EconPapers    
Economics at your fingertips  
 

Details about Paulo Pereira da Silva

Homepage:https://www.researchgate.net/profile/Paulo_Silva18
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


Jump to Journal Articles

Working Papers

2017

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

2013

  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

2016

  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

2015

  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)

2014

  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)
 
Page updated 2021-02-23