Details about Sergio Da Silva
Access statistics for papers by Sergio Da Silva.
Last updated 2025-01-06. Update your information in the RePEc Author Service.
Short-id: pda96
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Working Papers
2023
- Scalability in a two-class interoccupational earnings distribution model
SocArXiv, Center for Open Science
2022
- Reciprocity vs. commitment in bank marketing strategies
SocArXiv, Center for Open Science 
See also Journal Article Reciprocity vs. Commitment in Bank Marketing Strategies, International Journal of Business, Economics and Management, Conscientia Beam (2022) (2022)
2017
- A “citation surplus” should be added to the h-index
MPRA Paper, University Library of Munich, Germany
- Automatic evaluation of faces predict mayor election outcomes in Brazil
MPRA Paper, University Library of Munich, Germany
- Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article Debt of high-income consumers may reflect leverage rather than poor cognitive reflection, Review of Behavioral Finance, Emerald Group Publishing Limited (2018) View citations (4) (2018)
- High-income consumers may be less hyperbolic when discounting the future
MPRA Paper, University Library of Munich, Germany View citations (3)
See also Journal Article High-income consumers may be less hyperbolic when discounting the future, Economics Bulletin, AccessEcon (2017) View citations (3) (2017)
- Personality influences hyperbolic discounting
MPRA Paper, University Library of Munich, Germany
- Social preferences, financial literacy and intertemporal choice
MPRA Paper, University Library of Munich, Germany
- The Brazilian scientific output published in journals: A study based on a large CV database
MPRA Paper, University Library of Munich, Germany View citations (6)
See also Journal Article The Brazilian scientific output published in journals: A study based on a large CV database, Journal of Informetrics, Elsevier (2017) View citations (7) (2017)
2016
- Cowboying Stock Market Herds with Robot Traders
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Cowboying Stock Market Herds with Robot Traders, Computational Economics, Springer (2017) (2017)
- Utilitarian Moral Judgments Are Cognitively Too Demanding
MPRA Paper, University Library of Munich, Germany
2015
- Anchoring Heuristic Messes with Inflation Targeting
MPRA Paper, University Library of Munich, Germany
- Atheists Score Higher on Cognitive Reflection Tests
MPRA Paper, University Library of Munich, Germany View citations (3)
- Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms
MPRA Paper, University Library of Munich, Germany
- Prosocial People Take Better Care of Their Own Future Well-Being
MPRA Paper, University Library of Munich, Germany View citations (1)
- Some Statistical Properties of the Mini Flash Crashes
MPRA Paper, University Library of Munich, Germany View citations (1)
- The St. Petersburg paradox: an experimental solution
MPRA Paper, University Library of Munich, Germany 
See also Journal Article The St. Petersburg paradox: An experimental solution, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (1) (2016)
2014
- 2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers
MPRA Paper, University Library of Munich, Germany View citations (2)
- Preschoolers and the Endowment Effect
MPRA Paper, University Library of Munich, Germany View citations (2)
- Risk Seekers May Be Antisocial After All
MPRA Paper, University Library of Munich, Germany View citations (1)
- The Mutual Gains from Trade Moderate the Parent-Offspring Conflict - Updated
MPRA Paper, University Library of Munich, Germany
- Time to Abandon Group Thinking in Economics - Updated
MPRA Paper, University Library of Munich, Germany View citations (1)
- Why Not Use Robots to Stabilize Stock Markets?
