Details about Eva Ferreira

Access statistics for papers by Eva Ferreira.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pfe145

Working Papers

2022

1. The Hedging Cost of Forgetting the Exchange Rate
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2021

2. Loss of structural balance in stock markets
   Papers, arXiv.org View citations (1)

2017

3. Time-varying coefficient estimation in SURE models. Application to portfolio management
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (7)
   See also Journal Article Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*, Journal of Financial Econometrics, Oxford University Press (2021) View citations (4) (2021)

2016

4. Optimal Dynamic Resource Allocation to Prevent Defaults
   Post-Print, HAL View citations (1)

2010

5. Vantagens Competitivas em Instituições de Ensino Superior: proposta e teste de um modelo
   Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers), Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal)

2008

6. Nonparametric estimation of conditional beta pricing models
   DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

Journal Articles

2022

1. Correction to: Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, 31, (4), 1167-1167
2. Gender implicit bias and glass ceiling effects
   Journal of Applied Economics, 2022, 25, (1), 37-57
3. Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2022, 31, (4), 931-949 View citations (1)
4. The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
   Journal of Business & Economic Statistics, 2022, 40, (2), 913-923 View citations (1)

2021

5. Time-Varying Coefficient Estimation in SURE Models. Application to Portfolio Management*
   Journal of Financial Econometrics, 2021, 19, (4), 707-745 View citations (4)
   See also Working Paper Time-varying coefficient estimation in SURE models. Application to portfolio management, CREATES Research Papers (2017) View citations (7) (2017)

2018

6. Why are there time-varying comovements in the European stock market?
   The European Journal of Finance, 2018, 24, (10), 828-848 View citations (2)

2015

7. Nonparametric methods for estimating and testing for constant betas in asset pricing models
   Applied Economics, 2015, 47, (25), 2577-2607 View citations (2)

2011

8. Conditional beta pricing models: A nonparametric approach
   Journal of Banking & Finance, 2011, 35, (12), 3362-3382 View citations (11)

2008

9. Economic Sentiment and Yield Spreads in Europe
   European Financial Management, 2008, 14, (2), 206-221 View citations (10)

2005

10. An empirical comparison of the performance of alternative option pricing models
    Investigaciones Economicas, 2005, 29, (3), 483-523 View citations (4)
11. Nonparametric estimation of time varying parameters under shape restrictions
    Journal of Econometrics, 2005, 126, (1), 53-77 View citations (64)

2004

12. Beyond Single-Factor Affine Term Structure Models
    Journal of Financial Econometrics, 2004, 2, (4), 565-591 View citations (3)
13. Testing for Differences Between Conditional Means in a Time Series Context
    Journal of the American Statistical Association, 2004, 99, 169-174 View citations (9)

2003

14. An algorithm to estimate time-varying parameter SURE models under different types of restriction
    Computational Statistics & Data Analysis, 2003, 42, (3), 363-383 View citations (7)

2002

15. Length of time spent in Chapter 11 bankruptcy: a censored partial regression model
    Applied Economics, 2002, 34, (15), 1949-1957 View citations (5)

2001

16. Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
    Economics Letters, 2001, 71, (1), 35-42 View citations (4)

2000

17. Semiparametric approaches to signal extraction problems in economic time series
    Computational Statistics & Data Analysis, 2000, 33, (3), 315-333 View citations (7)

1999

18. Variable Bandwidth Kernel Estimators of the Spectral Density
    Journal of Time Series Analysis, 1999, 20, (3), 271-287

1998

19. Using M-type smoothing splines to estimate the spectral density of a stationary time series
    Statistics & Probability Letters, 1998, 38, (2), 197-205

1997

20. Growth curve models with non‐stationary errors
    Applied Stochastic Models and Data Analysis, 1997, 13, (3‐4), 233-239
21. Kernel regression estimates of growth curves using nonstationary correlated errors
    Statistics & Probability Letters, 1997, 34, (4), 413-423 View citations (7)
22. Regulace nabídky peněz prostřednictvím monetární báze
    (Long Run Relationship between the High-Power Money and the Money Supply)
    Politická ekonomie, 1997, 1997, (1), 46-58

1996

23. A note on cointegration and control
    Journal of Economic Dynamics and Control, 1996, 20, (5), 963-966
24. Un modelo aditivo semiparamétrico para estimación de capturas: el caso de las pesquerías de Terranova
    Investigaciones Economicas, 1996, 20, (1), 143-157 View citations (5)

Books

2007

1. Estatistika Deskribatzailearen eta Probabilitatearen Baliabideak
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales

2003

2. Elementos de Probabilidad y Estadística
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales

Edited books

2000

1. Statistical Modelling. Proceedings of the 15th International Workshop on Statistical Modelling. New Trends on Statistical Modelling
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales