Andreia Dionisio : Citation Profile

Are you Andreia Dionisio?

Universidade de Évora (50% share)
Universidade de Évora (50% share)

8

H index

5

i10 index

199

Citations

RESEARCH PRODUCTION:

30

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 11
   Journals where Andreia Dionisio has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 19 (8.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi152
   Updated: 2022-05-14    RAS profile: 2020-08-18    
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Relations with other researchers

Works with:

Ferreira, Paulo (19)

Vieira, Isabel (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andreia Dionisio.

Is cited by:

Ferreira, Paulo (40)

PEREIRA, EDER JOHNSON DE AREA (7)

Krištoufek, Ladislav (6)

Brandouy, Olivier (5)

Fernandez-Macho, Javier (4)

Yoon, Seong-Min (4)

Bougherara, Douadia (3)

TILFANI, Oussama (3)

Piet, Laurent (3)

Corazza, Marco (2)

Ossola, Elisa (2)

Cites to:

Ferreira, Paulo (45)

Bekaert, Geert (17)

Fama, Eugene (10)

Granger, Clive (10)

Tabak, Benjamin (9)

Maasoumi, Esfandiar (9)

Racine, Jeffrey (9)

Maasoumi, Esfandiar (9)

Harvey, Campbell (8)

Cajueiro, Daniel (8)

PEREIRA, EDER JOHNSON DE AREA (7)

Main data

Where Andreia Dionisio has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications14
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4
Econometrics / University Library of Munich, Germany2

Recent works citing Andreia Dionisio (2021 and 2020)

YearTitle of citing document
2020Step-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.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2020Entropy-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.

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2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Information 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.

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2020Information flow networks of Chinese stock market sectors. (2020). Zhou, Wei-Xing ; Yan, Wanfeng ; Cai, Qing ; Yue, Peng. In: Papers. RePEc:arx:papers:2004.08759.

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2020A micro-to-macro approach to returns, volumes and waiting times. (2020). Petroni, Filippo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2007.06262.

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2020Do 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.

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2020Characterization 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.

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2021Multiscale 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.

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2021Region-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.

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2020How 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.

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2022Energy 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.

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2021Hunting 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.

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2021Dependency 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.

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2021Stock 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.

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2022Financial 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.

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2021Do 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.

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2021Macroprudential 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.

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2021Does 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.

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2020Reforming 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.

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2020Direct 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.

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2020Complexity 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.

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2020Testing 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.

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2020DCCA 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.

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2020DCCA 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.

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2020Entropy-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.

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2020Predictive 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.

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2020Long-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.

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2020Uncovered 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.

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2021Statistical 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.

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2021Information 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.

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2021Risk 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.

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2021Analysis 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.

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2021Analysis 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.

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2021Detrended 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.

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2022A 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.

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2022Heterogeneity 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.

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2022Does 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.

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2021Bitcoin’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.

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2021The 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.

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2022Do 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.

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2020The 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.

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2022Are 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.

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2021Earnings 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.

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2021Modeling 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.

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2020Evidence 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.

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2020Multifractal 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.

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2021Gold 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.

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2022.

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2022.

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2021.

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2020An 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.

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2021Economic 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.

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2021Carbon 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.

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2021Assessing 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.

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2020DYNAMIC 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.

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2021Dependencia 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.

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2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

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2020Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99591.

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2021Structural 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.

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2021Minimum 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.

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2020Dynamic 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.

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2021On 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.

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2021Dynamic 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.

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2021Financial 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.

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2020Agricultural 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.

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2021Tail 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.

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2020Multifractal 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.

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Works by Andreia Dionisio:

YearTitleTypeCited
2007Utility function estimation: the entropy approach In: Papers.
[Full Text][Citation analysis]		paper3
2008Utility function estimation: The entropy approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 3		article
2007Entropy and Uncertainty Analysis in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper4
2006On the integrated behaviour of non-stationary volatility in stock markets In: Papers.
[Full Text][Citation analysis]		paper8
2007On the integrated behaviour of non-stationary volatility in stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 8		article
2005An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market In: Papers.
[Full Text][Citation analysis]		paper19
2006An 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.
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This paper has another version. Agregated cites: 19		article
2008Voters dissatisfaction, abstention and entropy: analysis in European countries In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper1
2009Consumer Confidence in Portugal - What does it really matter? In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper0
2010GME versus OLS - Which is the best to estimate utility functions? In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper1
2010On 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]		paper4
2012An application of General Maximum Entropy to Utility In: CEFAGE-UE Working Papers.
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2013Effect of the container terminal characteristics on performance In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper1
2013The container terminal characteristics and customer’s satisfaction In: CEFAGE-UE Working Papers.
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2014Why does the Euro fail? The DCCA approach In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper13
2016Why does the Euro fail? The DCCA approach.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2017Urban-Rural Connections and Development Perspectives In Portugal In: CEFAGE-UE Working Papers.
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2007NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003 In: Applied Econometrics and International Development.
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2016Entrepreneurship rates: the fuzzy-set approach In: Eastern European Business and Economics Journal.
[Full Text][Citation analysis]		article1
2019Financial markets of the LAC region: Does the crisis influence the financial integration? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2019Using QCA to explain firm demography in the European Union In: Journal of Business Research.
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2012The impact of CAP policy in farmers behavior – A modeling approach using the Cumulative Prospect Theory In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article9
2004Asymmetric price transmission within the Portuguese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2004Mutual information: a measure of dependency for nonlinear time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article21
2016How long is the memory of the US stock market? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
2017The behaviour of share returns of football clubs: An econophysics approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2017DCCA 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]		article12
2017Assessment of 48 Stock markets using adaptive multifractal approach In: Physica A: Statistical Mechanics and its Applications.
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2018A sliding windows approach to analyse the evolution of bank shares in the European Union In: Physica A: Statistical Mechanics and its Applications.
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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor? In: Physica A: Statistical Mechanics and its Applications.
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2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets In: Physica A: Statistical Mechanics and its Applications.
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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises In: Physica A: Statistical Mechanics and its Applications.
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2019?x,y between open-close stock markets In: Physica A: Statistical Mechanics and its Applications.
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2012On 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.
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2019Regional and global integration of Asian stock markets In: Research in International Business and Finance.
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2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis In: Economies.
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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM.
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2019City Brand: What Are the Main Conditions for Territorial Performance? In: Sustainability.
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2015The effect of port and container terminal characteristics on terminal performance In: Maritime Economics & Logistics.
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2008THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES In: MPRA Paper.
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2017Equity Markets Integration in Asia In: Proceedings of International Academic Conferences.
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2019Frontier markets’ efficiency: mutual information and detrended fluctuation analyses In: Journal of Economic Interaction and Coordination.
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2010Adopt the euro? The GME approach In: Journal of Economic Interaction and Coordination.
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2015Revisiting Covered Interest Parity in the European Union: the DCCA Approach In: International Economic Journal.
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2016GDP growth and convergence determinants in the European Union: a crisp-set analysis In: Review of Economic Perspectives.
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2003Mutual information: a dependence measure for nonlinear time series In: Econometrics.
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2004Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors In: Econometrics.
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