MPRA Paper, University Library of Munich, Germany
2013
- Hidden power law patterns in the top European football leagues
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Hidden power law patterns in the top European football leagues, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (1) (2013)
- Psychophysiological correlates of the disposition effect
MPRA Paper, University Library of Munich, Germany View citations (9)
- The disposition effect and investor experience
MPRA Paper, University Library of Munich, Germany View citations (35)
See also Journal Article The disposition effect and investor experience, Journal of Banking & Finance, Elsevier (2013) View citations (33) (2013)
- The mutual gains from trade moderate the parent-offspring conflict
MPRA Paper, University Library of Munich, Germany
- Time to abandon group thinking in economics
MPRA Paper, University Library of Munich, Germany View citations (1)
2011
- Biological correlates of the Allais paradox - updated
MPRA Paper, University Library of Munich, Germany View citations (1)
- Impacts of China’s growth on the Brazilian trade
MPRA Paper, University Library of Munich, Germany
- Queuing theory applied to the optimal management of bank excess reserves
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Queuing theory applied to the optimal management of bank excess reserves, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) (2012)
- 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
- 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 Spectral analysis informs the proper frequency in the sampling of financial time series data, Physica A: Statistical Mechanics and its Applications, Elsevier (2011) (2011)
- The canonical econophysics approach to the flash crash of May 6, 2010
MPRA Paper, University Library of Munich, Germany View citations (3)
2010
- Robot traders can prevent extreme events in complex stock markets
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article Robot traders can prevent extreme events in complex stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2010) View citations (4) (2010)
2009
- Biological correlates of the Allais paradox
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article Biological correlates of the Allais paradox, Applied Economics, Taylor & Francis Journals (2013) View citations (8) (2013)
- Does Macroeconomics Need Microeconomic Foundations?
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
See also Journal Article Does Macroeconomics Need Microeconomic Foundations?, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2009) View citations (3) (2009)
- Ranking the stocks listed on Bovespa according to their relative efficiency
MPRA Paper, University Library of Munich, Germany View citations (1)
2008
- Algorithmic complexity theory and the relative efficiency of financial markets
MPRA Paper, University Library of Munich, Germany View citations (19)
- Algorithmic complexity theory and the relative efficiency of financial markets - Updated
MPRA Paper, University Library of Munich, Germany View citations (14)
- Risk-seeking behavior of preschool children in a gambling task
MPRA Paper, University Library of Munich, Germany View citations (3)
See also Journal Article Risk seeking behavior of preschool children in a gambling task, Journal of Economic Psychology, Elsevier (2010) View citations (27) (2010)
- Stock returns and foreign investment in Brazil
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Stock returns and foreign investment in Brazil, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (8) (2010)
2007
- Are Pound and Euro the Same Currency? - Updated
MPRA Paper, University Library of Munich, Germany View citations (13)
- Foreign exchange intervention and central bank independence: The Latin American experience
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Foreign exchange intervention and central bank independence: the Latin American experience, Applied Financial Economics Letters, Taylor & Francis Journals (2008) (2008)
- Inflation targeting and optimal control theory
MPRA Paper, University Library of Munich, Germany
- Is Mercosur an optimum currency area?
MPRA Paper, University Library of Munich, Germany View citations (5)
- Latin American foreign exchange intervention - Updated
MPRA Paper, University Library of Munich, Germany View citations (2)
- Rational bubbles in emerging stockmarkets
MPRA Paper, University Library of Munich, Germany View citations (1)
- Sistemas complexos, criticalidade e leis de potencia
MPRA Paper, University Library of Munich, Germany
- Staggered wages, inflation, and discounting
MPRA Paper, University Library of Munich, Germany
- The Levy sections theorem: an application to econophysics
MPRA Paper, University Library of Munich, Germany View citations (1)
- The biological basis of expected utility anomalies
MPRA Paper, University Library of Munich, Germany View citations (1)
- US Current Account Deficit and Exchange Rate Tax
MPRA Paper, University Library of Munich, Germany
2006
- Characteristic function approach to the sum of stochastic variables
MPRA Paper, University Library of Munich, Germany
- Disposition effect and gender
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article Disposition effect and gender, Applied Economics Letters, Taylor & Francis Journals (2008) View citations (28) (2008)
- Estimating demand elasticities of fixed telephony in Brazil
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Estimating demand elasticities of fixed telephony in Brazil, Economics Bulletin, AccessEcon (2007) View citations (3) (2007)
- Informational inefficiency of the Brazilian stockmarket
MPRA Paper, University Library of Munich, Germany View citations (1)
- Sharpening Intertemporal Prospect Theory
MPRA Paper, University Library of Munich, Germany
- Testing the Equilibrium Exchange Rate Model - Updated
MPRA Paper, University Library of Munich, Germany
- The Chinese Chaos Game
MPRA Paper, University Library of Munich, Germany 
See also Journal Article The Chinese chaos game, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (2) (2007)
- The Levy sections theorem revisited
MPRA Paper, University Library of Munich, Germany View citations (1)
2005
- Are Pound and Euro the Same Currency?
