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

Working Papers

2023

1. Scalability in a two-class interoccupational earnings distribution model
   SocArXiv, Center for Open Science

2022

2. 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

3. A “citation surplus” should be added to the h-index
   MPRA Paper, University Library of Munich, Germany
4. Automatic evaluation of faces predict mayor election outcomes in Brazil
   MPRA Paper, University Library of Munich, Germany
5. 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)
6. 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)
7. Personality influences hyperbolic discounting
   MPRA Paper, University Library of Munich, Germany
8. Social preferences, financial literacy and intertemporal choice
   MPRA Paper, University Library of Munich, Germany
9. 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

10. 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)
11. Utilitarian Moral Judgments Are Cognitively Too Demanding
    MPRA Paper, University Library of Munich, Germany

2015

12. Anchoring Heuristic Messes with Inflation Targeting
    MPRA Paper, University Library of Munich, Germany
13. Atheists Score Higher on Cognitive Reflection Tests
    MPRA Paper, University Library of Munich, Germany View citations (3)
14. Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms
    MPRA Paper, University Library of Munich, Germany
15. Prosocial People Take Better Care of Their Own Future Well-Being
    MPRA Paper, University Library of Munich, Germany View citations (1)
16. Some Statistical Properties of the Mini Flash Crashes
    MPRA Paper, University Library of Munich, Germany View citations (1)
17. 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

18. 2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers
    MPRA Paper, University Library of Munich, Germany View citations (2)
19. Preschoolers and the Endowment Effect
    MPRA Paper, University Library of Munich, Germany View citations (2)
20. Risk Seekers May Be Antisocial After All
    MPRA Paper, University Library of Munich, Germany View citations (1)
21. The Mutual Gains from Trade Moderate the Parent-Offspring Conflict - Updated
    MPRA Paper, University Library of Munich, Germany
22. Time to Abandon Group Thinking in Economics - Updated
    MPRA Paper, University Library of Munich, Germany View citations (1)
23. Why Not Use Robots to Stabilize Stock Markets?
    MPRA Paper, University Library of Munich, Germany

2013

24. 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)
25. Psychophysiological correlates of the disposition effect
    MPRA Paper, University Library of Munich, Germany View citations (9)
26. The disposition effect and investor experience
    MPRA Paper, University Library of Munich, Germany View citations (36)
    See also Journal Article The disposition effect and investor experience, Journal of Banking & Finance, Elsevier (2013) View citations (34) (2013)
27. The mutual gains from trade moderate the parent-offspring conflict
    MPRA Paper, University Library of Munich, Germany
28. Time to abandon group thinking in economics
    MPRA Paper, University Library of Munich, Germany View citations (1)

2011

29. Biological correlates of the Allais paradox - updated
    MPRA Paper, University Library of Munich, Germany View citations (1)
30. Impacts of China’s growth on the Brazilian trade
    MPRA Paper, University Library of Munich, Germany
31. 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)
32. 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]
33. 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)
34. The canonical econophysics approach to the flash crash of May 6, 2010
    MPRA Paper, University Library of Munich, Germany View citations (3)

2010

35. 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

36. 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)
37. 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)
38. Ranking the stocks listed on Bovespa according to their relative efficiency
    MPRA Paper, University Library of Munich, Germany View citations (1)

2008

39. Algorithmic complexity theory and the relative efficiency of financial markets
    MPRA Paper, University Library of Munich, Germany View citations (20)
40. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    MPRA Paper, University Library of Munich, Germany View citations (15)
41. 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)
42. 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

43. Are Pound and Euro the Same Currency? - Updated
    MPRA Paper, University Library of Munich, Germany View citations (13)
44. 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)
45. Inflation targeting and optimal control theory
    MPRA Paper, University Library of Munich, Germany
46. Is Mercosur an optimum currency area?
    MPRA Paper, University Library of Munich, Germany View citations (5)
47. Latin American foreign exchange intervention - Updated
    MPRA Paper, University Library of Munich, Germany View citations (2)
48. Rational bubbles in emerging stockmarkets
    MPRA Paper, University Library of Munich, Germany View citations (1)
49. Sistemas complexos, criticalidade e leis de potencia
    MPRA Paper, University Library of Munich, Germany
50. Staggered wages, inflation, and discounting
    MPRA Paper, University Library of Munich, Germany
51. The Levy sections theorem: an application to econophysics
    MPRA Paper, University Library of Munich, Germany View citations (1)
52. The biological basis of expected utility anomalies
    MPRA Paper, University Library of Munich, Germany View citations (1)
53. US Current Account Deficit and Exchange Rate Tax
    MPRA Paper, University Library of Munich, Germany

2006

54. Characteristic function approach to the sum of stochastic variables
    MPRA Paper, University Library of Munich, Germany
55. 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)
56. 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)
57. Informational inefficiency of the Brazilian stockmarket
    MPRA Paper, University Library of Munich, Germany View citations (1)
58. Sharpening Intertemporal Prospect Theory
    MPRA Paper, University Library of Munich, Germany
59. Testing the Equilibrium Exchange Rate Model - Updated
    MPRA Paper, University Library of Munich, Germany
60. 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)
61. The Levy sections theorem revisited
    MPRA Paper, University Library of Munich, Germany View citations (1)

2005

62. Are Pound and Euro the Same Currency?
    International Finance, University Library of Munich, Germany
63. Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
    Finance, University Library of Munich, Germany View citations (4)
64. 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)
65. 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)
66. 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)
67. On Log-Periodic Crashes
    Finance, University Library of Munich, Germany
68. 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
69. 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)
70. Testing the Equilibrium Exchange Rate Model
    International Finance, University Library of Munich, Germany View citations (1)
71. 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)
72. 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

73. Autocorrelation and the Sum of Stochastic Variables
    Finance, University Library of Munich, Germany
74. 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)
75. 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)
76. 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)
77. Criticality
    Finance, University Library of Munich, Germany
78. Endogenous Foreign Exchange Intervention in Latin America
    International Finance, University Library of Munich, Germany
79. 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)
80. 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)
81. 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)
82. 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)
83. International Finance, Levy Distributions, and the Econophysics of Exchange Rates
    International Finance, University Library of Munich, Germany View citations (1)
84. 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)
85. Log-Periodicity in High Frequency Financial Series
    Finance, University Library of Munich, Germany
86. On the origins of truncated Lévy flights
    Finance, University Library of Munich, Germany View citations (1)
87. The Dornbusch Model with Chaos and Foreign Exchange Intervention
    International Finance, University Library of Munich, Germany View citations (1)
88. The Econophysics of the Brazilian Real-US Dollar Rate
    Finance, University Library of Munich, Germany

Journal Articles

2024

1. Adapting the National Financial Capability Test to Address Generational Differences in Cognitive Biases
   IJFS, 2024, 12, (4), 1-20
2. Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing
   Physica A: Statistical Mechanics and its Applications, 2024, 646, (C)
3. Granular Cities
   Economies, 2024, 12, (7), 1-34
4. Is the Brazilian labor market granular?
   Economics Bulletin, 2024, 44, (2), 576 - 585
5. Reevaluating the Rotten Kid Theorem: The impact of behavioral biases on family economic decisions
   Economics Bulletin, 2024, 44, (3), 865 - 879
6. Survival of the luckiest
   International Review of Economics, 2024, 71, (2), 435-448
7. Why Is Friday Better than Sunday?
   Journal of Interdisciplinary Economics, 2024, 36, (1), 98-104

2023

8. Granular banks and corporate investment
   Journal of Economics and Finance, 2023, 47, (3), 586-599
9. Machine Learning for Enhanced Credit Risk Assessment: An Empirical Approach
   JRFM, 2023, 16, (12), 1-21
10. Marriage, Quarrels, and Lovemaking
    Studies in Microeconomics, 2023, 11, (3), 382-388

2022

11. Granular inflation spillovers
    Journal of Economic Studies, 2022, 50, (6), 1226-1244
12. Losses make choices nonpositional
    SN Business & Economics, 2022, 2, (11), 1-11
13. 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

14. Ego Depletion May Explain Gender Differences in Multitasking
    Journal of Interdisciplinary Economics, 2021, 33, (1), 130-139
15. The granularity of the Brazilian banking market
    The North American Journal of Economics and Finance, 2021, 58, (C) View citations (1)
16. 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

