Details about Sergio Da Silva

Access statistics for papers by Sergio Da Silva.

Last updated 2013-05-02. Update your information in the RePEc Author Service.

Short-id: pda96

Working Papers

2013

1. The disposition effect and investor experience
   MPRA Paper, University Library of Munich, Germany
2. The mutual gains from trade moderate the parent-offspring conflict
   MPRA Paper, University Library of Munich, Germany
3. Time to abandon group thinking in economics
   MPRA Paper, University Library of Munich, Germany

2011

4. Biological correlates of the Allais paradox - updated
   MPRA Paper, University Library of Munich, Germany View citations (1)
5. Impacts of China’s growth on the Brazilian trade
   MPRA Paper, University Library of Munich, Germany
6. Queuing theory applied to the optimal management of bank excess reserves
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)
7. Should the centralbanks of emerging markets respond to movements in stock prices?
   Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]
8. Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2011)
9. The canonical econophysics approach to the flash crash of May 6, 2010
   MPRA Paper, University Library of Munich, Germany

2010

10. Robot traders can prevent extreme events in complex stock markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2010)

2009

11. Biological correlates of the Allais paradox
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Applied Economics (2013)
12. Does Macroeconomics Need Microeconomic Foundations?
    Economics Discussion Papers, Kiel Institute for the World Economy View citations (1)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2009)
13. Ranking the stocks listed on Bovespa according to their relative efficiency
    MPRA Paper, University Library of Munich, Germany

2008

14. Algorithmic complexity theory and the relative efficiency of financial markets
    MPRA Paper, University Library of Munich, Germany View citations (2)
15. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    MPRA Paper, University Library of Munich, Germany
16. Risk-seeking behavior of preschool children in a gambling task
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article in Journal of Economic Psychology (2010)
17. Stock returns and foreign investment in Brazil
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Applied Financial Economics (2010)

2007

18. Are Pound and Euro the Same Currency? - Updated
    MPRA Paper, University Library of Munich, Germany View citations (1)
19. 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)
20. Inflation targeting and optimal control theory
    MPRA Paper, University Library of Munich, Germany
21. Is Mercosur an optimum currency area?
    MPRA Paper, University Library of Munich, Germany View citations (2)
22. Latin American foreign exchange intervention - Updated
    MPRA Paper, University Library of Munich, Germany
23. Rational bubbles in emerging stockmarkets
    MPRA Paper, University Library of Munich, Germany
24. Sistemas complexos, criticalidade e leis de potencia
    MPRA Paper, University Library of Munich, Germany
25. Staggered wages, inflation, and discounting
    MPRA Paper, University Library of Munich, Germany
26. The Levy sections theorem: an application to econophysics
    MPRA Paper, University Library of Munich, Germany
27. The biological basis of expected utility anomalies
    MPRA Paper, University Library of Munich, Germany View citations (1)
28. US Current Account Deficit and Exchange Rate Tax
    MPRA Paper, University Library of Munich, Germany

2006

29. Characteristic function approach to the sum of stochastic variables
    MPRA Paper, University Library of Munich, Germany
30. Disposition effect and gender
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article in Applied Economics Letters (2008)
31. Estimating demand elasticities of fixed telephony in Brazil
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2007)
32. Informational inefficiency of the Brazilian stockmarket
    MPRA Paper, University Library of Munich, Germany
33. Sharpening Intertemporal Prospect Theory
    MPRA Paper, University Library of Munich, Germany
34. Testing the Equilibrium Exchange Rate Model - Updated
    MPRA Paper, University Library of Munich, Germany
35. The Chinese Chaos Game
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
36. The Levy sections theorem revisited
    MPRA Paper, University Library of Munich, Germany View citations (1)

2005

37. Are Pound and Euro the Same Currency?
    International Finance, EconWPA
38. Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
    Finance, EconWPA
39. Is There a Brazilian J-Curve?
    International Finance, EconWPA View citations (3)
    See also Journal Article in Economics Bulletin (2005)
40. Log-Periodic Crashes Revisited
    Finance, EconWPA
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
41. Nonidentically distributed variables and nonlinear autocorrelation
    Finance, EconWPA
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)
42. On Log-Periodic Crashes
    Finance, EconWPA
43. 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
44. Stock Selection Based on Cluster Analysis
    Finance, EconWPA View citations (1)
    See also Journal Article in Economics Bulletin (2005)
45. Testing the Equilibrium Exchange Rate Model
    International Finance, EconWPA
46. Travel Hysteresis in the Brazilian Current Account
    International Trade, EconWPA
    See also Journal Article in Economics Bulletin (2005)
47. Travel Hysteresis in the US Current Account After the Mid-1980s
    Economic History, EconWPA
    See also Journal Article in Economics Bulletin (2005)

2004

48. Autocorrelation and the Sum of Stochastic Variables
    Finance, EconWPA
49. Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
    Finance, EconWPA View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)
50. Big Mac Parity, Income, and Trade
    International Finance, EconWPA
    See also Journal Article in Economics Bulletin (2004)
51. Classroom Guide to the Equilibrium Exchange Rate Model
    International Finance, EconWPA View citations (2)
    See also Journal Article in Economic Issues Journal Articles (2002)
52. Criticality
    Finance, EconWPA
53. Endogenous Foreign Exchange Intervention in Latin America
    International Finance, EconWPA
54. Exponentially Damped Levy Flights
    Finance, EconWPA View citations (3)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2003)
55. Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
    Finance, EconWPA View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
56. Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
    Finance, EconWPA
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
57. Financial Volatility and Independent and Identically Distributed Variables
    Finance, EconWPA
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)
58. International Finance, Levy Distributions, and the Econophysics of Exchange Rates
    International Finance, EconWPA View citations (1)
59. Levy Flights, Autocorrelation, and Slow Convergence
    Finance, EconWPA
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2004)
60. Log-Periodicity in High Frequency Financial Series
    Finance, EconWPA
61. On the origins of truncated Lévy flights
    Finance, EconWPA
62. The Dornbusch Model with Chaos and Foreign Exchange Intervention
    International Finance, EconWPA
63. The Econophysics of the Brazilian Real-US Dollar Rate
    Finance, EconWPA

1999

64. Chaos in a Standard Equilibrium Exchange-Rate Model
    Discussion Papers, Department of Economics, University of Birmingham
65. Exchange Rate Dynamics Redux and Chaos
    Discussion Papers, Department of Economics, University of Birmingham View citations (1)

1998

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

Journal Articles

2013

1. Biological correlates of the Allais paradox
   Applied Economics, 2013, 45, (5), 555-568
   See also Working Paper (2009)

2012

2. A Great Recession in economics?
   Economics Bulletin, 2012, 32, (1), 1068-1073
3. A suggested statistical test for measuring bivariate nonlinear dependence
   Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4891-4898
4. An empirical case against the use of genetic-based learning classifier systems as forecasting devices
   Economics Bulletin, 2012, 32, (1), 354-369
5. Queuing theory applied to the optimal management of bank excess reserves
   Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1381-1387
   See also Working Paper (2011)

2011

6. A log-periodic fit for the flash crash of May 6, 2010
   Economics Bulletin, 2011, 31, (2), 1772-1779
7. Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis
   Economics Bulletin, 2011, 31, (2), 1631-1647
8. Overconfidence and excess entry: a comparison between students and managers
   Economics Bulletin, 2011, 31, (3), 2549-2557
9. Spectral analysis informs the proper frequency in the sampling of financial time series data
   Physica A: Statistical Mechanics and its Applications, 2011, 390, (11), 2067-2073
   See also Working Paper (2011)

2010

10. Biological characteristics modulating investor overconfidence
    Economics Bulletin, 2010, 30, (2), 1496-1508 View citations (2)
11. Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
    The Economists' Voice, 2010, 7, (2), 1
12. Risk seeking behavior of preschool children in a gambling task
    Journal of Economic Psychology, 2010, 31, (5), 794-801 View citations (6)
    See also Working Paper (2008)
13. Robot traders can prevent extreme events in complex stock markets
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5182-5192
    See also Working Paper (2010)
14. Stock returns and foreign investment in Brazil
    Applied Financial Economics, 2010, 20, (17), 1351-1361 View citations (1)
    See also Working Paper (2008)

2009

15. Bolhas Racionais no Índice Bovespa
    Revista Brasileira de Economia, 2009, 63, (2), 119-134
16. Does Macroeconomics Need Microeconomic Foundations?
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, (23), 1-11 View citations (1)
    See also Working Paper (2009)
17. Going parochial in the assessment of the Brazilian economics research output
    Economics Bulletin, 2009, 29, (4), 2832-2852 View citations (1)

