Luis C. Nunes : Citation Profile


Are you Luis C. Nunes?

Universidade Nova de Lisboa

9

H index

9

i10 index

479

Citations

RESEARCH PRODUCTION:

29

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 20
   Journals where Luis C. Nunes has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 10 (2.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pnu43
   Updated: 2018-06-16    RAS profile: 2018-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sobreira, Nuno (3)

Reis, Ana (3)

Dentinho, Tomaz (2)

de Freitas, Miguel (2)

Rodrigues, Paulo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis C. Nunes.

Is cited by:

Tiwari, Aviral (19)

Strazicich, Mark (16)

Masih, Abul (13)

Rua, António (12)

Lee, Junsoo (11)

Chang, Tsangyao (10)

Verona, Fabio (9)

GUPTA, RANGAN (8)

Uddin, Gazi (8)

Vacha, Lukas (8)

Baruník, Jozef (7)

Cites to:

Perron, Pierre (12)

Harvey, Campbell (11)

Phillips, Peter (10)

Meyerhoff, Jürgen (8)

Andrews, Donald (8)

Hanushek, Eric (7)

Obstfeld, Maurice (7)

Fernandez, Viviana (7)

Vogelsang, Timothy (6)

Bekaert, Geert (6)

Rua, António (6)

Main data


Where Luis C. Nunes has published?


Journals with more than one article published# docs
Economics Letters3
Ecological Economics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
FEUNL Working Paper Series / Universidade Nova de Lisboa, Faculdade de Economia12
Working Papers / Banco de Portugal, Economics and Research Department6
GEE Papers / Gabinete de Estratgia e Estudos, Ministrio da Economia2

Recent works citing Luis C. Nunes (2018 and 2017)


YearTitle of citing document
2017Wavelets based multiscale analysis of select global equity returns. (2017). Bhandari, Avishek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:75-88.

Full description at Econpapers || Download paper

2017Dynamic correlations at different time-scales with Empirical Mode Decomposition. (2017). Nava, Noemi ; Aste, Tomaso ; di Matteo, T. In: Papers. RePEc:arx:papers:1708.06586.

Full description at Econpapers || Download paper

2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

Full description at Econpapers || Download paper

2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Chua, Chew ; Suardi, Sandy ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

Full description at Econpapers || Download paper

2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh. (2017). Uddin, Gazi ; AROURI, Mohamed ; Sjo, BO ; Muzaffar, Ahmed Taneem. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1918-1933.

Full description at Econpapers || Download paper

2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

Full description at Econpapers || Download paper

2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

Full description at Econpapers || Download paper

2018Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810.

Full description at Econpapers || Download paper

2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

Full description at Econpapers || Download paper

2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

Full description at Econpapers || Download paper

2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

Full description at Econpapers || Download paper

2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

Full description at Econpapers || Download paper

2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

Full description at Econpapers || Download paper

2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania. (2017). Andrieș, Alin Marius ; Tiwari, Aviral Kumar ; Ihnatov, Iulian ; Cpraru, Bogdan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:261-274.

Full description at Econpapers || Download paper

2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Abberger, Klaus ; Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

Full description at Econpapers || Download paper

2018The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

Full description at Econpapers || Download paper

2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

Full description at Econpapers || Download paper

2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

Full description at Econpapers || Download paper

2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

Full description at Econpapers || Download paper

2018Comparing Contingent Valuation and Averting Expenditure Estimates of the Costs of Irregular Water Supply. (2018). Orgill-Meyer, Jennifer ; Cutler, Nathan ; Albert, Jeff ; Jeuland, Marc. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:250-264.

Full description at Econpapers || Download paper

2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

Full description at Econpapers || Download paper

2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

Full description at Econpapers || Download paper

2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

Full description at Econpapers || Download paper

2017International stock market comovement in time and scale outlined with a thick pen. (2017). Jach, Agnieszka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:115-129.

Full description at Econpapers || Download paper

2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

Full description at Econpapers || Download paper

2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

Full description at Econpapers || Download paper

2017The price of shelter - Downside risk reduction with precious metals. (2017). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

Full description at Econpapers || Download paper

2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

Full description at Econpapers || Download paper

2017Real and complex wavelets in asset classification: An application to the US stock market. (2017). Bruzda, Joanna. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:115-125.