17. Bypassing the truncation problem of truncated Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2020, 559, (C) View citations (1)
18. Earnings distributions of scalable vs. non-scalable occupations
    Physica A: Statistical Mechanics and its Applications, 2020, 560, (C) View citations (2)
19. The Brazilian granular business cycle
    Economics Bulletin, 2020, 40, (1), 463-472 View citations (5)
20. The asymmetric Brazilian input–output network
    Journal of Economic Studies, 2020, 48, (3), 604-615

2019

21. Propensity to sell stocks in an artificial stock market
    PLOS ONE, 2019, 14, (4), 1-12
22. Real estate list price anchoring and cognitive ability
    International Journal of Housing Markets and Analysis, 2019, 12, (4), 581-603 View citations (1)
23. The Touchard distribution
    Communications in Statistics - Theory and Methods, 2019, 48, (8), 2049-2059

2018

24. 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)
25. Granularity of the top 1,000 Brazilian companies
    Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 68-73 View citations (3)
26. 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

27. 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)
28. 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)
29. 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

30. 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

31. 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)
32. Kahneman's thinking fast and slow: from bestseller to textbook
    RAE - Revista de Administração de Empresas, 2015, 55, (1)
33. No endowment effect when people transact secondhand goods over the Internet
    Economics Bulletin, 2015, 35, (3), 1961-1968 View citations (1)

2013

34. 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)
35. 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)
36. The disposition effect and investor experience
    Journal of Banking & Finance, 2013, 37, (5), 1669-1675 View citations (34)
    See also Working Paper The disposition effect and investor experience, MPRA Paper (2013) View citations (36) (2013)

2012

37. A Great Recession in economics?
    Economics Bulletin, 2012, 32, (1), 1068-1073
38. A suggested statistical test for measuring bivariate nonlinear dependence
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4891-4898
39. An empirical case against the use of genetic-based learning classifier systems as forecasting devices
    Economics Bulletin, 2012, 32, (1), 354-369
40. 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

41. A log-periodic fit for the flash crash of May 6, 2010
    Economics Bulletin, 2011, 31, (2), 1772-1779 View citations (3)
42. 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)
43. Overconfidence and excess entry: a comparison between students and managers
    Economics Bulletin, 2011, 31, (3), 2549-2557
44. 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

45. Biological characteristics modulating investor overconfidence
    Economics Bulletin, 2010, 30, (2), 1496-1508 View citations (4)
46. Comment on Casey Mulligan: Keynes in Both Fresh and Salt Water
    The Economists' Voice, 2010, 7, (2), 2 View citations (1)
47. 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)
48. 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)
49. 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

50. Bolhas Racionais no Índice Bovespa
    Revista Brasileira de Economia - RBE, 2009, 63, (2) View citations (1)
51. 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)
52. Going parochial in the assessment of the Brazilian economics research output
    Economics Bulletin, 2009, 29, (4), 2832-2852 View citations (7)

2008

53. 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)
54. Explosive and periodically collapsing bubbles in emerging stockmarkets
    Economics Bulletin, 2008, 3, (46), 1-18 View citations (5)
55. 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)
56. Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity
    Economics Bulletin, 2008, 6, (29), 1-13 View citations (1)
57. Is the Brazilian stockmarket efficient?
    Economics Bulletin, 2008, 7, (1), 1-16 View citations (1)
58. Optimal control theory for inflation targeting
    Economics Bulletin, 2008, 3, (24), 1-14
59. The relative efficiency of stockmarkets
    Economics Bulletin, 2008, 7, (6), 1-12 View citations (13)
60. WINNERS AND LOSERS FROM DOLLAR DEPRECIATION
    Economic Affairs, 2008, 28, (1), 63-65

2007

61. 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)
62. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11 View citations (14)
63. 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

64. 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)
65. 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

66. 5th International Conference on Applications of Physics in Financial Analysis
    Economics Bulletin, 2005, 28, (36), A0
67. Evaluating Brazilian mutual funds with stochastic frontiers
    Economics Bulletin, 2005, 13, (2), 1-6 View citations (4)
68. 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)
69. 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)
70. 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)
71. Stockmarket comovements revisited
    Economics Bulletin, 2005, 7, (3), 1-9 View citations (8)
72. 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)
73. 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

74. 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)
75. 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)
76. 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)
77. 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

78. 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)
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