2008

18. Disposition effect and gender
    Applied Economics Letters, 2008, 15, (6), 411-416 View citations (4)
    See also Working Paper (2006)
19. Explosive and periodically collapsing bubbles in emerging stockmarkets
    Economics Bulletin, 2008, 3, (46), 1-18
20. 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)
21. Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
    Economics Bulletin, 2008, 6, (29), 1-13
22. Is the Brazilian stockmarket efficient?
    Economics Bulletin, 2008, 7, (1), 1-16
23. Optimal control theory for inflation targeting
    Economics Bulletin, 2008, 3, (24), 1-14
24. The relative efficiency of stockmarkets
    Economics Bulletin, 2008, 7, (6), 1-12 View citations (3)
25. WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
    Economic Affairs, 2008, 28, (1), 63-65

2007

26. Estimating demand elasticities of fixed telephony in Brazil
    Economics Bulletin, 2007, 12, (5), 1-9 View citations (2)
    See also Working Paper (2006)
27. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11 View citations (1)
28. The Chinese chaos game
    Physica A: Statistical Mechanics and its Applications, 2007, 378, (2), 427-442
    See also Working Paper (2006)

2006

29. Log-periodic crashes revisited
    Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335
    See also Working Paper (2005)
30. Nonidentically distributed variables and nonlinear autocorrelation
    Physica A: Statistical Mechanics and its Applications, 2006, 363, (2), 171-180 View citations (2)
    See also Working Paper (2005)

2005

31. 5th International Conference on Applications of Physics in Financial Analysis
    Economics Bulletin, 2005, 28, (36), A0
32. Evaluating Brazilian mutual funds with stochastic frontiers
    Economics Bulletin, 2005, 13, (2), 1-6
33. Financial volatility and independent and identically distributed variables
    Physica A: Statistical Mechanics and its Applications, 2005, 346, (3), 484-498
    See also Working Paper (2004)
34. Is There a Brazilian J-Curve?
    Economics Bulletin, 2005, 6, (10), 1-17 View citations (4)
    See also Working Paper (2005)
35. Stock selection based on cluster analysis
    Economics Bulletin, 2005, 13, (1), 1-9
    See also Working Paper (2005)
36. Stockmarket comovements revisited
    Economics Bulletin, 2005, 7, (3), 1-9 View citations (4)
37. Travel hysteresis in the Brazilian current account
    Economics Bulletin, 2005, 6, (24), 1-17 View citations (1)
    See also Working Paper (2005)
38. Travel hysteresis in the US current account after the mid-1980s
    Economics Bulletin, 2005, 14, (2), 1-10
    See also Working Paper (2005)

2004

39. Big Mac parity, income, and trade
    Economics Bulletin, 2004, 6, (12), 1-8
    See also Working Paper (2004)
40. Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets
    Physica A: Statistical Mechanics and its Applications, 2004, 342, (1), 200-206
    See also Working Paper (2004)
41. Exponentially damped Lévy flights, multiscaling, and exchange rates
    Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 353-369
    See also Working Paper (2004)
42. Lévy flights, autocorrelation, and slow convergence
    Physica A: Statistical Mechanics and its Applications, 2004, 337, (3), 369-383
    See also Working Paper (2004)

2003

43. Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
    Physica A: Statistical Mechanics and its Applications, 2003, 323, (C), 601-625 View citations (6)
    See also Working Paper (2004)
44. Exponentially damped Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 View citations (1)
    See also Working Paper (2004)
45. Fractal structure in the Chinese yuan/US dollar rate
    Economics Bulletin, 2003, 7, (2), 1-13 View citations (3)

2002

46. A Classroom Guide to the Equilibrium Exchange Rate Model
    Economic Issues Journal Articles, 2002, 7, (2), 1-10 View citations (9)
    See also Working Paper (2004)
47. Scaling power laws in the Sao Paulo Stock Exchange
    Economics Bulletin, 2002, 7, (3), 1-12 View citations (7)

2001

48. Chaotic Exchange Rate Dynamics Redux
    Open Economies Review, 2001, 12, (3), 281-304 View citations (6)