Details about Sergio Da Silva

Access statistics for papers by Sergio Da Silva.

Last updated 2009-08-29. Update your information in the RePEc Author Service.

Short-id: pda96

Working Papers

2009

1. Does Macroeconomics Need Microeconomic Foundations?
   Economics Discussion Papers, Kiel Institute for the World Economy
   See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2009)

2008

2. Algorithmic complexity theory and the relative efficiency of financial markets
   MPRA Paper, University Library of Munich, Germany
3. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
   MPRA Paper, University Library of Munich, Germany
4. Risk-seeking behavior of preschool children in a gambling task
   MPRA Paper, University Library of Munich, Germany

2007

5. Are Pound and Euro the Same Currency? - Updated
   MPRA Paper, University Library of Munich, Germany
6. Foreign exchange intervention and central bank independence: The Latin American experience
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Applied Financial Economics Letters (2008)
7. Inflation targeting and optimal control theory
   MPRA Paper, University Library of Munich, Germany
8. Is Mercosur an optimum currency area?
   MPRA Paper, University Library of Munich, Germany View citations
9. Latin American foreign exchange intervention - Updated
   MPRA Paper, University Library of Munich, Germany
10. Rational bubbles in emerging stockmarkets
    MPRA Paper, University Library of Munich, Germany
11. Sistemas complexos, criticalidade e leis de potencia
    MPRA Paper, University Library of Munich, Germany
12. Staggered wages, inflation, and discounting
    MPRA Paper, University Library of Munich, Germany
13. The Levy sections theorem: an application to econophysics
    MPRA Paper, University Library of Munich, Germany
14. The biological basis of expected utility anomalies
    MPRA Paper, University Library of Munich, Germany
15. US Current Account Deficit and Exchange Rate Tax
    MPRA Paper, University Library of Munich, Germany

2006

16. Characteristic function approach to the sum of stochastic variables
    MPRA Paper, University Library of Munich, Germany
17. Disposition effect and gender
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Applied Economics Letters (2008)
18. Estimating demand elasticities of fixed telephony in Brazil
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2007)
19. Informational inefficiency of the Brazilian stockmarket
    MPRA Paper, University Library of Munich, Germany
20. Sharpening Intertemporal Prospect Theory
    MPRA Paper, University Library of Munich, Germany
21. Testing the Equilibrium Exchange Rate Model - Updated
    MPRA Paper, University Library of Munich, Germany
22. The Chinese Chaos Game
    MPRA Paper, University Library of Munich, Germany
23. The Levy sections theorem revisited
    MPRA Paper, University Library of Munich, Germany

2005

24. Are Pound and Euro the Same Currency?
    International Finance, EconWPA
25. Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
    Finance, EconWPA
26. Is There a Brazilian J-Curve?
    International Finance, EconWPA
    See also Journal Article in Economics Bulletin (2005)
27. Log-Periodic Crashes Revisited
    Finance, EconWPA
28. Nonidentically distributed variables and nonlinear autocorrelation
    Finance, EconWPA
29. On Log-Periodic Crashes
    Finance, EconWPA
30. Política Monetária e Relação entre PIB Real e Mercado de Ações na Economia Brasileira
    (Monetary policy and the relationship between real GDP and stockmarket in the Brazilian economy)
    MPRA Paper, University Library of Munich, Germany
31. Stock Selection Based on Cluster Analysis
    Finance, EconWPA View citations
    See also Journal Article in Economics Bulletin (2005)
32. Testing the Equilibrium Exchange Rate Model
    International Finance, EconWPA
33. Travel Hysteresis in the Brazilian Current Account
    International Trade, EconWPA
    See also Journal Article in Economics Bulletin (2005)
34. Travel Hysteresis in the US Current Account After the Mid-1980s
    Economic History, EconWPA
    See also Journal Article in Economics Bulletin (2005)

