3
H index
2
i10 index
49
Citations
Paulo Rogério Faustino Matos : Citation Profile
Universidade Federal do Ceará | RESEARCH PRODUCTION: 35 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2007 - 2025). 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 Rogério Faustino Matos. | Is cited by:
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Main data
Where Paulo Rogério Faustino Matos has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 6 |
Recent works citing Paulo Rogério Faustino Matos (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective. (2025). Sharma, Buddha Nath ; Rai, Anish ; Nurujjaman, MD ; Luwang, SR ; Majhi, Sushovan. In: Papers. RePEc:arx:papers:2502.14431. Full description at Econpapers || Download paper |
| 2024 | Relationship Between Bitcoin and Islamic Stock Indices During the COVID-19 Pandemic and the Russia-Ukraine Crisis. (2024). Ali, Rosalan ; Jusoh, Hashim ; Dchieche, Amina ; Ismail, Ahmad Faizol ; el Alaoui, Abdelkader Ouatik. In: Asian Economics Letters. RePEc:ayb:jrnael:107. Full description at Econpapers || Download paper |
| 2025 | Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks. (2025). Feng, Qianqian ; Sun, Xiaolei ; Li, Jianping ; Shen, Yiran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000358. Full description at Econpapers || Download paper |
| 2024 | Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493. Full description at Econpapers || Download paper |
| 2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper |
| 2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
| 2024 | Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724. Full description at Econpapers || Download paper |
| 2025 | Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225. Full description at Econpapers || Download paper |
| 2025 | Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375. Full description at Econpapers || Download paper |
| 2025 | Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255. Full description at Econpapers || Download paper |
| 2024 | Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569. Full description at Econpapers || Download paper |
| 2024 | Tail risk spillovers among Chinese stock market sectors. (2024). Ouyang, Minhua ; Xiao, Hailian. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002630. Full description at Econpapers || Download paper |
| 2024 | Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392. Full description at Econpapers || Download paper |
| 2025 | Environmental transitions effect of renewable energy and fintech markets on Europes real estate stock market. (2025). Liu, Xiyu ; Missaoui, Ibtissem ; Younis, Ijaz ; Shah, Waheed Ullah. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002654. Full description at Econpapers || Download paper |
| 2025 | Exploring the transmission pathway of “Data-Finance” synergistic clustering on corporate economic adaptability: Evidence from quasi-experimental analysis in national Big Data Pilot Zones. (2025). Xu, Wudi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500396x. Full description at Econpapers || Download paper |
| 2024 | Risk synchronization in Australia stock market: A sector analysis. (2024). Tiwari, Aviral ; Lee, Chi-Chuan ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Asafo-Adjei, Emmanuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:582-610. Full description at Econpapers || Download paper |
| 2024 | Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139. Full description at Econpapers || Download paper |
| 2025 | Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704. Full description at Econpapers || Download paper |
| 2024 | Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580. Full description at Econpapers || Download paper |
| 2024 | Crypto market relationships with bric countries uncertainty – A wavelet-based approach. (2024). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose ; Gaio, Cristina. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007631. Full description at Econpapers || Download paper |
| 2024 | The 2020 COVID-19 Financial Crisis Impact on the European Stock Markets and Economies. A Preliminary Analysis. (2024). Dorota, Witkowska ; Jennifer, Foo. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:24:y:2024:i:1:p:22-40:n:1002. Full description at Econpapers || Download paper |
Works by Paulo Rogério Faustino Matos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | PolÃtica CreditÃcia No Brasil: O Sertão Vai Virar Mar? In: Economia. [Full Text][Citation analysis] | article | 0 |
| 2016 | HETEROGENEIDADE E DEPENDÊNCIA DAS RESERVAS INTERNACIONAIS: CASO DOS BRIC In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Mutual Investments Funds in Shares in Brazil: Incentives, Management and Convergence In: Brazilian Business Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Analyzing COPOM’s Decisions In: Brazilian Business Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Stocks and Mutual Funds: Common Risk Factors? In: Brazilian Business Review. [Full Text][Citation analysis] | article | 0 |
| 2012 | Analysis of the non-linear effect of net equity in the pricing of stock investment funds In: Brazilian Business Review. [Full Text][Citation analysis] | article | 0 |
| 2012 | Stock investment funds in Brazil: performance and management expertise In: Brazilian Business Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Do Brazilian mutual stock fund managers have sufficient skill? In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Performance Convergence Analysis of Stock Exchanges: the Situation of the Ibovespa in the World Scenario In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | A NOTE ON THE FORWARD AND THE EQUITY PREMIUM PUZZLES: TWO SYMPTOMS OF THE SAME ILLNESS? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2013 | A note on the forward and the equity-premium puzzles: two symptoms of the same illness?.(2013) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | On the relationship between COVID-19 and G7 banking co-movements In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2023 | A Note on the public investment-debt-cash linkages: a Brazilian cross-state analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2022 | Modeling Brazilian federal government fiscal reaction in the time-frequency domain In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2025 | On the time-varying behavior of household credit in Brazil In: Emerging Markets Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
| 2021 | Credit, default, financial system and development In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Precautionary risks for an open economy In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | The Brazilian financial market reaction to COVID-19: A wavelet analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | COVID-19, stock market and sectoral contagion in US: a time-frequency analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
| 2025 | On the time-frequency effects of macroeconomic policy on growth cycles in Brazil In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | On the cross-city growth drivers of the most vulnerable region of Brazil In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2019 | On the drivers of BNDES credit to Brazilian state governments In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2007 | The forward- and the equity-premium puzzles: two symptoms of the same illness? In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2009 | The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | The forward- and the equity-premium puzzles: two symptoms of the same illness?.(2012) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | The forward and the equity-premium puzzles: a straightforward test of whether they are two symptoms of the same illness In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2012 | Previsão do cmbio real-dólar sob um arcabouço de apreçamento de ativos In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2014 | Análise de Integração Financeira na América do Sul In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 1 |
| 2017 | What drives the inequality of Brazilian cross-states household credit? In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2018 | Uma Nota sobre o Impacto da Corrupção no Endividamento dos Estados Brasileiros In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Note on the Effect of Decomposing Credit for Explaining Brazilian Cross-State GDP Growth In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2023 | A Note on the Brazilian cross-state debt connectedness In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2024 | O papel dos gastos correntes e de capital dos governos estaduais e municipais no crescimento cross-state no Brasil entre 2003 e 2019 In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2024 | Analyzing U.S. GDP-Debt-Inflation Linkages in the Time-Frequency Domain In: International Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | The role of household debt and delinquency decisions in consumption-based asset pricing In: Annals of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | On the Latin American Credit Drivers In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2023 | The Role of Contagion and Integration in Risk Management Measures In: Global Business Review. [Full Text][Citation analysis] | article | 0 |
| 2024 | On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic In: Global Business Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the management efficiency of Brazilian stock mutual funds In: Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forward-premium puzzle: is it time to abandon the usual regression? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
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