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Details about Paulo Pereira da Silva

Workplace:Comissão do Mercado de Valores Mobiliários (CMVM) (Securities Commission), Government of Portugal, (more information at EDIRC)

Access statistics for papers by Paulo Pereira da Silva.

Last updated 2018-01-07. Update your information in the RePEc Author Service.

Short-id: psi715

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Working Papers


  1. Abnormal Retained Earnings Around The World
    MPRA Paper, University Library of Munich, Germany Downloads


  1. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2014)

Journal Articles


  1. Analysis of market quality before and during short-selling bans
    Research in International Business and Finance, 2016, 37, (C), 252-268 Downloads View citations (4)
  2. Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?
    Czech Journal of Economics and Finance (Finance a uver), 2016, 66, (4), 322-353 Downloads View citations (1)
  3. Earnings surprises and the response of CDS markets
    Studies in Economics and Finance, 2016, 33, (3), 377-402 Downloads


  1. Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets
    Applied Economics, 2015, 47, (12), 1213-1229 Downloads View citations (6)
  2. M&A operations: Further evidence of informed trading in the CDS market
    Journal of Multinational Financial Management, 2015, 32-33, 116-130 Downloads View citations (8)
  3. The determinants of CDS open interest dynamics
    Journal of Financial Stability, 2015, 21, (C), 95-109 Downloads View citations (5)
  4. The information content of the open interest of credit default swaps
    Financial Markets and Portfolio Management, 2015, 29, (4), 381-427 Downloads View citations (1)


  1. Sovereign CDS and bond credit spread dynamics in the Euro zone: evidence of an asymmetric price transmission in sovereign debt markets
    International Journal of Financial Markets and Derivatives, 2014, 3, (4), 293-321 Downloads
  2. Sovereign Credit Risk and Stock Markets–Does the Markets’ Dependency Increase with Financial Distress?
    International Journal of Financial Studies, 2014, 2, (1), 1-23 Downloads View citations (2)
  3. Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference
    Economics - The Open-Access, Open-Assessment E-Journal, 2014, 8, 1-27 Downloads View citations (7)
    See also Working Paper (2013)
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