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Details about Paulo Jorge Ferreira

E-mail:
Workplace:VALORIZA - Centro de Investigação para a Valorização de Recursos Endógenos
Instituto Politécnico de Portalegre - Escola Superior Agrária de Elvas
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE) (Center for Advanced Studies in Management and Economics), Universidade de Évora (University of Evora), (more information at EDIRC)

Access statistics for papers by Paulo Jorge Ferreira.

Last updated 2021-04-12. Update your information in the RePEc Author Service.

Short-id: pfe193


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Working Papers

2017

  1. Assessment of 48 Stock markets using adaptive multifractal approach
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)
  2. Equity Markets Integration in Asia
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads

2016

  1. The Impact of Mentoring and Helping Relationships in the Informal Process of Employee Branding: Construction of the Measuring Instrument
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads

2015

  1. Entropy, competitiveness and UEFA football ranking
    MPRA Paper, University Library of Munich, Germany Downloads

2014

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

2012

  1. An application of General Maximum Entropy to Utility
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads
  2. Testing serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads

2008

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

Journal Articles

2021

  1. Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
    Empirical Economics, 2021, 60, (3), 1127-1156 Downloads
  2. Extreme Value Theory and COVID-19 Pandemic: Evidence from India
    Economic Research Guardian, 2021, 11, (1), 2-10 Downloads
  3. Intraday Volatility Spillovers among European Financial Markets during COVID-19
    International Journal of Financial Studies, 2021, 9, (1), 1-19 Downloads
  4. The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde
    International Journal of Financial Studies, 2021, 9, (1), 1-23 Downloads

2020

  1. An Econophysics Study of the S&P Global Clean Energy Index
    Sustainability, 2020, 12, (2), 1-9 Downloads View citations (2)
  2. Assessing the Effectiveness of Precision Agriculture Management Systems in Mediterranean Small Farms
    Sustainability, 2020, 12, (9), 1-15 Downloads
  3. DCCA and DMCA correlations of cryptocurrency markets
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) Downloads View citations (6)
  4. Dynamic long-range dependences in the Swiss stock market
    Empirical Economics, 2020, 58, (4), 1541-1573 Downloads View citations (1)
  5. EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
    Journal of Risk and Financial Management, 2020, 13, (5), 1-23 Downloads
  6. Efficiency of the Brazilian Bitcoin: A DFA Approach
    International Journal of Financial Studies, 2020, 8, (2), 1-9 Downloads View citations (1)
  7. Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
    International Journal of Financial Studies, 2020, 8, (2), 1-13 Downloads View citations (7)
  8. From Big Data to Econophysics and Its Use to Explain Complex Phenomena
    Journal of Risk and Financial Management, 2020, 13, (7), 1-10 Downloads
  9. Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets
    Post-Communist Economies, 2020, 32, (1), 77-112 Downloads
  10. Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
    Post-Communist Economies, 2020, 32, (5), 643-674 Downloads View citations (1)
  11. The Economic Impact of a New Type of Ripening Chamber in Traditional Cheese Manufacturing
    Sustainability, 2020, 12, (16), 1-8 Downloads
  12. The Exposure of European Union Productive Sectors to Oil Price Changes
    Sustainability, 2020, 12, (4), 1-16 Downloads
  13. The relationship between oil prices and the Brazilian stock market
    Physica A: Statistical Mechanics and its Applications, 2020, 545, (C) Downloads
  14. Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union
    Physica A: Statistical Mechanics and its Applications, 2020, 553, (C) Downloads

