8
H index
5
i10 index
199
Citations
Universidade de Évora (50% share) | 8 H index 5 i10 index 199 Citations RESEARCH PRODUCTION: 30 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andreia Dionisio. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 14 |
Journal of Economic Interaction and Coordination | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 4 |
Econometrics / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2020 | Step-by-step development of a model simulating returns on farm from investments: the example of hazelnut plantation in Italy: The example of hazelnut plantation in Italy. (2020). Britz, Wolfgang ; Coletta, Attilio ; Severini, Simone ; Spiegel, Alisa. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:308835. Full description at Econpapers || Download paper |
2020 | Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385. Full description at Econpapers || Download paper |
2020 | Entropy-Norm space for geometric selection of strict Nash equilibria in n-person games. (2020). Prataviera, G A ; Leoneti, A B. In: Papers. RePEc:arx:papers:2003.09225. Full description at Econpapers || Download paper |
2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper |
2020 | Information transfer between stock market sectors: A comparison between the USA and China. (2020). Zhou, Wei-Xing ; Batten, Jonathan A ; Fan, Yaodong ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.07612. Full description at Econpapers || Download paper |
2020 | Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759. Full description at Econpapers || Download paper |
2020 | A micro-to-macro approach to returns, volumes and waiting times. (2020). Petroni, Filippo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2007.06262. Full description at Econpapers || Download paper |
2020 | Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute. (2020). , Craig ; Guo, Jinggang. In: Staff Working Papers. RePEc:bca:bocawp:20-10. Full description at Econpapers || Download paper |
2020 | Characterization of time series through information quantifiers. (2020). Shang, Pengjian ; Liu, Zhengli ; Wang, Yuanyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305223. Full description at Econpapers || Download paper |
2021 | Multiscale multifractal detrended partial cross-correlation analysis of Chinese and American stock markets. (2021). Lin, Aijing ; Ge, Xinlei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921000849. Full description at Econpapers || Download paper |
2021 | Region-wide connectedness of Asian equity and currency markets. (2021). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001339. Full description at Econpapers || Download paper |
2020 | How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384. Full description at Econpapers || Download paper |
2022 | Energy markets – Who are the influencers?. (2022). Ferreira, Paulo ; Quintino, Derick ; Bouri, Elie ; Dionisio, Andreia ; Almeida, Dora. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221022106. Full description at Econpapers || Download paper |
2021 | Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Dionisio, Andreia ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Pradhan, H K. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800. Full description at Econpapers || Download paper |
2021 | Dependency on FDI inflows and stock market linkages. (2021). Vo, Dinh-Tri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313686. Full description at Econpapers || Download paper |
2021 | Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638. Full description at Econpapers || Download paper |
2022 | Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x. Full description at Econpapers || Download paper |
2021 | Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute. (2021). , Craig ; Guo, Jinggang. In: Forest Policy and Economics. RePEc:eee:forpol:v:130:y:2021:i:c:s1389934121001313. Full description at Econpapers || Download paper |
2021 | Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?. (2021). Rizwan, Muhammad Suhail. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001256. Full description at Econpapers || Download paper |
2021 | Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach. (2021). Ramana, R V ; Behera, Smruti Ranjan ; Mallick, Lingaraj. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000244. Full description at Econpapers || Download paper |
2020 | Reforming the European Common Agricultural Policy: From price & income support to risk management. (2020). Zheng, YU ; Gohin, Alexandre. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:712-727. Full description at Econpapers || Download paper |
2020 | Direct payments to Japanese farmers: Do they reduce rice income inequality? Lessons for other Asian countries. (2020). Yamamoto, Yasutaka ; Nitta, Atomu ; Sawauchi, Daisuke ; Kondo, Katsunobu. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:5:p:968-981. Full description at Econpapers || Download paper |
2020 | Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy. (2020). Shang, Pengjian ; Wang, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119314785. Full description at Econpapers || Download paper |
2020 | Testing the efficient market hypothesis in Latin American stock markets. (2020). Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Ramos-Requena, J P ; Balladares, K A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931739x. Full description at Econpapers || Download paper |
2020 | DCCA cross-correlation analysis in time-series with removed parts. (2020). Brito, A A ; Zebende, G F ; Castro, A P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319399. Full description at Econpapers || Download paper |
2020 | DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168. Full description at Econpapers || Download paper |
2020 | Entropy-norm space for geometric selection of strict Nash equilibria in n-person games. (2020). Prataviera, G A ; Leoneti, A B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843712030159x. Full description at Econpapers || Download paper |
2020 | Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301503. Full description at Econpapers || Download paper |