Full description at Econpapers || Download paper

2017Analysing scenario approaches for forest management — One decade of experiences in Europe. (2017). Hoogstra-Klein, Marjanke A ; de Jong, Rutger ; Hengeveld, Geerten M. In: Forest Policy and Economics. RePEc:eee:forpol:v:85:y:2017:i:p2:p:222-234.

Full description at Econpapers || Download paper

2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

Full description at Econpapers || Download paper

2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiaojing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

Full description at Econpapers || Download paper

2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

Full description at Econpapers || Download paper

2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

Full description at Econpapers || Download paper

2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). de Carvalho, Miguel ; Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

Full description at Econpapers || Download paper

2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

Full description at Econpapers || Download paper

2018Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376.

Full description at Econpapers || Download paper

2017Using virtual environments to improve the realism of choice experiments: A case study about coastal erosion management. (2017). Scarpa, Riccardo ; Marsh, Dan ; Matthews, Yvonne. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:81:y:2017:i:c:p:193-208.

Full description at Econpapers || Download paper

2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

Full description at Econpapers || Download paper

2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

Full description at Econpapers || Download paper

2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

Full description at Econpapers || Download paper

2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

Full description at Econpapers || Download paper

2017Causality and correlations between BSE and NYSE indexes: A Janus faced relationship. (2017). , Neeraj ; Panigrahi, Prasanta K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:284-313.

Full description at Econpapers || Download paper

2017A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe. (2017). Ikeda, Taro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:194-198.

Full description at Econpapers || Download paper

2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

Full description at Econpapers || Download paper

2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

Full description at Econpapers || Download paper

2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets. (2018). Lao, Jiashun ; Jiang, Yonghong ; Nie, HE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:420-427.

Full description at Econpapers || Download paper

2018Extended AIC model based on high order moments and its application in the financial market. (2018). Mao, Xuegeng ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:264-275.

Full description at Econpapers || Download paper

2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

Full description at Econpapers || Download paper

2018Dynamic correlations at different time-scales with empirical mode decomposition. (2018). Nava, Noemi ; Aste, Tomaso ; di Matteo, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:534-544.

Full description at Econpapers || Download paper

2017Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

Full description at Econpapers || Download paper

2017Using averting expenditures to estimate the demand for public goods: Combining objective and perceived quality. (2017). Lanz, Bruno ; Provins, Allan . In: Resource and Energy Economics. RePEc:eee:resene:v:47:y:2017:i:c:p:20-35.

Full description at Econpapers || Download paper

2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

Full description at Econpapers || Download paper

2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

Full description at Econpapers || Download paper

2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

Full description at Econpapers || Download paper

2018Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

Full description at Econpapers || Download paper

2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

Full description at Econpapers || Download paper

2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

Full description at Econpapers || Download paper

2017Earmarking conservation: Further inquiry on scope effects in stated preference methods applied to nature-based tourism. (2017). Giaccaria, Sergio ; Vallino, Elena ; Dalmazzone, Silvana ; Frontuto, Vito. In: Tourism Management. RePEc:eee:touman:v:60:y:2017:i:c:p:130-139.

Full description at Econpapers || Download paper

2017Estimating Residents’ Preferences of the Land Use Program Surrounding Forest Park, Taiwan. (2017). Lee, Chun-Hung ; Wang, Chiung-Hsin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:598-:d:95692.

Full description at Econpapers || Download paper

2017Capturing Tourists’ Preferences for the Management of Community-Based Ecotourism in a Forest Park. (2017). Zong, Cheng ; Hsu, Nai-Lun ; Lee, Chun-Hung ; Cheng, Kun. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:9:p:1673-:d:112609.

Full description at Econpapers || Download paper

2017International Stock Market Diversification among BRICS-P: A Cointegration Analysis. (2017). Imtiaz, Ather Iqbal. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:2:p:269-285.

Full description at Econpapers || Download paper

2017International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker . In: Working Papers. RePEc:hal:wpaper:hal-01652526.

Full description at Econpapers || Download paper

2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Ftiti, Zied ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201803.

Full description at Econpapers || Download paper

2017Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. (2017). Asem, Ebenezer ; Zhang, Xiaofei ; Yalamova, Rossitsa ; Baulkaran, Vishaal . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9232-3.

Full description at Econpapers || Download paper

2017Permanent Breaks and Temporary Shocks in a Time Series. (2017). Brorsen, B ; Lee, Yoonsuk . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9554-z.