2019

  1. 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 Downloads View citations (1)
  2. Assessing the relationship between dependence and volume in stock markets: A dynamic analysis
    Physica A: Statistical Mechanics and its Applications, 2019, 516, (C), 90-97 Downloads View citations (3)
  3. Building multi-scale portfolios and efficient market frontiers using fractal regressions
    Physica A: Statistical Mechanics and its Applications, 2019, 532, (C) Downloads
  4. City Brand: What Are the Main Conditions for Territorial Performance?
    Sustainability, 2019, 11, (14), 1-14 Downloads
  5. Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market
    Sustainability, 2019, 11, (17), 1-12 Downloads
  6. Contagion Effect in Cryptocurrency Market
    Journal of Risk and Financial Management, 2019, 12, (3), 1-8 Downloads View citations (6)
  7. Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis
    Economies, 2019, 7, (1), 1-14 Downloads
  8. Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies
    Economies, 2019, 7, (1), 1-11 Downloads View citations (2)
  9. Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
    Physica A: Statistical Mechanics and its Applications, 2019, 517, (C), 86-96 Downloads View citations (11)
  10. Energy consumption as a condition for per capita carbon dioxide emission growth: The results of a qualitative comparative analysis in the European Union
    Renewable and Sustainable Energy Reviews, 2019, 110, (C), 220-225 Downloads View citations (2)
  11. 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 Downloads View citations (3)
  12. Frontier markets’ efficiency: mutual information and detrended fluctuation analyses
    Journal of Economic Interaction and Coordination, 2019, 14, (3), 551-572 Downloads View citations (1)
  13. Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies
    International Journal of Financial Studies, 2019, 7, (3), 1-12 Downloads View citations (2)
  14. Multiscale network for 20 stock markets using DCCA
    Physica A: Statistical Mechanics and its Applications, 2019, 529, (C) Downloads View citations (3)
  15. Regional and global integration of Asian stock markets
    Research in International Business and Finance, 2019, 50, (C), 357-368 Downloads View citations (1)
  16. The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices
    Economics Bulletin, 2019, 39, (1), 335-346 Downloads View citations (1)
  17. Using QCA to explain firm demography in the European Union
    Journal of Business Research, 2019, 101, (C), 743-749 Downloads
  18. ρx,y between open-close stock markets
    Physica A: Statistical Mechanics and its Applications, 2019, 534, (C) Downloads View citations (1)

2018

  1. 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 Downloads View citations (9)
  2. Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient
    Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 675-681 Downloads View citations (4)
  3. Capital asset pricing model in Portugal: Evidence from fractal regressions
    Portuguese Economic Journal, 2018, 17, (3), 173-183 Downloads View citations (1)
  4. Cross-correlation analysis on Brazilian gasoline retail market
    Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 550-557 Downloads View citations (4)
  5. Efficiency or speculation? A time-varying analysis of European sovereign debt
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1295-1308 Downloads View citations (3)
  6. Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis
    Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 454-470 Downloads View citations (8)
  7. 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 Downloads View citations (3)
  8. What detrended fluctuation analysis can tell us about NBA results
    Physica A: Statistical Mechanics and its Applications, 2018, 500, (C), 92-96 Downloads View citations (2)
  9. What guides Central and Eastern European stock markets? A view from detrended methodologies
    Post-Communist Economies, 2018, 30, (6), 805-819 Downloads View citations (1)

2017

  1. Assessment of 48 Stock markets using adaptive multifractal approach
    Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 730-750 Downloads View citations (3)
    See also Working Paper (2017)
  2. 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 Downloads View citations (13)
  3. Portuguese and Brazilian stock market integration: a non-linear and detrended approach
    Portuguese Economic Journal, 2017, 16, (1), 49-63 Downloads View citations (5)
  4. The behaviour of share returns of football clubs: An econophysics approach
    Physica A: Statistical Mechanics and its Applications, 2017, 472, (C), 136-144 Downloads View citations (5)
  5. What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions
    Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 554-566 Downloads View citations (8)

2016

  1. Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?
    Econometric Research in Finance, 2016, 1, (2), 67-79 Downloads View citations (4)
  2. Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?
    Physica A: Statistical Mechanics and its Applications, 2016, 463, (C), 320-329 Downloads View citations (10)
  3. Entrepreneurship rates: the fuzzy-set approach
    Eastern European Business and Economics Journal, 2016, 2, (2), 111-128 Downloads View citations (2)
  4. G7 STOCK MARKETS, WHO IS THE FIRST TO DEFEAT THE DCCA CORRELATION?
    Review of Socio - Economic Perspectives, 2016, 1, (1), 108-120 Downloads
  5. GDP growth and convergence determinants in the European Union: a crisp-set analysis
    Review of Economic Perspectives, 2016, 16, (4), 279-296 Downloads View citations (3)
  6. How long is the memory of the US stock market?
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 502-506 Downloads View citations (11)
  7. What are the conditions for good innovation results? A fuzzy-set approach for European Union
    Journal of Business Research, 2016, 69, (11), 5396-5400 Downloads View citations (4)
  8. Why does the Euro fail? The DCCA approach
    Physica A: Statistical Mechanics and its Applications, 2016, 443, (C), 543-554 Downloads View citations (14)
    See also Working Paper (2014)

2015

  1. Revisiting Covered Interest Parity in the European Union: the DCCA Approach
    International Economic Journal, 2015, 29, (4), 597-615 Downloads View citations (13)

2014

  1. Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
    Applied Financial Economics, 2014, 24, (5), 319-331 Downloads View citations (13)

2011

  1. Monetary Integration in the European Union
    Journal of Emerging Market Finance, 2011, 10, (1), 93-120 Downloads View citations (7)

2010

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

Chapters

2021

  1. Searching for a New Balance for the Eurozone Governance in the Aftermath of the Coronavirus Crisis
    Springer
 
Page updated 2021-04-21