International Finance, University Library of Munich, Germany
- Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
Finance, University Library of Munich, Germany View citations (4)
- Is There a Brazilian J-Curve?
International Finance, University Library of Munich, Germany View citations (17)
See also Journal Article Is There a Brazilian J-Curve?, Economics Bulletin, AccessEcon (2005) View citations (18) (2005)
- Log-Periodic Crashes Revisited
Finance, University Library of Munich, Germany 
See also Journal Article Log-periodic crashes revisited, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) View citations (10) (2006)
- Nonidentically distributed variables and nonlinear autocorrelation
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article Nonidentically distributed variables and nonlinear autocorrelation, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) View citations (4) (2006)
- On Log-Periodic Crashes
Finance, University Library of Munich, Germany
- 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
- Stock Selection Based on Cluster Analysis
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article Stock selection based on cluster analysis, Economics Bulletin, AccessEcon (2005) View citations (3) (2005)
- Testing the Equilibrium Exchange Rate Model
International Finance, University Library of Munich, Germany View citations (1)
- Travel Hysteresis in the Brazilian Current Account
International Trade, University Library of Munich, Germany 
See also Journal Article Travel hysteresis in the Brazilian current account, Economics Bulletin, AccessEcon (2005) View citations (2) (2005)
- Travel Hysteresis in the US Current Account After the Mid-1980s
Economic History, University Library of Munich, Germany 
See also Journal Article Travel hysteresis in the US current account after the mid-1980s, Economics Bulletin, AccessEcon (2005) (2005)
2004
- Autocorrelation and the Sum of Stochastic Variables
Finance, University Library of Munich, Germany
- Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article Autocorrelation as a source of truncated Lévy flights in foreign exchange rates, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (15) (2003)
- Big Mac Parity, Income, and Trade
International Finance, University Library of Munich, Germany View citations (1)
See also Journal Article Big Mac parity, income, and trade, Economics Bulletin, AccessEcon (2004) View citations (1) (2004)
- Classroom Guide to the Equilibrium Exchange Rate Model
International Finance, University Library of Munich, Germany View citations (2)
See also Journal Article A Classroom Guide to the Equilibrium Exchange Rate Model, Economic Issues Journal Articles, Economic Issues (2002) View citations (9) (2002)
- Criticality
Finance, University Library of Munich, Germany
- Endogenous Foreign Exchange Intervention in Latin America
International Finance, University Library of Munich, Germany
- Exponentially Damped Levy Flights
Finance, University Library of Munich, Germany View citations (3)
See also Journal Article Exponentially damped Lévy flights, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (14) (2003)
- Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates
Finance, University Library of Munich, Germany View citations (2)
See also Journal Article Exponentially damped Lévy flights, multiscaling, and exchange rates, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (1) (2004)
- Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (4) (2004)
- Financial Volatility and Independent and Identically Distributed Variables
Finance, University Library of Munich, Germany 
See also Journal Article Financial volatility and independent and identically distributed variables, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) View citations (1) (2005)
- International Finance, Levy Distributions, and the Econophysics of Exchange Rates
International Finance, University Library of Munich, Germany View citations (1)
- Levy Flights, Autocorrelation, and Slow Convergence
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article Lévy flights, autocorrelation, and slow convergence, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (3) (2004)
- Log-Periodicity in High Frequency Financial Series
Finance, University Library of Munich, Germany
- On the origins of truncated Lévy flights
Finance, University Library of Munich, Germany View citations (1)
- The Dornbusch Model with Chaos and Foreign Exchange Intervention
International Finance, University Library of Munich, Germany View citations (1)
- The Econophysics of the Brazilian Real-US Dollar Rate
Finance, University Library of Munich, Germany
Journal Articles
2024
- Adapting the National Financial Capability Test to Address Generational Differences in Cognitive Biases
IJFS, 2024, 12, (4), 1-20
- Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing
Physica A: Statistical Mechanics and its Applications, 2024, 646, (C)
- Granular Cities
Economies, 2024, 12, (7), 1-34
- Is the Brazilian labor market granular?