Full description at Econpapers || Download paper

2018Endogeneity of Risk Perceptions in Averting Behavior Models. (2018). Lloyd-Smith, Patrick ; Adamowicz, Wiktor ; Dupont, Diane ; Schram, Craig . In: Environmental & Resource Economics. RePEc:kap:enreec:v:69:y:2018:i:2:d:10.1007_s10640-016-0075-6.

Full description at Econpapers || Download paper

2017Is technology still a major driver of health expenditure in the United States? Evidence from cointegration analysis with multiple structural breaks. (2017). Ketenci, Natalya. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:17:y:2017:i:1:d:10.1007_s10754-016-9196-2.

Full description at Econpapers || Download paper

2018The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Abid, Fathi ; Kaffel, Bilel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

Full description at Econpapers || Download paper

2018Does the major market influence transfer? Alternative effect on Asian stock markets. (2018). Lin, Luke. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0658-5.

Full description at Econpapers || Download paper

2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

Full description at Econpapers || Download paper

2017Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre . In: MPRA Paper. RePEc:pra:mprapa:77632.

Full description at Econpapers || Download paper

2017Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan. (2017). Withanage, Yeshan ; Jayasinghe, Prabhath . In: MPRA Paper. RePEc:pra:mprapa:82782.

Full description at Econpapers || Download paper

2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Ftiti, Zied ; Barnett, William. In: MPRA Paper. RePEc:pra:mprapa:86478.

Full description at Econpapers || Download paper

2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201735.

Full description at Econpapers || Download paper

2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: Working Papers. RePEc:pre:wpaper:201759.

Full description at Econpapers || Download paper

2018Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis. (2018). Chang, Tsangyao ; Bai, LU ; Li, Xiao-Lin ; Si, Deng-Kui . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:5-19.

Full description at Econpapers || Download paper

2017Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements. (2017). Li, Hong. In: Demography. RePEc:spr:demogr:v:54:y:2017:i:3:d:10.1007_s13524-017-0579-x.

Full description at Econpapers || Download paper

2017Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts. (2017). Bohk-Ewald, Christina ; Rau, Roland ; Ebeling, Marcus . In: Demography. RePEc:spr:demogr:v:54:y:2017:i:4:d:10.1007_s13524-017-0584-0.

Full description at Econpapers || Download paper

2017Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach. (2017). Boonen, Tim J ; Li, Hong. In: Demography. RePEc:spr:demogr:v:54:y:2017:i:5:d:10.1007_s13524-017-0610-2.

Full description at Econpapers || Download paper

2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

Full description at Econpapers || Download paper

2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

Full description at Econpapers || Download paper

2017Promoting structural transformation: strategic diversification vs. laissez-faire approach. (2017). Freire, Clovis. In: Working Papers. RePEc:une:wpaper:151.

Full description at Econpapers || Download paper

2017Economic diversification: Explaining the pattern of diversification in the global economy and its implications for fostering diversification in poorer countries. (2017). Freire, Clovis ; Junior, Clovis Freire. In: MERIT Working Papers. RePEc:unm:unumer:2017033.

Full description at Econpapers || Download paper

2017Promoting structural transformation: Strategic diversification vs laissez-faire approach. (2017). Freire, Clovis ; Junior, Clovis Freire. In: MERIT Working Papers. RePEc:unm:unumer:2017037.

Full description at Econpapers || Download paper

Works by Luis C. Nunes:


YearTitleTypeCited
2015Determinants of Academic Success in Economics and Management In: Investigaciones de Economía de la Educación volume 10.
[Full Text][Citation analysis]
chapter0
2014CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS In: Economic Inquiry.
[Full Text][Citation analysis]
article0
2013Characterizing economic growth paths based on new structural change tests.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Beef Credence Attributes: Implications of Substitution Effects on Consumers’ WTP In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article1
2011Forecasting mortality in the event of a structural change In: Journal of the Royal Statistical Society Series A.
[Citation analysis]
article10
2011On LM‐type tests for seasonal unit roots in the presence of a break in trend In: Journal of Time Series Analysis.
[Citation analysis]
article1
2009On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1997Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article97
2016Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article4
2012Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks.(2012) In: Insper Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1999Moving the Escudo into the Euro In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
1999Moving the Escudo into the Euro..(1999) In: Laval - Laboratoire Econometrie.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Combining averting behavior and contingent valuation data: an application to drinking water treatment in Brazil In: Environment and Development Economics.
[Full Text][Citation analysis]
article13
1995Spurious Break In: Econometric Theory.
[Full Text][Citation analysis]
article40
2004LM-Type tests for a Unit Root Allowing for a Break in Trend In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper3
2015The publication of school rankings: A step toward increased accountability? In: Economics of Education Review.
[Full Text][Citation analysis]
article0
2014Using Choice Modeling to estimate the effects of environmental improvements on local development: When the purpose modifies the tool In: Ecological Economics.
[Full Text][Citation analysis]
article2
2018A Spatially Explicit Choice Model to Assess the Impact of Conservation Policy on High Nature Value Farming Systems In: Ecological Economics.
[Full Text][Citation analysis]
article0
1996Spurious number of breaks In: Economics Letters.
[Full Text][Citation analysis]
article18
1998Testing for rationality: the case of discrete choice data In: Economics Letters.
[Full Text][Citation analysis]
article0
2001Identifying non-consistent choice behavior in recreation demand models In: Economics Letters.
[Full Text][Citation analysis]
article1
2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article186
2009International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 186
paper
2011Assessing forest management strategies using a contingent valuation approach and advanced visualisation techniques: A Portuguese case study In: Journal of Forest Economics.
[Full Text][Citation analysis]
article6
2005Coincident and leading indicators for the euro area: A frequency band approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article17
2003Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2012A Markov regime switching model of crises and contagion: The case of the Iberian countries in the EMS In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article2
2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article19
2012A wavelet-based assessment of market risk: The emerging markets case.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2010The impact of pharmaceutical policy measures: An endogenous structural-break approach In: Social Science & Medicine.
[Full Text][Citation analysis]
article1
2015Measuring birdwatchers preferences: A case for using online networks and mixed-mode surveys In: Tourism Management.
[Full Text][Citation analysis]
article2
2016Animal Spirits vs Contagion: Which one is the main driver of sovereign yields in Europe? In: EcoMod2016.
[Full Text][Citation analysis]
paper0
2016Animal Spirits vs Contagion: Which one is the main driver of sovereign yields in Europe?.(2016) In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005Nowcasting quarterly GDP growth in a monthly coincident indicator model In: Journal of Forecasting.
[Full Text][Citation analysis]
article25
2012Protesting and Justifying: A Latent Class Model for Contingent Valuation with Attitudinal Data In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article4
2007Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP In: GEE Papers.
[Full Text][Citation analysis]
paper0
2013Productive experience and specialization opportunities for Portugal: an empirical assessment In: GEE Papers.
[Full Text][Citation analysis]
paper3
2015Productive experience and specialization opportunities for Portugal: an empirical assessment.(2015) In: Portuguese Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2004Consistency in Mixed Demand Systems: Contingent Valuation and Travel Cost Data In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article3
2006Determinants of FDI in Latin America In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper3
2002Bayesian Forecasting Models for the Euro Area In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article2
2003Forecasting Euro Area Aggregates with Bayesian VAR and VECM Models In: Working Papers.
[Full Text][Citation analysis]
paper3
2003Instability in cointegration regressions: a brief review with an application to money demand in Portugal In: Applied Economics.
[Full Text][Citation analysis]
article8
2016What makes people stay in or leave shrinking cities? An empirical study from Portugal In: European Planning Studies.
[Full Text][Citation analysis]
article0
2000Combining Averting Behavior and Contingent Valuation Data: An Application to Drinking Water Treatment In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2000Combining CV and RP data: a note on the relationship between consistency and rationality In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2003Central bank intervenyion under target zones: the portuguese escudo in the ERM In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper4
2006Exchange market pressure and the credibility of Macaus currency Board In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2010Protesting or Justifying? A Latent Class Model for Contingent Valuation with Attitudinal Data In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper1
2012Ranking schools: a step toward increased accountability or a mere discriminatory practice? In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2012Protest Attitudes and Stated Preferences: Evidence on Scale Usage Heterogeneity In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2015Correcting for Sampling Problems in PISA and the Improvement in Portuguese Students Performance In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2015What makes people stay in or leave shrinking cities? An empirical study from Portugal In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2018The peculiar first semester of 2012 In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Class composition and student achievement: Evidence from Portugal In: FEUNL Working Paper Series.
[Full Text][Citation analysis]
paper0
2015Accounting for Response Biases in Latent-Class Models for Choices and Attitudes In: Land Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 2th 2018. Contact: CitEc Team