2020 | Long-range correlation and predictability of Chinese stock prices. (2020). Liu, Lutao ; Wang, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s037843712030145x. Full description at Econpapers || Download paper |
2020 | Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300698. Full description at Econpapers || Download paper |
2021 | Statistical test for Multiple Detrended Cross-Correlation Coefficient. (2021). Guedes, E F ; de Castro, A. P. N., ; Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120306786. Full description at Econpapers || Download paper |
2021 | Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627. Full description at Econpapers || Download paper |
2021 | Risk transfer between stock and open-ended equity fund markets in China based on a multi-layer network model. (2021). Zhang, Chao ; Wu, Junfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308475. Full description at Econpapers || Download paper |
2021 | Analysis of intentional lethal violent crimes: A sliding windows approach. (2021). Guedes, E F ; Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309511. Full description at Econpapers || Download paper |
2021 | Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600. Full description at Econpapers || Download paper |
2021 | Detrended multiple cross-correlation coefficient with sliding windows approach. (2021). Zebende, G F ; da Silva, A M ; Guedes, E F. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002624. Full description at Econpapers || Download paper |
2022 | A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods. (2022). TANRIOVEN, Cihan ; Susay, Aynur ; Kuzu, Erkan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006907. Full description at Econpapers || Download paper |
2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression. (2022). TILFANI, Oussama ; Krištoufek, Ladislav ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008037. Full description at Econpapers || Download paper |
2022 | Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35. Full description at Econpapers || Download paper |
2021 | Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933. Full description at Econpapers || Download paper |
2021 | The impact of institutional and macroeconomic conditions on aggregate business bankruptcy. (2021). Carmona, Pedro ; Mefteh-Wali, Salma ; ben Jabeur, Sami. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:59:y:2021:i:c:p:108-119. Full description at Econpapers || Download paper |
2022 | Do specific entrepreneurial ecosystems favor high-level networking while others not? Lessons from the Hungarian IT sector. (2022). Bed, Zsolt ; Toth-Pajor, Akos ; Sebestyen, Tamas ; Komlosi, Eva. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007800. Full description at Econpapers || Download paper |
2020 | The impact of institutional conditions on willingness to take contractual risk in port public-private partnerships of developing countries. (2020). Lee, Jasmine Siu ; Xiao, Zengqi. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:133:y:2020:i:c:p:12-26. Full description at Econpapers || Download paper |
2022 | Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis. (2022). Saleh, Mamdouh Abdulaziz ; Asif, Mohammad ; Shamim, Mohd ; Siddiqui, Ayesha. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:87-:d:787988. Full description at Econpapers || Download paper |
2021 | Earnings Management in Frontier Market: Do Institutional Settings Matter?. (2021). Safari, Maryam ; Yapa, Prem ; Martens, Wil. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:17-:d:493355. Full description at Econpapers || Download paper |
2021 | Modeling of Crisis Processes in the Financial Market. (2021). Ivanyuk, Vera. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:144-:d:650962. Full description at Econpapers || Download paper |
2020 | Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak. (2020). Ferreira, Paulo ; Mohti, Wahbeeah ; Aslam, Faheem . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:31-:d:363257. Full description at Econpapers || Download paper |
2020 | Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:248-:d:431596. Full description at Econpapers || Download paper |
2021 | Gold against Asian Stock Markets during the COVID-19 Outbreak. (2021). Yousaf, Imran ; Azoury, Nehme ; Ali, Shoaib ; Bouri, Elie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:186-:d:539304. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | An Econophysics Study of the S&P Global Clean Energy Index. (2020). Loures, Luis Carlos ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:662-:d:309473. Full description at Econpapers || Download paper |
2021 | Economic Dependence Relationship and the Coordinated & Sustainable Development among the Provinces in the Yellow River Economic Belt of China. (2021). Wu, Xianbo ; Hui, Xiaofeng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5448-:d:553714. Full description at Econpapers || Download paper |
2021 | Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study. (2021). Silveira, Paulo Jorge ; Burnquist, Heloisa Lee ; Quintino, Derick David. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12862-:d:684107. Full description at Econpapers || Download paper |
2021 | Assessing the Influence of Strategic Resources on the Quality of Life in Spanish Cities. (2021). Vazquez-Sanmartin, Antonio ; Lopez-Lopez, Vicente ; Iglesias-Antelo, Susana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13048-:d:687593. Full description at Econpapers || Download paper |
2020 | DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIA’S COCOA MARKET: EVIDENCE FROM THE 2008 GLOBAL FINANCIAL CRISIS AND THE 2011 EUROPEAN DEBT CRISIS. (2020). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Mukhlis, Mukhlis. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:217-233. Full description at Econpapers || Download paper |
2021 | Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes. (2021). Herrera, Francisco Lpez ; Ros, Csar Gurrola ; Benavides, Domingo Rodrguez. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:3:a:6. Full description at Econpapers || Download paper |
2020 | Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009. Full description at Econpapers || Download paper |
2020 | Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99591. Full description at Econpapers || Download paper |