Economics Bulletin, 2024, 44, (2), 576 - 585
- Reevaluating the Rotten Kid Theorem: The impact of behavioral biases on family economic decisions
Economics Bulletin, 2024, 44, (3), 865 - 879
- Survival of the luckiest
International Review of Economics, 2024, 71, (2), 435-448
- Why Is Friday Better than Sunday?
Journal of Interdisciplinary Economics, 2024, 36, (1), 98-104
2023
- Granular banks and corporate investment
Journal of Economics and Finance, 2023, 47, (3), 586-599
- Machine Learning for Enhanced Credit Risk Assessment: An Empirical Approach
JRFM, 2023, 16, (12), 1-21
- Marriage, Quarrels, and Lovemaking
Studies in Microeconomics, 2023, 11, (3), 382-388
2022
- Granular inflation spillovers
Journal of Economic Studies, 2022, 50, (6), 1226-1244
- Losses make choices nonpositional
SN Business & Economics, 2022, 2, (11), 1-11
- Reciprocity vs. Commitment in Bank Marketing Strategies
International Journal of Business, Economics and Management, 2022, 9, (3), 84-92 
See also Working Paper Reciprocity vs. commitment in bank marketing strategies, SocArXiv (2022) (2022)
2021
- Ego Depletion May Explain Gender Differences in Multitasking
Journal of Interdisciplinary Economics, 2021, 33, (1), 130-139
- The granularity of the Brazilian banking market
The North American Journal of Economics and Finance, 2021, 58, (C) View citations (1)
- Two selves and two minds in a longitudinal survey of risk attitudes
Journal of Behavioral and Experimental Finance, 2021, 29, (C) View citations (5)
2020
- Bypassing the truncation problem of truncated Lévy flights
Physica A: Statistical Mechanics and its Applications, 2020, 559, (C) View citations (1)
- Earnings distributions of scalable vs. non-scalable occupations
Physica A: Statistical Mechanics and its Applications, 2020, 560, (C) View citations (2)
- The Brazilian granular business cycle
Economics Bulletin, 2020, 40, (1), 463-472 View citations (5)
- The asymmetric Brazilian input–output network
Journal of Economic Studies, 2020, 48, (3), 604-615
2019
- Propensity to sell stocks in an artificial stock market
PLOS ONE, 2019, 14, (4), 1-12
- Real estate list price anchoring and cognitive ability
International Journal of Housing Markets and Analysis, 2019, 12, (4), 581-603 View citations (1)
- The Touchard distribution
Communications in Statistics - Theory and Methods, 2019, 48, (8), 2049-2059
2018
- Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
Review of Behavioral Finance, 2018, 10, (1), 42-52 View citations (4)
See also Working Paper Debt of high-income consumers may reflect leverage rather than poor cognitive reflection, MPRA Paper (2017) View citations (2) (2017)
- Granularity of the top 1,000 Brazilian companies
Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 68-73 View citations (3)
- On the neural substrates of the disposition effect and return performance
Journal of Behavioral and Experimental Finance, 2018, 17, (C), 16-21 View citations (3)
2017
- Cowboying Stock Market Herds with Robot Traders
Computational Economics, 2017, 50, (3), 393-423 
See also Working Paper Cowboying Stock Market Herds with Robot Traders, MPRA Paper (2016) (2016)
- High-income consumers may be less hyperbolic when discounting the future
Economics Bulletin, 2017, 37, (3), 1421-1434 View citations (3)
See also Working Paper High-income consumers may be less hyperbolic when discounting the future, MPRA Paper (2017) View citations (3) (2017)
- The Brazilian scientific output published in journals: A study based on a large CV database
Journal of Informetrics, 2017, 11, (1), 18-31 View citations (7)
See also Working Paper The Brazilian scientific output published in journals: A study based on a large CV database, MPRA Paper (2017) View citations (6) (2017)
2016
- The St. Petersburg paradox: An experimental solution
Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 66-74 View citations (1)
See also Working Paper The St. Petersburg paradox: an experimental solution, MPRA Paper (2015) (2015)
2015
- Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers
Economics Bulletin, 2015, 35, (2), 1087-1097 View citations (3)
- Kahneman's thinking fast and slow: from bestseller to textbook
RAE - Revista de Administração de Empresas, 2015, 55, (1)
- No endowment effect when people transact secondhand goods over the Internet
Economics Bulletin, 2015, 35, (3), 1961-1968 View citations (1)
2013
- Biological correlates of the Allais paradox
Applied Economics, 2013, 45, (5), 555-568 View citations (8)
See also Working Paper Biological correlates of the Allais paradox, MPRA Paper (2009) View citations (1) (2009)
- Hidden power law patterns in the top European football leagues
Physica A: Statistical Mechanics and its Applications, 2013, 392, (21), 5376-5386 View citations (1)
See also Working Paper Hidden power law patterns in the top European football leagues, MPRA Paper (2013) (2013)
- The disposition effect and investor experience
Journal of Banking & Finance, 2013, 37, (5), 1669-1675 View citations (33)
See also Working Paper The disposition effect and investor experience, MPRA Paper (2013) View citations (35) (2013)
2012
- A Great Recession in economics?
