages: 51 Posted: 26 Jan 2021
Douglas Silveira, Silvinha Vasconcelos, Marcelo Resende and Daniel O. Cajueiro
University of Alberta - Department of Economics, Universidade Federal de Juiz de Fora - Department of Economics, Universidade Federal do Rio de Janeiro (UFRJ) and University of Brasilia - Department of Economics
Downloads 166 (364,075)

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5.

Inflation, Unemployment, and the Time Consistency of the US Monetary Policy

Number of pages: 16 Posted: 30 Oct 2008
Adolfo Sachsida, Jose Angelo Divino and Daniel O. Cajueiro
Institute for Applied Economic Research (IPEA), Catholic University of Brasilia and University of Brasilia - Department of Economics
Downloads 137 (426,272)
Citation 1

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Time consistency, Unemployment, Inflation

6.

The Impacts of Monetary Policy on Banks’ Loan Portfolio Risk-Taking

Number of pages: 30 Posted: 02 Aug 2021 Last Revised: 29 Oct 2022
Luiz F.S. Adão, Douglas Silveira, Regis Augusto Ely and Daniel O. Cajueiro
Universidade de Brasilia - Department of Economics, University of Alberta - Department of Economics, Federal University of Pelotas (UFPel) and University of Brasilia - Department of Economics
Downloads 86 (593,581)

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Agent Based Model, Banking, Loan Portfolio, Monetary Policy, Risk.

7.

The Impacts of Monetary Policy on Banks' Loan Portfolio Risk-taking

Number of pages: 30 Posted: 09 Aug 2021
Luiz F.S. Adão, Douglas Silveira, Regis Augusto Ely and Daniel O. Cajueiro
Universidade de Brasilia - Department of Economics, University of Alberta - Department of Economics, Federal University of Pelotas (UFPel) and University of Brasilia - Department of Economics
Downloads 52 (766,846)

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Agent-Based Model, Banking, Loan Portfolio, Monetary Policy, Risk

8.

Impact of Memory and Bias in Kinetic Exchange Opinion Models on Random Networks

Number of pages: 15 Posted: 04 May 2022
André Luis Oestereich, Nuno Crokidakis and Daniel O. Cajueiro
Universidade de Brasília (UnB), affiliation not provided to SSRN and University of Brasilia - Department of Economics
Downloads 13 (1,135,094)

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opinion dynamics, Collective Phenomena.

9.

Long-Range Dependence in Exchange Rates: The Case of the European Monetary System

International Journal of Theoretical and Applied Finance, Vol. 11, Issue 2, pp. 199-223, 2008
Posted: 30 Nov 2009
Sergio Souza, Benjamin M. Tabak and Daniel O. Cajueiro
Government of the Federative Republic of Brazil - Central Bank of Brazil, FGV/EPPG and University of Brasilia - Department of Economics

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Long memory, exchange rates, R/S analysis, financial crisis

10.

Testing for Predictability in Equity Returns for European Transition Markets

Economic Systems, Vol. 30, No. 1, pp. 56-78, March 2006
Posted: 11 Apr 2006
Benjamin M. Tabak and Daniel O. Cajueiro
FGV/EPPG and University of Brasilia - Department of Economics

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European transition economies, Hurst exponents, Long memory, Predictability, Variance ratio, Multifractality