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Modeling default probabilities : the case of Brazil

Tabak, Benjamin Miranda; Luduvice, André Victor Doherty; … - In: Journal of international financial markets, … 21 (2011) 4, pp. 513-534

Persistent link: https://www.econbiz.de/10009309054

Modeling default probabilities : the case of Brazil

Tabak, Benjamin Miranda; Cajueiro, Daniel Oliveira; … - 2011

Persistent link: https://www.econbiz.de/10008902412

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

Cajueiro, Daniel Oliveira; Tabak, Benjamin Miranda - In: Finance research letters 7 (2010) 3, pp. 163-169

Persistent link: https://www.econbiz.de/10009272758

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

Cajueiro, Daniel Oliveira; Tabak, Benjamin Miranda - In: Applied economics letters 13 (2006) 2, pp. 131-133

Persistent link: https://www.econbiz.de/10003293805

Inflation targeting : is IT to blame for banking system instability?

Fazio, Dimas M.; Tabak, Benjamin Miranda; Cajueiro, … - In: Journal of banking & finance 59 (2015), pp. 76-97

Persistent link: https://www.econbiz.de/10011544293

A note on the connection between the Tsallis' thermodynamics and cumulative prospect theory

Mello, Bernardo Assunção; Cajueiro, Daniel Oliveira - In: Revista brasileira de economia de empresas : … 10 (2010) 1, pp. 31-36

Persistent link: https://www.econbiz.de/10009373676

Interbank network and regulation policies : an analysis through agent-based simulations with adaptive learning

Barroso, R. V.; Lima, J. I. A. V.; Lucchetti, A. H.; … - In: The journal of network theory in finance 2 (2016) 4, pp. 53-86

Persistent link: https://www.econbiz.de/10011668570

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

V. C. Carvalho, Athos; Silveira, Douglas; Ely, Regis Augusto - 2022

Prediction Markets (PMs) are markets in which agents trade event contingent assets. Enterprises use PMs to forecast revenues and project deadlines. This paper presents an Agent-based model, called Logarithmic Market Scoring Rule-Automated Market Maker (LMSR-ASM), to evaluate Prediction Markets....

Persistent link: https://www.econbiz.de/10013289339

A logarithmic market scoring rule agent-based model to evaluate prediction markets

Carvalho, Athos V. C.; Silveira, Douglas; Ely, Regis Augusto - In: Journal of evolutionary economics 33 (2023) 4, pp. 1303-1343

Persistent link: https://www.econbiz.de/10014495664

Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets

Brown, David P.; Cajueiro, Daniel Oliveira; Eckert, Andrew - 2024

Persistent link: https://www.econbiz.de/10015049068