Economics Bulletin, 2012, 32, (1), 1068-1073
- A suggested statistical test for measuring bivariate nonlinear dependence
Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4891-4898
- An empirical case against the use of genetic-based learning classifier systems as forecasting devices
Economics Bulletin, 2012, 32, (1), 354-369
- 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 Queuing theory applied to the optimal management of bank excess reserves, MPRA Paper (2011) (2011)
2011
- A log-periodic fit for the flash crash of May 6, 2010
Economics Bulletin, 2011, 31, (2), 1772-1779 View citations (3)
- 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 View citations (2)
- Overconfidence and excess entry: a comparison between students and managers
Economics Bulletin, 2011, 31, (3), 2549-2557
- 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 Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data, MPRA Paper (2011) (2011)
2010
- Biological characteristics modulating investor overconfidence
Economics Bulletin, 2010, 30, (2), 1496-1508 View citations (4)
- Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
The Economists' Voice, 2010, 7, (2), 2 View citations (1)
- Risk seeking behavior of preschool children in a gambling task
Journal of Economic Psychology, 2010, 31, (5), 794-801 View citations (27)
See also Working Paper Risk-seeking behavior of preschool children in a gambling task, MPRA Paper (2008) View citations (3) (2008)
- Robot traders can prevent extreme events in complex stock markets
Physica A: Statistical Mechanics and its Applications, 2010, 389, (22), 5182-5192 View citations (4)
See also Working Paper Robot traders can prevent extreme events in complex stock markets, MPRA Paper (2010) View citations (4) (2010)
- Stock returns and foreign investment in Brazil
Applied Financial Economics, 2010, 20, (17), 1351-1361 View citations (8)
See also Working Paper Stock returns and foreign investment in Brazil, MPRA Paper (2008) (2008)
2009
- Bolhas Racionais no Índice Bovespa
Revista Brasileira de Economia - RBE, 2009, 63, (2) View citations (1)
- Does Macroeconomics Need Microeconomic Foundations?
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2009, 3, 1-11 View citations (3)
See also Working Paper Does Macroeconomics Need Microeconomic Foundations?, Economics Discussion Papers (2009) View citations (3) (2009)
- Going parochial in the assessment of the Brazilian economics research output
Economics Bulletin, 2009, 29, (4), 2832-2852 View citations (7)
2008
- Disposition effect and gender
Applied Economics Letters, 2008, 15, (6), 411-416 View citations (28)
See also Working Paper Disposition effect and gender, MPRA Paper (2006) View citations (4) (2006)
- Explosive and periodically collapsing bubbles in emerging stockmarkets
Economics Bulletin, 2008, 3, (46), 1-18 View citations (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 Foreign exchange intervention and central bank independence: The Latin American experience, MPRA Paper (2007) (2007)
- Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
Economics Bulletin, 2008, 6, (29), 1-13 View citations (1)
- Is the Brazilian stockmarket efficient?
