Details about Jorge Caiado
Access statistics for papers by Jorge Caiado.
Last updated 2024-11-07. Update your information in the RePEc Author Service.
Short-id: pca349
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Working Papers
2024
- Public and Private Investments: A VAR Analysis of Their Impact of Economic Growth in 18 Advanced Economies
CESifo Working Paper Series, CESifo 
Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2024)
2021
- On the classification of financial data with domain agnostic features
Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa View citations (2)
- The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM)
Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
2015
- The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014)
Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa
2013
- Human capital, social capital and organizational performance: A structural modeling approach
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (2)
2012
- Determinants of innovation in a small open economy: A multidimensional perspective
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
See also Journal Article Determinants of innovation in a small open economy: a multidimensional perspective, Journal of Business Economics and Management, Taylor & Francis Journals (2013) View citations (8) (2013)
2010
- Recurrence quantification analysis of global stock markets
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
See also Journal Article Recurrence quantification analysis of global stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) View citations (25) (2011)
- The structure of international stock market returns
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
2009
- Clustering financial time series with variance ratio statistics
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (5)
See also Journal Article Clustering financial time series with variance ratio statistics, Quantitative Finance, Taylor & Francis Journals (2014) View citations (12) (2014)
- Comparison of time series with unequal length in the frequency domain
MPRA Paper, University Library of Munich, Germany View citations (19)
- Identifying common dynamic features in stock returns
MPRA Paper, University Library of Munich, Germany 
Also in CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon (2009) 
See also Journal Article Identifying common dynamic features in stock returns, Quantitative Finance, Taylor & Francis Journals (2010) View citations (12) (2010)
- Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon
- Performance of combined double seasonal univariate time series models for forecasting water demand
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (6)
- Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships
CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon View citations (9)
2008
- Identifying the evolution of stock markets stochastic structure after the euro
MPRA Paper, University Library of Munich, Germany
2007
- A GARCH-based method for clustering of financial time series: International stock markets evidence
MPRA Paper, University Library of Munich, Germany View citations (10)
- Comparison of time series with unequal length
MPRA Paper, University Library of Munich, Germany View citations (4)
- Forecasting water consumption in Spain using univariate time series models
MPRA Paper, University Library of Munich, Germany
- Identifying common spectral and asymmetric features in stock returns
MPRA Paper, University Library of Munich, Germany
- Is there an identity within international stock market volatilities?
MPRA Paper, University Library of Munich, Germany
2006
- An interpolated periodogram-based metric for comparison of time series with unequal lengths
MPRA Paper, University Library of Munich, Germany
- Previsão da eficácia ofensiva do futebol profissional: Um caso Português
(Previsão da eficácia ofensiva do futebol profissional: Um caso Português)
MPRA Paper, University Library of Munich, Germany
2005
- Discrimination between deterministic trend and stochastic trend processes
MPRA Paper, University Library of Munich, Germany
2004
- Modelling and forecasting the volatility of the portuguese stock index PSI-20
MPRA Paper, University Library of Munich, Germany View citations (5)
See also Journal Article MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20, Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa (2004) View citations (5) (2004)
2002
- Determinantes do desempenho académico nos cursos de contabilidade
(Determinants of the academic performance in undergraduate courses of accounting)
MPRA Paper, University Library of Munich, Germany
Journal Articles
2024
- Is there a diversification paradox in real estate investment funds' value?
Journal of Property Investment & Finance, 2024, 42, (6), 554-575
- Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique
Applied Economics, 2024, 56, (24), 2915-2930 View citations (1)
- Time series clustering using fragmented autocorrelations
Physica A: Statistical Mechanics and its Applications, 2024, 650, (C)
2023
- Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
The North American Journal of Economics and Finance, 2023, 68, (C) View citations (1)
2022
- COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices
Finance Research Letters, 2022, 49, (C) View citations (5)
2021
- The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach
Applied Economics, 2021, 53, (3), 400-409 View citations (4)
2020
- A fragmented-periodogram approach for clustering big data time series
Advances in Data Analysis and Classification, 2020, 14, (1), 117-146 View citations (6)
- Population aging and inflation: evidence from panel cointegration
Journal of Applied Economics, 2020, 23, (1), 469-484 View citations (4)
2016
- The impact of private labels on consumer store loyalty: An integrative perspective
Journal of Retailing and Consumer Services, 2016, 28, (C), 179-188 View citations (19)
2014
- Clustering financial time series with variance ratio statistics
Quantitative Finance, 2014, 14, (12), 2121-2133 View citations (12)
See also Working Paper Clustering financial time series with variance ratio statistics, CEMAPRE Working Papers (2009) View citations (5) (2009)
2013
- Determinants of innovation in a small open economy: a multidimensional perspective
Journal of Business Economics and Management, 2013, 14, (3), 583-600 View citations (8)
See also Working Paper Determinants of innovation in a small open economy: A multidimensional perspective, CEMAPRE Working Papers (2012) View citations (5) (2012)
2011
- Human capital and social capital in entrepreneurs and managers of small and medium enterprises
Journal of Business Economics and Management, 2011, 13, (3), 395-420 View citations (2)
- Recurrence quantification analysis of global stock markets
Physica A: Statistical Mechanics and its Applications, 2011, 390, (7), 1315-1325 View citations (25)
See also Working Paper Recurrence quantification analysis of global stock markets, CEMAPRE Working Papers (2010) View citations (5) (2010)
2010
- Identifying common dynamic features in stock returns
Quantitative Finance, 2010, 10, (7), 797-807 View citations (12)
See also Working Paper Identifying common dynamic features in stock returns, MPRA Paper (2009) (2009)
2006
- A periodogram-based metric for time series classification
Computational Statistics & Data Analysis, 2006, 50, (10), 2668-2684 View citations (64)
2004
- MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20
Portuguese Journal of Management Studies, 2004, IX, (1), 3-21 View citations (5)
See also Working Paper Modelling and forecasting the volatility of the portuguese stock index PSI-20, MPRA Paper (2004) View citations (5) (2004)
Chapters
2015
- Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach
Springer
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