2004

35. Autocorrelation and the Sum of Stochastic Variables
    Finance, EconWPA
36. Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
    Finance, EconWPA
37. Big Mac Parity, Income, and Trade
    International Finance, EconWPA
    See also Journal Article in Economics Bulletin (2004)
38. Classroom Guide to the Equilibrium Exchange Rate Model
    International Finance, EconWPA
39. Criticality
    Finance, EconWPA
40. Endogenous Foreign Exchange Intervention in Latin America
    International Finance, EconWPA
41. Exponentially Damped Levy Flights
    Finance, EconWPA View citations
42. Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
    Finance, EconWPA View citations
43. Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
    Finance, EconWPA
44. Financial Volatility and Independent and Identically Distributed Variables
    Finance, EconWPA
45. International Finance, Levy Distributions, and the Econophysics of Exchange Rates
    International Finance, EconWPA
46. Levy Flights, Autocorrelation, and Slow Convergence
    Finance, EconWPA
47. Log-Periodicity in High Frequency Financial Series
    Finance, EconWPA
48. On the origins of truncated Lévy flights
    Finance, EconWPA
49. The Dornbusch Model with Chaos and Foreign Exchange Intervention
    International Finance, EconWPA
50. The Econophysics of the Brazilian Real-US Dollar Rate
    Finance, EconWPA

1999

51. Chaos in a Standard Equilibrium Exchange-Rate Model
    Discussion Papers, Department of Economics, University of Birmingham
52. Exchange Rate Dynamics Redux and Chaos
    Discussion Papers, Department of Economics, University of Birmingham View citations

1998

53. Overshooting and Foreign Exchange Intervention
    Discussion Papers, Department of Economics, University of Birmingham

Journal Articles

2009

1. Bolhas Racionais no Índice Bovespa
   Revista Brasileira de Economia, 2009, 63, (2), 119-134
2. Does Macroeconomics Need Microeconomic Foundations?
   Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, (23), 1-11
   See also Working Paper (2009)

2008

3. Disposition effect and gender
   Applied Economics Letters, 2008, 15, (6), 411-416
   See also Working Paper (2006)
4. Explosive and periodically collapsing bubbles in emerging stockmarkets
   Economics Bulletin, 2008, 3, (46), 1-18
5. Foreign exchange intervention and central bank independence: the Latin American experience
   Applied Financial Economics Letters, 2008, 4, (5), 379-382
   See also Working Paper (2007)
6. Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
   Economics Bulletin, 2008, 6, (29), 1-13
7. Is the Brazilian stockmarket efficient?
   Economics Bulletin, 2008, 7, (1), 1-16
8. Optimal control theory for inflation targeting
   Economics Bulletin, 2008, 3, (24), 1-14
9. The relative efficiency of stockmarkets
   Economics Bulletin, 2008, 7, (6), 1-12
10. WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
    Economic Affairs, 2008, 28, (1), 63-65

2007

11. Estimating demand elasticities of fixed telephony in Brazil
    Economics Bulletin, 2007, 12, (5), 1-9 View citations
    See also Working Paper (2006)
12. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11

2005

13. Evaluating Brazilian mutual funds with stochastic frontiers
    Economics Bulletin, 2005, 13, (2), 1-6
14. Is There a Brazilian J-Curve?
    Economics Bulletin, 2005, 6, (10), 1-17
    See also Working Paper (2005)
15. Stock selection based on cluster analysis
    Economics Bulletin, 2005, 13, (1), 1-9 View citations
    See also Working Paper (2005)
16. Stockmarket comovements revisited
    Economics Bulletin, 2005, 7, (3), 1-9 View citations
17. Travel hysteresis in the Brazilian current account
    Economics Bulletin, 2005, 6, (24), 1-17
    See also Working Paper (2005)
18. Travel hysteresis in the US current account after the mid-1980s
    Economics Bulletin, 2005, 14, (2), 1-10
    See also Working Paper (2005)

2004

19. Big Mac parity, income, and trade
    Economics Bulletin, 2004, 6, (12), 1-8
    See also Working Paper (2004)

2003

20. Fractal structure in the Chinese yuan/US dollar rate
    Economics Bulletin, 2003, 7, (2), 1-13

2002

21. Scaling power laws in the Sao Paulo Stock Exchange
    Economics Bulletin, 2002, 7, (3), 1-12 View citations

2001

22. Chaotic Exchange Rate Dynamics Redux
    Open Economies Review, 2001, 12, (3), 281-304 View citations