Paulo Pereira da Silva : Citation Profile


Are you Paulo Pereira da Silva?

Government of Portugal

4

H index

0

i10 index

47

Citations

RESEARCH PRODUCTION:

15

Articles

3

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 5
   Journals where Paulo Pereira da Silva has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 1 (2.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi715
   Updated: 2021-10-16    RAS profile: 2021-04-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo Pereira da Silva.

Is cited by:

Dionne, Georges (3)

Szilagyi, Peter (3)

Renneboog, Luc (3)

Berndsen, Ron (2)

De-Losso, Rodrigo (2)

GUPTA, RANGAN (2)

Corbet, Shaen (1)

Lont, David (1)

Paniagua, Jordi (1)

Tilica, Elena (1)

Sousa, Ricardo (1)

Cites to:

Shleifer, Andrei (14)

Campbell, John (12)

Boehmer, Ekkehart (11)

Pedersen, Lasse (9)

Acharya, Viral (8)

Stulz, René (8)

Lopez-de-Silanes, Florencio (7)

Brunnermeier, Markus (7)

Calvet, Laurent (7)

Stein, Jeremy (7)

Duffie, Darrell (7)

Main data


Where Paulo Pereira da Silva has published?


Journals with more than one article published# docs
Journal of Multinational Financial Management3

Recent works citing Paulo Pereira da Silva (2021 and 2020)


YearTitle of citing document
2020An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry. (2020). Heidinger, Dinah ; Gatzert, Nadine. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:407-436.

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2021How do sovereign risk, equity and foreign exchange derivatives markets interact?. (2021). Ibhagui, Oyakhilome. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:58-78.

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2021The impact of central clearing on the market for single-name credit default swaps. (2021). Dionne, Georges ; Breton, Michele ; Ben-Abdallah, Ramzi ; Akari, Mohamed-Ali. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030231x.

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2020Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167.

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2021Measuring changes in credit risk: The case of CDS event studies. (2021). Doumet, Markus ; Betzer, Andre ; Andres, Christian. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454.

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2021Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States. (2021). Paimanova, Viktoria ; Aliano, Mauro ; Galloppo, Giuseppe ; Previati, Daniele Angelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:144-158.

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2020What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?. (2020). Naifar, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:245-:d:429099.

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2021Investors’ Choices and Strategic Financial Decisions of the Companies. Evidence from an Analysis of the Capital Budgeting Policy Implications on Shares Valuation. (2021). Tilica, Elena ; Curmei, Ctlin Valeriu ; Curmei-Semenescu, Andreea. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4112-:d:531584.

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2021Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? Evidence from European and US stress tests. (2021). NYS, Emmanuelle ; Sauviat, Alain ; Agbodji, Amavi. In: Working Papers. RePEc:hal:wpaper:hal-03267704.

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2021.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2020Heterogeneity and netting efficiency under central clearing: A stochastic network analysis. (2020). Kim, Baeho ; Hwang, Injun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:2:p:192-208.

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2020Regulatory stress testing and bank performance. (2020). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: CFR Working Papers. RePEc:zbw:cfrwps:2003.

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Works by Paulo Pereira da Silva:


YearTitleTypeCited
2020The Impact of Intermittent Power Generation on the Wholesale Electricity Prices of the MIBEL Iberian Market In: Economics of Energy & Environmental Policy.
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article0
2021Exchange-traded certificates, education and the disposition effect In: Journal of Behavioral and Experimental Finance.
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article0
2015The determinants of CDS open interest dynamics In: Journal of Financial Stability.
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article4
2015M&A operations: Further evidence of informed trading in the CDS market In: Journal of Multinational Financial Management.
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article8
2019Corporate governance, earnings quality and idiosyncratic crash risk during the 2007–2008 financial crisis In: Journal of Multinational Financial Management.
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article0
2021Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment In: Journal of Multinational Financial Management.
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article1
2016Analysis of market quality before and during short-selling bans In: Research in International Business and Finance.
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article4
2016Earnings surprises and the response of CDS markets In: Studies in Economics and Finance.
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article2
2016Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks? In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2014Sovereign Credit Risk and Stock Markets–Does the Markets’ Dependency Increase with Financial Distress? In: International Journal of Financial Studies.
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article3
2014Sovereign CDS and bond credit spread dynamics in the Euro zone: evidence of an asymmetric price transmission in sovereign debt markets In: International Journal of Financial Markets and Derivatives.
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article0
2020THE DISPOSITION EFFECT AMONG MUTUAL FUND PARTICIPANTS: A RE-EXAMINATION In: Working Papers REM.
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paper0
2015The information content of the open interest of credit default swaps In: Financial Markets and Portfolio Management.
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article2
2017Abnormal Retained Earnings Around The World In: MPRA Paper.
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paper1
2015Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets In: Applied Economics.
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article7
2018Central clearing and CDS market quality In: Journal of Futures Markets.
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article5
2013Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference In: Economics Discussion Papers.
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paper9
2014Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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