2021 | Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model. (2021). GUPTA, RANGAN ; Maneejuk, Paravee ; Thongkairat, Sukrit ; Yamaka, Woraphon. In: Working Papers. RePEc:pre:wpaper:202108. Full description at Econpapers || Download paper |
2021 | Minimum Rényi entropy portfolios. (2021). Vrins, Frederic ; Lassance, Nathan. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03364-2. Full description at Econpapers || Download paper |
2020 | Dynamic long-range dependences in the Swiss stock market. (2020). Ferreira, Paulo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1549-x. Full description at Econpapers || Download paper |
2021 | On the estimation of Okun’s coefficient in some countries in Latin America: a comparison between OLS and GME estimators. (2021). Zanin, Luca. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01798-y. Full description at Econpapers || Download paper |
2021 | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). el Boukfaoui, My Youssef ; Ferreira, Paulo ; Tilfani, Oussama. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1. Full description at Econpapers || Download paper |
2021 | Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach.. (2021). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202110. Full description at Econpapers || Download paper |
2020 | Agricultural Adoption and Behavioral Economics: Bridging the Gap. (2020). Li, Tongzhe ; Pannell, David ; Palmforster, Leah H ; Banerjee, Simanti ; Kecinski, Maik ; Bell, Samuel D ; Streletskaya, Nadia A. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:42:y:2020:i:1:p:54-66. Full description at Econpapers || Download paper |
2021 | Tail risk interdependence. (2021). Chiu, Chingwai ; Stoja, Evarist ; Polanski, Arnold. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5499-5511. Full description at Econpapers || Download paper |
2020 | Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis. (2020). TILFANI, Oussama ; el Boukfaoui, My Youssef. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s021909151950022x. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Utility function estimation: the entropy approach In: Papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Utility function estimation: The entropy approach.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2007 | Entropy and Uncertainty Analysis in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | On the integrated behaviour of non-stationary volatility in stock markets In: Papers. [Full Text][Citation analysis] | paper | 8 |
2007 | On the integrated behaviour of non-stationary volatility in stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2005 | An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market In: Papers. [Full Text][Citation analysis] | paper | 19 |
2006 | An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market.(2006) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2008 | Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Consumer Confidence in Portugal - What does it really matter? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | GME versus OLS - Which is the best to estimate utility functions? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Effect of the container terminal characteristics on performance In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | The container terminal characteristics and customer’s satisfaction In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2017 | Urban-Rural Connections and Development Perspectives In Portugal In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
2016 | Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal. [Full Text][Citation analysis] | article | 1 |
2019 | Financial markets of the LAC region: Does the crisis influence the financial integration? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2019 | Using QCA to explain firm demography in the European Union In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
2012 | The impact of CAP policy in farmers behavior – A modeling approach using the Cumulative Prospect Theory In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 9 |
2004 | Asymmetric price transmission within the Portuguese stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2004 | Mutual information: a measure of dependency for nonlinear time series In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 21 |
2016 | How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2017 | The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2017 | DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2017 | Assessment of 48 Stock markets using adaptive multifractal approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2018 | A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2018 | Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2019 | An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2019 | Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2019 | ?x,y between open-close stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2012 | On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2019 | Regional and global integration of Asian stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
2019 | Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies. [Full Text][Citation analysis] | article | 5 |
2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM. [Full Text][Citation analysis] | article | 1 |
2019 | City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2015 | The effect of port and container terminal characteristics on terminal performance In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 4 |
2008 | THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Equity Markets Integration in Asia In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
2019 | Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
2010 | Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 8 |
2015 | Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal. [Full Text][Citation analysis] | article | 12 |
2016 | GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
2003 | Mutual information: a dependence measure for nonlinear time series In: Econometrics. [Full Text][Citation analysis] | paper | 7 |
2004 | Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
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