Details about Sergio Da Silva

Access statistics for papers by Sergio Da Silva.

Last updated 2008-08-29. Update your information in the RePEc Author Service.

Short-id: pda96

Working Papers

2008

1. Algorithmic complexity theory and the relative efficiency of financial markets
   MPRA Paper, University Library of Munich, Germany

2007

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

2006

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

2005

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

2004

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

1999

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

1998

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

Journal Articles

2008

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

2007

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

2005

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

2004

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

2003

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

2002

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

2001

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