Economics Bulletin, 2008, 7, (1), 1-16 View citations (1)
- Optimal control theory for inflation targeting
Economics Bulletin, 2008, 3, (24), 1-14
- The relative efficiency of stockmarkets
Economics Bulletin, 2008, 7, (6), 1-12 View citations (13)
- WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
Economic Affairs, 2008, 28, (1), 63-65
2007
- Estimating demand elasticities of fixed telephony in Brazil
Economics Bulletin, 2007, 12, (5), 1-9 View citations (3)
See also Working Paper Estimating demand elasticities of fixed telephony in Brazil, MPRA Paper (2006) (2006)
- Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
Economics Bulletin, 2007, 7, (1), 1-11 View citations (14)
- The Chinese chaos game
Physica A: Statistical Mechanics and its Applications, 2007, 378, (2), 427-442 View citations (2)
See also Working Paper The Chinese Chaos Game, MPRA Paper (2006) (2006)
2006
- Log-periodic crashes revisited
Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335 View citations (10)
See also Working Paper Log-Periodic Crashes Revisited, Finance (2005) (2005)
- Nonidentically distributed variables and nonlinear autocorrelation
Physica A: Statistical Mechanics and its Applications, 2006, 363, (2), 171-180 View citations (4)
See also Working Paper Nonidentically distributed variables and nonlinear autocorrelation, Finance (2005) View citations (1) (2005)
2005
- 5th International Conference on Applications of Physics in Financial Analysis
Economics Bulletin, 2005, 28, (36), A0
- Evaluating Brazilian mutual funds with stochastic frontiers
Economics Bulletin, 2005, 13, (2), 1-6 View citations (4)
- Financial volatility and independent and identically distributed variables
Physica A: Statistical Mechanics and its Applications, 2005, 346, (3), 484-498 View citations (1)
See also Working Paper Financial Volatility and Independent and Identically Distributed Variables, Finance (2004) (2004)
- Is There a Brazilian J-Curve?
Economics Bulletin, 2005, 6, (10), 1-17 View citations (18)
See also Working Paper Is There a Brazilian J-Curve?, International Finance (2005) View citations (17) (2005)
- Stock selection based on cluster analysis
Economics Bulletin, 2005, 13, (1), 1-9 View citations (3)
See also Working Paper Stock Selection Based on Cluster Analysis, Finance (2005) View citations (1) (2005)
- Stockmarket comovements revisited
Economics Bulletin, 2005, 7, (3), 1-9 View citations (8)
- Travel hysteresis in the Brazilian current account
Economics Bulletin, 2005, 6, (24), 1-17 View citations (2)
See also Working Paper Travel Hysteresis in the Brazilian Current Account, International Trade (2005) (2005)
- Travel hysteresis in the US current account after the mid-1980s
Economics Bulletin, 2005, 14, (2), 1-10 
See also Working Paper Travel Hysteresis in the US Current Account After the Mid-1980s, Economic History (2005) (2005)
2004
- Big Mac parity, income, and trade
Economics Bulletin, 2004, 6, (12), 1-8 View citations (1)
See also Working Paper Big Mac Parity, Income, and Trade, International Finance (2004) View citations (1) (2004)
- Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets
Physica A: Statistical Mechanics and its Applications, 2004, 342, (1), 200-206 View citations (4)
See also Working Paper Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets, Finance (2004) View citations (1) (2004)
- Exponentially damped Lévy flights, multiscaling, and exchange rates
Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 353-369 View citations (1)
See also Working Paper Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates, Finance (2004) View citations (2) (2004)
- Lévy flights, autocorrelation, and slow convergence
Physica A: Statistical Mechanics and its Applications, 2004, 337, (3), 369-383 View citations (3)
See also Working Paper Levy Flights, Autocorrelation, and Slow Convergence, Finance (2004) View citations (1) (2004)
2003
- 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 (15)
See also Working Paper Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates, Finance (2004) View citations (1) (2004)
- Exponentially damped Lévy flights
Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 View citations (14)
See also Working Paper Exponentially Damped Levy Flights, Finance (2004) View citations (3) (2004)
- Fractal structure in the Chinese yuan/US dollar rate
Economics Bulletin, 2003, 7, (2), 1-13 View citations (6)
2002
- 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 Classroom Guide to the Equilibrium Exchange Rate Model, International Finance (2004) View citations (2) (2004)
- Scaling power laws in the Sao Paulo Stock Exchange
Economics Bulletin, 2002, 7, (3), 1-12 View citations (15)
2001
- Chaotic Exchange Rate Dynamics Redux
Open Economies Review, 2001, 12, (3), 281-304 View citations (11)
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