Details about Andreia Dionisio

Access statistics for papers by Andreia Dionisio.

Last updated 2020-08-18. Update your information in the RePEc Author Service.

Short-id: pdi152

Working Papers

2017

1. Equity Markets Integration in Asia
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

2014

2. Why does the Euro fail? The DCCA approach
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)
   See also Journal Article Why does the Euro fail? The DCCA approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (17) (2016)

2013

3. Effect of the container terminal characteristics on performance
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (2)
4. The container terminal characteristics and customerÂ’s satisfaction
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)

2012

5. An application of General Maximum Entropy to Utility
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)

2010

6. GME versus OLS - Which is the best to estimate utility functions?
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)
7. On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (4)

2009

8. Consumer Confidence in Portugal: What Does it Really Matter?
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)

2008

9. THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES
   MPRA Paper, University Library of Munich, Germany
10. VotersÂ’ dissatisfaction, abstention and entropy: analysis in European countries
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)

2007

11. Entropy and Uncertainty Analysis in Financial Markets
    Papers, arXiv.org View citations (7)
12. Utility function estimation: the entropy approach
    Papers, arXiv.org
    See also Journal Article Utility function estimation: The entropy approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2008) View citations (4) (2008)

2006

13. On the integrated behaviour of non-stationary volatility in stock markets
    Papers, arXiv.org
    See also Journal Article On the integrated behaviour of non-stationary volatility in stock markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (8) (2007)

2005

14. An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
    Papers, arXiv.org View citations (4)
    See also Journal Article An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2006) View citations (23) (2006)

2004

15. Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors
    Econometrics, University Library of Munich, Germany

2003

16. Mutual information: a dependence measure for nonlinear time series
    Econometrics, University Library of Munich, Germany View citations (9)

Journal Articles

2020

1. EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
   JRFM, 2020, 13, (5), 1-23 View citations (6)

2019

2. An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
   Physica A: Statistical Mechanics and its Applications, 2019, 523, (C), 1175-1182 View citations (6)
3. City Brand: What Are the Main Conditions for Territorial Performance?
   Sustainability, 2019, 11, (14), 1-14 View citations (1)
4. Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis
   Economies, 2019, 7, (1), 1-14 View citations (8)
5. Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises
   Physica A: Statistical Mechanics and its Applications, 2019, 525, (C), 1388-1398 View citations (20)
6. Financial markets of the LAC region: Does the crisis influence the financial integration?
   International Review of Financial Analysis, 2019, 63, (C), 160-173 View citations (10)
7. Frontier markets’ efficiency: mutual information and detrended fluctuation analyses
   Journal of Economic Interaction and Coordination, 2019, 14, (3), 551-572 View citations (4)
8. Regional and global integration of Asian stock markets
   Research in International Business and Finance, 2019, 50, (C), 357-368 View citations (7)
9. Using QCA to explain firm demography in the European Union
   Journal of Business Research, 2019, 101, (C), 743-749 View citations (2)
10. ρx,y between open-close stock markets
    Physica A: Statistical Mechanics and its Applications, 2019, 534, (C) View citations (1)

2018

11. A sliding windows approach to analyse the evolution of bank shares in the European Union
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1355-1367 View citations (10)
12. Non-linear dependencies in African stock markets: Was subprime crisis an important factor?
    Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 680-687 View citations (5)

2017

13. Assessment of 48 Stock markets using adaptive multifractal approach
    Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 730-750 View citations (7)
14. DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
    Physica A: Statistical Mechanics and its Applications, 2017, 479, (C), 38-47 View citations (17)
15. The behaviour of share returns of football clubs: An econophysics approach
    Physica A: Statistical Mechanics and its Applications, 2017, 472, (C), 136-144 View citations (6)

2016

16. Entrepreneurship rates: the fuzzy-set approach
    Eastern European Business and Economics Journal, 2016, 2, (2), 111-128 View citations (2)
17. GDP growth and convergence determinants in the European Union: a crisp-set analysis
    Review of Economic Perspectives, 2016, 16, (4), 279-296 View citations (3)
18. How long is the memory of the US stock market?
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 502-506 View citations (13)
19. Why does the Euro fail? The DCCA approach
    Physica A: Statistical Mechanics and its Applications, 2016, 443, (C), 543-554 View citations (17)
    See also Working Paper Why does the Euro fail? The DCCA approach, CEFAGE-UE Working Papers (2014) View citations (1) (2014)

2015

20. Revisiting Covered Interest Parity in the European Union: the DCCA Approach
    International Economic Journal, 2015, 29, (4), 597-615 View citations (16)
21. The effect of port and container terminal characteristics on terminal performance
    Maritime Economics & Logistics, 2015, 17, (4), 493-514 View citations (5)

2012

22. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
    The Quarterly Review of Economics and Finance, 2012, 52, (4), 369-384 View citations (12)
23. The impact of CAP policy in farmer's behavior – A modeling approach using the Cumulative Prospect Theory
    Journal of Policy Modeling, 2012, 34, (1), 81-98 View citations (10)

2010

24. Adopt the euro? The GME approach
    Journal of Economic Interaction and Coordination, 2010, 5, (2), 231-247 View citations (12)

2008

25. Utility function estimation: The entropy approach
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3862-3867 View citations (4)
    See also Working Paper Utility function estimation: the entropy approach, Papers (2007) (2007)

2007

26. NONLINEAR DYNAMICS WITHIN MACROECONOMIC FACTORS AND STOCK MARKET IN PORTUGAL, 1993-2003
    Applied Econometrics and International Development, 2007, 7, (2), 57-70
27. On the integrated behaviour of non-stationary volatility in stock markets
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 58-65 View citations (8)
    See also Working Paper On the integrated behaviour of non-stationary volatility in stock markets, Papers (2006) (2006)

2006

28. An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
    The European Physical Journal B: Condensed Matter and Complex Systems, 2006, 50, (1), 161-164 View citations (23)
    See also Working Paper An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market, Papers (2005) View citations (4) (2005)

2004

29. Asymmetric price transmission within the Portuguese stock market
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 312-316 View citations (5)
30. Mutual information: a measure of dependency for nonlinear time series
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 326-329 View citations (35)